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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
FRT icon
1826
Federal Realty Investment Trust
FRT
$10.9B
$283K ﹤0.01%
+2,201
New +$292K
LOGI icon
1827
PUT
Logitech
LOGI
$14.8B
$283K ﹤0.01%
+6,000
New +$256K
NEU icon
1828
NewMarket
NEU
$7.24B
$283K ﹤0.01%
581
+114
+24% +$54.8K
MLPI
1829
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$283K ﹤0.01%
+14,598
New +$277K
ARWR icon
1830
Arrowhead Research
ARWR
$12.1B
$282K ﹤0.01%
+4,438
New +$220K
BHF icon
1831
CALL
Brighthouse Financial
BHF
$3.61B
$282K ﹤0.01%
7,200
+800
+13% +$31.5K
GNRC icon
1832
CALL
Generac Holdings
GNRC
$11.5B
$282K ﹤0.01%
+2,800
New +$261K
TMUS icon
1833
T-Mobile US
TMUS
$195B
$282K ﹤0.01%
+3,601
New +$283K
HRB icon
1834
H&R Block
HRB
$5.98B
$280K ﹤0.01%
+11,935
New +$287K
SAGE
1835
DELISTED
Sage Therapeutics
SAGE
$280K ﹤0.01%
+3,882
New +$478K
JOYY
1836
PUT
JOYY Inc
JOYY
$3.73B
$280K ﹤0.01%
5,300
-900
-15% -$53K
PDCO
1837
CALL
DELISTED
Patterson Companies, Inc.
PDCO
$279K ﹤0.01%
+13,600
New +$257K
DBX icon
1838
Dropbox
DBX
$7.78B
$278K ﹤0.01%
+15,504
New +$292K
FOXA icon
1839
CALL
Fox Class A
FOXA
$24.8B
$278K ﹤0.01%
+7,500
New +$257K
ALNY icon
1840
Alnylam Pharmaceuticals
ALNY
$38.3B
$277K ﹤0.01%
+2,404
New +$240K
DOV icon
1841
PUT
Dover
DOV
$26.7B
$277K ﹤0.01%
2,400
-200
-8% -$21.4K
AVT icon
1842
PUT
Avnet
AVT
$6.86B
$276K ﹤0.01%
+6,500
New +$268K
CROX icon
1843
CALL
Crocs
CROX
$6.63B
$276K ﹤0.01%
+6,600
New +$231K
CACI icon
1844
PUT
CACI
CACI
$10.8B
$275K ﹤0.01%
+1,100
New +$256K
CCJ icon
1845
Cameco
CCJ
$36.8B
$275K ﹤0.01%
+30,912
New +$286K
ENR icon
1846
Energizer
ENR
$1.47B
$275K ﹤0.01%
+5,480
New +$252K
NTR icon
1847
Nutrien
NTR
$33.9B
$275K ﹤0.01%
5,744
-794
-12% -$38.4K
SCO icon
1848
ProShares UltraShort Bloomberg Crude Oil
SCO
$654M
$275K ﹤0.01%
+283
New +$329K
YETI icon
1849
PUT
Yeti Holdings
YETI
$3.87B
$275K ﹤0.01%
7,900
-1,400
-15% -$44.1K
ACB
1850
Aurora Cannabis
ACB
$169M
$273K ﹤0.01%
+1,051
New +$392K
72 73
74
75 76

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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.