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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
EWH icon
1801
iShares MSCI Hong Kong ETF
EWH
$1.23B
$290K ﹤0.01%
+11,912
New +$281K
HYG icon
1802
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$290K ﹤0.01%
+3,300
New +$287K
IONS icon
1803
PUT
Ionis Pharmaceuticals
IONS
$8.93B
$290K ﹤0.01%
+4,800
New +$286K
LEN icon
1804
Lennar Class A
LEN
$20.4B
$290K ﹤0.01%
5,377
-6,309
-54% -$360K
MO icon
1805
Altria Group
MO
$125B
$290K ﹤0.01%
5,803
-13,223
-69% -$624K
TXN icon
1806
Texas Instruments
TXN
$248B
$290K ﹤0.01%
2,260
-2,252
-50% -$278K
WORK
1807
PUT
DELISTED
Slack Technologies, Inc.
WORK
$290K ﹤0.01%
12,900
-69,100
-84% -$1.54M
PDCO
1808
DELISTED
Patterson Companies, Inc.
PDCO
$289K ﹤0.01%
+14,109
New +$267K
AU icon
1809
PUT
AngloGold Ashanti
AU
$39.4B
$288K ﹤0.01%
12,900
-9,500
-42% -$191K
INSM icon
1810
Insmed
INSM
$22.4B
$288K ﹤0.01%
+12,060
New +$245K
LH icon
1811
PUT
Labcorp
LH
$25.2B
$288K ﹤0.01%
1,979
-4,307
-69% -$622K
META icon
1812
Meta Platforms (Facebook)
META
$1.49T
$288K ﹤0.01%
1,402
-1,405
-50% -$272K
CERN
1813
DELISTED
Cerner Corp
CERN
$288K ﹤0.01%
+3,926
New +$272K
RMBS icon
1814
CALL
Rambus
RMBS
$8.95B
$287K ﹤0.01%
20,800
-3,300
-14% -$44.3K
TSG
1815
CALL
DELISTED
The Stars Group Inc.
TSG
$287K ﹤0.01%
+11,000
New +$246K
ARES icon
1816
Ares Management
ARES
$28.1B
$286K ﹤0.01%
+8,001
New +$249K
CTAS icon
1817
Cintas
CTAS
$86.6B
$286K ﹤0.01%
+4,248
New +$279K
WEC icon
1818
PUT
WEC Energy
WEC
$36.3B
$286K ﹤0.01%
3,100
-2,500
-45% -$228K
SGEN
1819
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
$286K ﹤0.01%
2,500
-1,100
-31% -$117K
AUY
1820
PUT
DELISTED
Yamana Gold, Inc.
AUY
$286K ﹤0.01%
72,500
-95,400
-57% -$335K
GRPN icon
1821
Groupon
GRPN
$1.03B
$285K ﹤0.01%
5,965
+4,025
+207% +$223K
SWX icon
1822
Southwest Gas
SWX
$6.64B
$285K ﹤0.01%
+3,751
New +$305K
WBD icon
1823
PUT
Warner Bros
WBD
$64.3B
$285K ﹤0.01%
8,700
-32,600
-79% -$982K
TBF icon
1824
ProShares Short 20+ Year Treasury ETF
TBF
$87.2M
$284K ﹤0.01%
+14,471
New +$278K
ED icon
1825
Consolidated Edison
ED
$41.4B
$283K ﹤0.01%
3,133
+889
+40% +$79.6K
71 72
73
74 75

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OAM
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NOCM
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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.