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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$2.55B
Cap. Flow %
17.18%
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$368M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$43.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$14.8M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$12.5M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$13.8M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$11.7M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.1M
5
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$9.54M

Sector Composition

Rank Sector Weight
1 Financials 0.26%
2 Technology 0.23%
3 Healthcare 0.2%
4 Consumer Discretionary 0.16%
5 Utilities 0.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CWI icon
1476
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.79B
$463K ﹤0.01%
+17,983
New +$450K
PLNT icon
1477
PUT
Planet Fitness
PLNT
$4.43B
$463K ﹤0.01%
+6,200
New +$418K
RF icon
1478
PUT
Regions Financial
RF
$26.3B
$462K ﹤0.01%
26,900
-46,500
-63% -$766K
ZBH icon
1479
Zimmer Biomet
ZBH
$18.4B
$461K ﹤0.01%
+3,173
New +$438K
ABMD
1480
PUT
DELISTED
Abiomed Inc
ABMD
$461K ﹤0.01%
2,700
+1,300
+93% +$241K
ANF icon
1481
PUT
Abercrombie & Fitch
ANF
$4.45B
$460K ﹤0.01%
26,600
+5,300
+25% +$87.7K
MDLZ icon
1482
Mondelez International
MDLZ
$80.5B
$460K ﹤0.01%
8,358
+4,418
+112% +$236K
CX icon
1483
CALL
Cemex
CX
$17.2B
$459K ﹤0.01%
121,300
+87,900
+263% +$335K
HUN icon
1484
PUT
Huntsman Corp
HUN
$2.12B
$459K ﹤0.01%
+19,000
New +$440K
J icon
1485
CALL
Jacobs Solutions
J
$15.7B
$458K ﹤0.01%
6,166
-10,397
-63% -$787K
DECK icon
1486
CALL
Deckers Outdoor
DECK
$13.6B
$456K ﹤0.01%
16,200
-17,400
-52% -$461K
DINO icon
1487
HF Sinclair
DINO
$16.7B
$456K ﹤0.01%
+8,990
New +$477K
FDS icon
1488
CALL
Factset
FDS
$9.35B
$456K ﹤0.01%
1,700
-5,900
-78% -$1.51M
GGB icon
1489
CALL
Gerdau
GGB
$9.74B
$455K ﹤0.01%
+116,928
New +$348K
GBT
1490
DELISTED
Global Blood Therapeutics, Inc.
GBT
$455K ﹤0.01%
+5,718
New +$339K
EQR icon
1491
Equity Residential
EQR
$25.2B
$454K ﹤0.01%
+5,605
New +$477K
OSK icon
1492
PUT
Oshkosh
OSK
$8.82B
$454K ﹤0.01%
+4,800
New +$414K
XYZ
1493
Block Inc
XYZ
$49.2B
$454K ﹤0.01%
+7,257
New +$464K
PE
1494
DELISTED
PARSLEY ENERGY INC
PE
$454K ﹤0.01%
+24,003
New +$396K
ANET icon
1495
Arista Networks
ANET
$215B
$453K ﹤0.01%
+35,648
New +$469K
QSR icon
1496
PUT
Restaurant Brands International
QSR
$25.8B
$453K ﹤0.01%
7,100
+2,400
+51% +$161K
CMA
1497
PUT
DELISTED
Comerica
CMA
$452K ﹤0.01%
6,300
-200
-3% -$13.7K
ENPH icon
1498
CALL
Enphase Energy
ENPH
$4.94B
$452K ﹤0.01%
+17,300
New +$394K
ICE icon
1499
Intercontinental Exchange
ICE
$88.4B
$452K ﹤0.01%
4,884
-1,420
-23% -$132K
AMTD
1500
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$452K ﹤0.01%
9,100
-3,700
-29% -$160K
58 59
60
61 62

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OAM
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NOCM
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TIM
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QIM
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OMG
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Two Sigma Securities's Q4 2019 Portfolio in Review

As of Q4 2019, Two Sigma Securities held 2,801 positions worth $14.8B, up 35% from $11B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Two Sigma Securities deployed $2.55B of net new capital in Q4 2019, opening 779 new positions and adding to 908 existing holdings. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M.

By sector, the portfolio is most concentrated in Financials at 0.26% of assets, down from 0.51% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Amazon, an estimated $13.8M trimmed.

  • Two Sigma Securities's largest Q4 2019 buy was Invesco QQQ Trust: 218,534 shares worth $46.5M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $368M increase.
  • Two Sigma Securities's biggest Q4 2019 reduction was Amazon, cutting an estimated $13.8M.
  • Two Sigma Securities fully exited Avantor, Inc. Series A Mandatory Convertible Preferred Stock in Q4 2019, selling an estimated $10.7M.
  • Two Sigma Securities's ten largest holdings make up 38% of its $14.8B portfolio in Q4 2019.
  • Two Sigma Securities opened 779 new positions and closed 508 in Q4 2019.
  • Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $14.8B.

Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.