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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
TAL icon
1676
CALL
TAL Education Group
TAL
$6.04B
$352K ﹤0.01%
7,300
-1,500
-17% -$64.4K
URE icon
1677
PUT
ProShares Ultra Real Estate
URE
$60.1M
$350K ﹤0.01%
+4,000
New +$344K
ACN icon
1678
Accenture
ACN
$106B
$349K ﹤0.01%
1,657
-11,080
-87% -$2.16M
VLY icon
1679
Valley National Bancorp
VLY
$7.9B
$349K ﹤0.01%
+30,507
New +$351K
WEC icon
1680
WEC Energy
WEC
$36.3B
$347K ﹤0.01%
3,761
-8,090
-68% -$738K
IMMU
1681
PUT
DELISTED
Immunomedics Inc
IMMU
$347K ﹤0.01%
+16,400
New +$289K
CMS icon
1682
CALL
CMS Energy
CMS
$23.3B
$346K ﹤0.01%
5,500
-16,800
-75% -$1.05M
OLLI icon
1683
PUT
Ollie's Bargain Outlet
OLLI
$4.31B
$346K ﹤0.01%
+5,300
New +$336K
DGAZ
1684
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$346K ﹤0.01%
1,889
-860
-31% -$120K
AFG icon
1685
American Financial Group
AFG
$11.9B
$345K ﹤0.01%
+3,146
New +$337K
MEOH icon
1686
Methanex
MEOH
$4.23B
$345K ﹤0.01%
+8,931
New +$335K
TEL icon
1687
PUT
TE Connectivity
TEL
$60B
$345K ﹤0.01%
3,600
-4,800
-57% -$445K
IXG icon
1688
iShares Global Financials ETF
IXG
$669M
$344K ﹤0.01%
5,000
+1,392
+39% +$92.5K
RBA icon
1689
RB Global
RBA
$21.5B
$344K ﹤0.01%
+8,005
New +$333K
CTXS
1690
PUT
DELISTED
Citrix Systems Inc
CTXS
$344K ﹤0.01%
3,100
+800
+35% +$86.1K
EB
1691
CALL
DELISTED
Eventbrite
EB
$343K ﹤0.01%
+17,000
New +$325K
GSK icon
1692
PUT
GSK
GSK
$107B
$343K ﹤0.01%
5,840
-29,680
-84% -$1.65M
PBR icon
1693
Petrobras
PBR
$120B
$343K ﹤0.01%
21,508
+7,170
+50% +$109K
AKS
1694
DELISTED
AK Steel Holding Corp
AKS
$343K ﹤0.01%
104,235
-56,485
-35% -$157K
EDU icon
1695
PUT
New Oriental
EDU
$9.32B
$340K ﹤0.01%
+2,800
New +$335K
FEZ icon
1696
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$339K ﹤0.01%
+8,300
New +$326K
CBRL icon
1697
PUT
Cracker Barrel
CBRL
$1.26B
$338K ﹤0.01%
+2,200
New +$346K
TECK icon
1698
Teck Resources
TECK
$28.2B
$338K ﹤0.01%
+19,480
New +$318K
VAL
1699
CALL
DELISTED
Valaris plc Class A Ordinary Share
VAL
$338K ﹤0.01%
51,500
+24,600
+91% +$120K
AME icon
1700
Ametek
AME
$53.9B
$337K ﹤0.01%
+3,376
New +$320K
66 67
68
69 70

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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.