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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
DTE icon
1576
DTE Energy
DTE
$29.9B
$403K ﹤0.01%
3,643
-907
-20% -$97.8K
PLAN
1577
CALL
DELISTED
Anaplan, Inc.
PLAN
$403K ﹤0.01%
+7,700
New +$382K
FDS icon
1578
PUT
Factset
FDS
$10B
$402K ﹤0.01%
1,500
-7,300
-83% -$1.87M
OHI icon
1579
PUT
Omega Healthcare
OHI
$15.3B
$402K ﹤0.01%
+9,500
New +$402K
CIM
1580
CALL
Chimera Investment
CIM
$1.06B
$401K ﹤0.01%
6,500
+1,400
+27% +$85.4K
PPG icon
1581
PPG Industries
PPG
$24.9B
$401K ﹤0.01%
3,006
-1,287
-30% -$163K
TIF
1582
CALL
DELISTED
Tiffany & Co.
TIF
$401K ﹤0.01%
3,000
-28,400
-90% -$3.36M
AMC icon
1583
CALL
AMC Entertainment Holdings
AMC
$2.45B
$400K ﹤0.01%
5,520
-3,410
-38% -$300K
APD icon
1584
PUT
Air Products & Chemicals
APD
$65.5B
$399K ﹤0.01%
+1,700
New +$384K
ROK icon
1585
Rockwell Automation
ROK
$51.1B
$399K ﹤0.01%
+1,971
New +$365K
ULTA icon
1586
Ulta Beauty
ULTA
$21.8B
$399K ﹤0.01%
1,575
-486
-24% -$119K
LUMN icon
1587
CALL
Lumen
LUMN
$6.43B
$398K ﹤0.01%
30,100
-9,900
-25% -$133K
ALLY icon
1588
CALL
Ally Financial
ALLY
$13.1B
$397K ﹤0.01%
13,000
-21,300
-62% -$665K
KDP icon
1589
Keurig Dr Pepper
KDP
$42.8B
$396K ﹤0.01%
13,682
– –
TRGP icon
1590
PUT
Targa Resources
TRGP
$56.8B
$396K ﹤0.01%
9,700
-6,600
-40% -$256K
IYE icon
1591
iShares US Energy ETF
IYE
$1.72B
$395K ﹤0.01%
+12,310
New +$389K
PBF icon
1592
CALL
PBF Energy
PBF
$7.49B
$395K ﹤0.01%
+12,600
New +$388K
RWM icon
1593
ProShares Short Russell2000
RWM
$133M
$394K ﹤0.01%
+10,690
New +$416K
GPRO icon
1594
CALL
GoPro
GPRO
$120M
$393K ﹤0.01%
90,500
+2,000
+2% +$8.3K
TLRY icon
1595
Tilray
TLRY
$543M
$393K ﹤0.01%
+2,294
New +$474K
GWW icon
1596
W.W. Grainger
GWW
$64.2B
$392K ﹤0.01%
+1,159
New +$368K
SNY icon
1597
PUT
Sanofi
SNY
$107B
$392K ﹤0.01%
7,800
-5,300
-40% -$248K
SWKS icon
1598
Skyworks Solutions
SWKS
$9.21B
$392K ﹤0.01%
+3,240
New +$318K
CTSH icon
1599
PUT
Cognizant
CTSH
$25.2B
$391K ﹤0.01%
6,300
-7,200
-53% -$445K
JCI icon
1600
PUT
Johnson Controls International
JCI
$85.1B
$391K ﹤0.01%
9,600
-8,000
-45% -$338K
62 63
64
65 66

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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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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.