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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
AIZ icon
1851
Assurant
AIZ
$13.9B
$273K ﹤0.01%
2,086
+275
+15% +$35.4K
IGIB icon
1852
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$273K ﹤0.01%
+4,708
New +$273K
PWR icon
1853
PUT
Quanta Services
PWR
$84.2B
$273K ﹤0.01%
+6,700
New +$273K
UCO icon
1854
ProShares Ultra Bloomberg Crude Oil
UCO
$432M
$273K ﹤0.01%
+2,135
New +$237K
AUY
1855
DELISTED
Yamana Gold, Inc.
AUY
$273K ﹤0.01%
69,184
-55,365
-44% -$194K
MUSA icon
1856
Murphy USA
MUSA
$11.4B
$272K ﹤0.01%
+2,324
New +$251K
CCL icon
1857
Carnival Corporation Ltd
CCL
$38.1B
$271K ﹤0.01%
5,324
-1,483
-22% -$66.2K
COLM icon
1858
Columbia Sportswear
COLM
$3.25B
$271K ﹤0.01%
+2,703
New +$257K
SBAC icon
1859
SBA Communications
SBAC
$19.8B
$271K ﹤0.01%
1,126
-138
-11% -$32.7K
FAST icon
1860
PUT
Fastenal
FAST
$54.8B
$270K ﹤0.01%
14,600
-30,200
-67% -$540K
GFI icon
1861
Gold Fields
GFI
$28.8B
$270K ﹤0.01%
40,928
+12,388
+43% +$70.2K
HSBC icon
1862
PUT
HSBC
HSBC
$352B
$270K ﹤0.01%
6,900
-6,600
-49% -$250K
CLR
1863
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$270K ﹤0.01%
7,885
-14,764
-65% -$458K
AMBA icon
1864
Ambarella
AMBA
$3.04B
$269K ﹤0.01%
+4,450
New +$246K
BWA icon
1865
PUT
BorgWarner
BWA
$12.8B
$269K ﹤0.01%
7,043
-9,770
-58% -$358K
FSLY icon
1866
CALL
Fastly Inc
FSLY
$3.24B
$269K ﹤0.01%
+13,400
New +$283K
HUBS icon
1867
HubSpot
HUBS
$12.9B
$269K ﹤0.01%
+1,695
New +$260K
HUYA
1868
PUT
Huya Inc
HUYA
$558M
$269K ﹤0.01%
15,000
-5,000
-25% -$106K
SA
1869
PUT
Seabridge Gold
SA
$2.72B
$269K ﹤0.01%
19,500
+200
+1% +$2.53K
FIW icon
1870
First Trust Water ETF
FIW
$1.87B
$267K ﹤0.01%
+4,459
New +$256K
NTNX icon
1871
Nutanix
NTNX
$16.1B
$267K ﹤0.01%
+8,529
New +$252K
TRP icon
1872
PUT
TC Energy
TRP
$70.1B
$267K ﹤0.01%
5,000
-400
-7% -$20.5K
VYX icon
1873
CALL
NCR Voyix
VYX
$1.19B
$267K ﹤0.01%
12,388
-7,661
-38% -$149K
TDOC icon
1874
Teladoc Health
TDOC
$1.66B
$266K ﹤0.01%
+3,182
New +$242K
UGI icon
1875
UGI
UGI
$7.87B
$266K ﹤0.01%
5,897
+1,497
+34% +$68.6K
73 74
75
76 77

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BCM
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OAM
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NOCM
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QIM
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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.