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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
BMO icon
1726
PUT
Bank of Montreal
BMO
$123B
$326K ﹤0.01%
+4,200
New +$316K
SIVB
1727
PUT
DELISTED
SVB Financial Group
SIVB
$326K ﹤0.01%
+1,300
New +$296K
SPLK
1728
DELISTED
Splunk Inc
SPLK
$325K ﹤0.01%
2,168
-1,634
-43% -$215K
VCSH icon
1729
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$324K ﹤0.01%
+4,002
New +$324K
XOM icon
1730
ExxonMobil
XOM
$650B
$324K ﹤0.01%
4,638
-20,671
-82% -$1.43M
FLEX icon
1731
Flex
FLEX
$37.7B
$322K ﹤0.01%
33,852
+9,134
+37% +$78.8K
JKS
1732
CALL
JinkoSolar
JKS
$764M
$322K ﹤0.01%
+14,300
New +$250K
KBH icon
1733
PUT
KB Home
KBH
$3.5B
$322K ﹤0.01%
9,400
-34,000
-78% -$1.17M
MSCI icon
1734
MSCI
MSCI
$42.4B
$322K ﹤0.01%
+1,248
New +$304K
OTEX icon
1735
CALL
Open Text
OTEX
$6.28B
$322K ﹤0.01%
+7,300
New +$307K
UI icon
1736
PUT
Ubiquiti
UI
$31.6B
$321K ﹤0.01%
+1,700
New +$274K
VTR icon
1737
Ventas
VTR
$47.5B
$321K ﹤0.01%
+5,555
New +$349K
DWM icon
1738
WisdomTree International Equity Fund
DWM
$667M
$320K ﹤0.01%
+5,992
New +$309K
SC
1739
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$320K ﹤0.01%
13,700
-18,900
-58% -$459K
WOLF icon
1740
PUT
Wolfspeed
WOLF
$1.04B
$318K ﹤0.01%
6,900
-2,300
-25% -$107K
LHX icon
1741
PUT
L3Harris
LHX
$55.4B
$317K ﹤0.01%
+1,600
New +$321K
VOYA icon
1742
PUT
Voya Financial
VOYA
$8.96B
$317K ﹤0.01%
+5,200
New +$293K
ENTG icon
1743
PUT
Entegris
ENTG
$16.3B
$316K ﹤0.01%
+6,300
New +$304K
CRL icon
1744
Charles River Laboratories
CRL
$11.3B
$315K ﹤0.01%
+2,061
New +$285K
TMO icon
1745
Thermo Fisher Scientific
TMO
$214B
$315K ﹤0.01%
+970
New +$294K
AA icon
1746
PUT
Alcoa
AA
$11.3B
$314K ﹤0.01%
14,600
-9,600
-40% -$199K
ELAN icon
1747
Elanco Animal Health
ELAN
$13.2B
$314K ﹤0.01%
+10,666
New +$290K
FITB
1748
PUT
Fifth Third Bancorp
FITB
$51.3B
$314K ﹤0.01%
10,200
-1,000
-9% -$29.3K
RRC icon
1749
PUT
Range Resources
RRC
$9.33B
$313K ﹤0.01%
64,600
+7,500
+13% +$30.3K
NDAQ icon
1750
Nasdaq
NDAQ
$53.4B
$312K ﹤0.01%
+8,736
New +$298K
68 69
70
71 72

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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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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.