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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
ILF icon
1901
PUT
iShares Latin America 40 ETF
ILF
$3.73B
$255K ﹤0.01%
+7,500
New +$245K
LIN icon
1902
CALL
Linde
LIN
$236B
$255K ﹤0.01%
+1,200
New +$242K
SCHX icon
1903
Schwab US Large- Cap ETF
SCHX
$70.3B
$255K ﹤0.01%
+19,932
New +$244K
LM
1904
CALL
DELISTED
Legg Mason, Inc.
LM
$255K ﹤0.01%
7,100
+400
+6% +$14.8K
FLS icon
1905
CALL
Flowserve
FLS
$8.94B
$254K ﹤0.01%
5,100
-5,500
-52% -$263K
SIVB
1906
DELISTED
SVB Financial Group
SIVB
$254K ﹤0.01%
+1,012
New +$230K
AMD icon
1907
Advanced Micro Devices
AMD
$700B
$253K ﹤0.01%
5,521
-11,084
-67% -$408K
SVC
1908
CALL
Service Properties Trust
SVC
$1.05B
$253K ﹤0.01%
2,080
-1,800
-46% -$219K
CONN
1909
DELISTED
Conn's Inc.
CONN
$253K ﹤0.01%
+20,385
New +$427K
THC icon
1910
PUT
Tenet Healthcare
THC
$22.2B
$251K ﹤0.01%
6,600
-5,700
-46% -$171K
TRP icon
1911
CALL
TC Energy
TRP
$70.1B
$251K ﹤0.01%
+4,700
New +$241K
LAMR icon
1912
PUT
Lamar Advertising Co
LAMR
$16.7B
$250K ﹤0.01%
+2,800
New +$234K
MBB icon
1913
iShares MBS ETF
MBB
$39.1B
$250K ﹤0.01%
+2,318
New +$250K
DECK icon
1914
Deckers Outdoor
DECK
$14.1B
$249K ﹤0.01%
+8,850
New +$235K
HDV
1915
iShares Core High Dividend ETF
HDV
$14.7B
$249K ﹤0.01%
+12,720
New +$243K
HDS
1916
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
$249K ﹤0.01%
6,200
-700
-10% -$27.8K
PCAR icon
1917
PACCAR
PCAR
$70.5B
$248K ﹤0.01%
+4,707
New +$242K
RLY icon
1918
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$248K ﹤0.01%
+9,775
New +$245K
CCK icon
1919
PUT
Crown Holdings
CCK
$13B
$247K ﹤0.01%
+3,400
New +$242K
ODFL icon
1920
CALL
Old Dominion Freight Line
ODFL
$46.3B
$247K ﹤0.01%
+3,900
New +$239K
SYF icon
1921
Synchrony
SYF
$24.4B
$247K ﹤0.01%
+6,853
New +$245K
BIIB icon
1922
Biogen
BIIB
$30.9B
$246K ﹤0.01%
828
-8,152
-91% -$2.26M
BLUE
1923
CALL
DELISTED
bluebird bio
BLUE
$246K ﹤0.01%
+216
New +$235K
IRM icon
1924
Iron Mountain
IRM
$35.9B
$246K ﹤0.01%
+7,722
New +$253K
SCHR
1925
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$246K ﹤0.01%
+8,964
New +$248K
75 76
77
78 79

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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QIM
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SLT
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RB
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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.