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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
PTEN icon
1776
Patterson-UTI
PTEN
$3.54B
$303K ﹤0.01%
+28,839
New +$261K
CVX icon
1777
Chevron
CVX
$382B
$302K ﹤0.01%
2,508
-838
-25% -$98.7K
POWA icon
1778
Invesco Bloomberg Pricing Power ETF
POWA
$180M
$302K ﹤0.01%
+5,428
New +$297K
VOD icon
1779
Vodafone
VOD
$37.1B
$302K ﹤0.01%
15,629
-136
-0.9% -$2.71K
GS icon
1780
Goldman Sachs
GS
$289B
$301K ﹤0.01%
1,310
-22,468
-94% -$4.88M
NOK icon
1781
PUT
Nokia
NOK
$46.9B
$301K ﹤0.01%
81,100
-900
-1% -$3.54K
LL
1782
DELISTED
LL Flooring Holdings, Inc.
LL
$299K ﹤0.01%
+30,643
New +$287K
ARI
1783
Apollo Commercial Real Estate
ARI
$864M
$297K ﹤0.01%
+16,234
New +$300K
DB icon
1784
Deutsche Bank
DB
$67.9B
$297K ﹤0.01%
38,190
+21,656
+131% +$162K
SBGI icon
1785
PUT
Sinclair Inc
SBGI
$1.02B
$297K ﹤0.01%
+8,900
New +$332K
TXG icon
1786
10x Genomics
TXG
$5.88B
$297K ﹤0.01%
+3,895
New +$234K
FNDF icon
1787
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$296K ﹤0.01%
+10,222
New +$291K
KLIC icon
1788
CALL
Kulicke & Soffa
KLIC
$4.34B
$296K ﹤0.01%
10,900
+300
+3% +$7.4K
NXST icon
1789
Nexstar Media Group
NXST
$6.01B
$296K ﹤0.01%
+2,523
New +$264K
WELL icon
1790
Welltower
WELL
$173B
$296K ﹤0.01%
+3,619
New +$310K
ACAD icon
1791
PUT
Acadia Pharmaceuticals
ACAD
$4.51B
$295K ﹤0.01%
6,900
-8,500
-55% -$370K
APH icon
1792
Amphenol
APH
$185B
$295K ﹤0.01%
+10,916
New +$279K
SEDG icon
1793
PUT
SolarEdge
SEDG
$2.37B
$295K ﹤0.01%
3,100
-1,900
-38% -$162K
CTRA
1794
PUT
DELISTED
Coterra Energy
CTRA
$294K ﹤0.01%
16,900
-6,000
-26% -$104K
RMD icon
1795
CALL
ResMed
RMD
$31.1B
$294K ﹤0.01%
+1,900
New +$274K
BIG
1796
DELISTED
Big Lots, Inc.
BIG
$293K ﹤0.01%
+10,219
New +$236K
ZNGA
1797
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$293K ﹤0.01%
47,800
+31,400
+191% +$194K
MTOR
1798
DELISTED
MERITOR, Inc.
MTOR
$291K ﹤0.01%
+11,129
New +$251K
WUBA
1799
PUT
DELISTED
58.com Inc
WUBA
$291K ﹤0.01%
4,500
-1,800
-29% -$101K
PTLA
1800
PUT
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$291K ﹤0.01%
12,200
+2,600
+27% +$71.7K
70 71
72
73 74

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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.