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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
HLT icon
1551
Hilton Worldwide
HLT
$72.4B
$419K ﹤0.01%
+3,781
New +$379K
MKSI icon
1552
CALL
MKS Inc
MKSI
$17.4B
$418K ﹤0.01%
+3,800
New +$398K
IONS icon
1553
Ionis Pharmaceuticals
IONS
$8.93B
$417K ﹤0.01%
+6,895
New +$411K
BWA icon
1554
BorgWarner
BWA
$12.8B
$416K ﹤0.01%
10,883
-14,655
-57% -$537K
RSG icon
1555
Republic Services
RSG
$67.4B
$416K ﹤0.01%
+4,641
New +$406K
RY icon
1556
Royal Bank of Canada
RY
$287B
$416K ﹤0.01%
+5,250
New +$423K
SINA
1557
PUT
DELISTED
Sina Corp
SINA
$415K ﹤0.01%
+10,400
New +$399K
HCA icon
1558
HCA Healthcare
HCA
$88.4B
$414K ﹤0.01%
+2,798
New +$376K
PSA icon
1559
Public Storage
PSA
$61.5B
$414K ﹤0.01%
1,943
+87
+5% +$19.3K
CTXS
1560
DELISTED
Citrix Systems Inc
CTXS
$414K ﹤0.01%
+3,736
New +$402K
KBH icon
1561
CALL
KB Home
KBH
$3.5B
$411K ﹤0.01%
12,000
-59,300
-83% -$2.05M
PAGP icon
1562
Plains GP Holdings
PAGP
$5.28B
$411K ﹤0.01%
+21,675
New +$407K
NS
1563
DELISTED
NuStar Energy L.P.
NS
$410K ﹤0.01%
+15,866
New +$442K
SDY icon
1564
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$409K ﹤0.01%
+3,800
New +$399K
VFC icon
1565
PUT
VF Corp
VFC
$5.92B
$409K ﹤0.01%
4,100
-3,900
-49% -$350K
GRUB
1566
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$409K ﹤0.01%
+4,200
New +$385K
PTCT icon
1567
CALL
PTC Therapeutics
PTCT
$6.18B
$408K ﹤0.01%
8,500
-1,700
-17% -$72.2K
STLA icon
1568
CALL
Stellantis
STLA
$17.4B
$408K ﹤0.01%
27,800
+7,500
+37% +$108K
CORT icon
1569
CALL
Corcept Therapeutics
CORT
$9.98B
$407K ﹤0.01%
+33,600
New +$468K
PEG icon
1570
Public Service Enterprise Group
PEG
$38.7B
$407K ﹤0.01%
+6,892
New +$418K
XPO icon
1571
PUT
XPO
XPO
$23.4B
$406K ﹤0.01%
14,746
+1,735
+13% +$47.7K
FBIN icon
1572
CALL
Fortune Brands Innovations
FBIN
$5.86B
$405K ﹤0.01%
+7,254
New +$382K
PTLA
1573
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$404K ﹤0.01%
16,900
+6,700
+66% +$185K
CAR icon
1574
CALL
Avis
CAR
$5.47B
$403K ﹤0.01%
+12,500
New +$375K
CIM
1575
PUT
Chimera Investment
CIM
$1.06B
$403K ﹤0.01%
+6,533
New +$399K
61 62
63
64 65

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.