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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
PPC icon
1526
CALL
Pilgrim's Pride
PPC
$7.13B
$435K ﹤0.01%
+13,300
New +$414K
SINA
1527
DELISTED
Sina Corp
SINA
$435K ﹤0.01%
+10,888
New +$418K
MAA icon
1528
Mid-America Apartment Communities
MAA
$16B
$434K ﹤0.01%
3,290
+1,138
+53% +$152K
IAU icon
1529
iShares Gold Trust
IAU
$62.8B
$433K ﹤0.01%
14,932
-17,710
-54% -$502K
ITUB icon
1530
Itaú Unibanco
ITUB
$89.8B
$433K ﹤0.01%
+65,035
New +$407K
CHTR icon
1531
Charter Communications
CHTR
$17.3B
$432K ﹤0.01%
+890
New +$410K
BURL icon
1532
Burlington
BURL
$23.4B
$429K ﹤0.01%
1,880
+722
+62% +$151K
GWPH
1533
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$429K ﹤0.01%
4,100
-6,000
-59% -$673K
SJM icon
1534
PUT
J.M. Smucker
SJM
$13.5B
$427K ﹤0.01%
4,100
-1,500
-27% -$159K
VST icon
1535
Vistra
VST
$48.2B
$427K ﹤0.01%
+18,567
New +$479K
STM icon
1536
PUT
STMicroelectronics
STM
$43.1B
$425K ﹤0.01%
+15,800
New +$374K
MRO
1537
PUT
DELISTED
Marathon Oil Corporation
MRO
$425K ﹤0.01%
31,300
-159,200
-84% -$1.94M
GNR icon
1538
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.75B
$424K ﹤0.01%
+9,197
New +$409K
ILF icon
1539
iShares Latin America 40 ETF
ILF
$3.73B
$424K ﹤0.01%
+12,490
New +$407K
AMTD
1540
DELISTED
TD Ameritrade Holding Corp
AMTD
$424K ﹤0.01%
+8,535
New +$370K
ENB icon
1541
Enbridge
ENB
$120B
$423K ﹤0.01%
10,626
-373
-3% -$13.9K
PTON icon
1542
CALL
Peloton Interactive
PTON
$2.85B
$423K ﹤0.01%
+14,900
New +$401K
SAVE
1543
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$423K ﹤0.01%
+10,500
New +$399K
TZA icon
1544
Direxion Daily Small Cap Bear 3x ETF
TZA
$257M
$422K ﹤0.01%
150
-141
-48% -$466K
FLG
1545
Flagstar Bank National Association
FLG
$5.87B
$422K ﹤0.01%
11,714
+4,608
+65% +$170K
CSOD
1546
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$422K ﹤0.01%
+7,200
New +$416K
HPE icon
1547
Hewlett Packard
HPE
$58.8B
$421K ﹤0.01%
26,519
-13,553
-34% -$217K
DO
1548
PUT
DELISTED
Diamond Offshore Drilling
DO
$421K ﹤0.01%
+58,600
New +$340K
MDC
1549
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$420K ﹤0.01%
+11,880
New +$447K
CE icon
1550
CALL
Celanese
CE
$4.82B
$419K ﹤0.01%
+3,400
New +$418K
60 61
62
63 64

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.