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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
VRTX icon
1951
Vertex Pharmaceuticals
VRTX
$123B
$239K ﹤0.01%
+1,093
New +$221K
DHC
1952
Diversified Healthcare Trust
DHC
$2.15B
$238K ﹤0.01%
+28,161
New +$237K
MKTX icon
1953
MarketAxess Holdings
MKTX
$4.47B
$238K ﹤0.01%
629
-177
-22% -$64.9K
SJI
1954
DELISTED
South Jersey Industries, Inc.
SJI
$238K ﹤0.01%
+7,222
New +$228K
HBAN icon
1955
PUT
Huntington Bancshares
HBAN
$34B
$237K ﹤0.01%
15,700
-37,600
-71% -$551K
AMBA icon
1956
PUT
Ambarella
AMBA
$3.04B
$236K ﹤0.01%
3,900
-9,700
-71% -$537K
AWK icon
1957
American Water Works
AWK
$27B
$236K ﹤0.01%
1,924
-132
-6% -$16K
BP icon
1958
BP
BP
$112B
$236K ﹤0.01%
6,255
-2,225
-26% -$84.5K
CDE icon
1959
PUT
Coeur Mining
CDE
$15.1B
$236K ﹤0.01%
+29,200
New +$180K
GUNR icon
1960
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.19B
$236K ﹤0.01%
+7,051
New +$224K
LUMN icon
1961
PUT
Lumen
LUMN
$6.43B
$236K ﹤0.01%
+17,900
New +$240K
SONO icon
1962
Sonos
SONO
$2.09B
$236K ﹤0.01%
+15,081
New +$210K
LE icon
1963
CALL
Lands' End
LE
$378M
$235K ﹤0.01%
+14,000
New +$183K
MGM icon
1964
MGM Resorts International
MGM
$11.7B
$235K ﹤0.01%
7,052
-37,584
-84% -$1.15M
MTG icon
1965
MGIC Investment
MTG
$6.47B
$235K ﹤0.01%
16,574
+3,983
+32% +$55.2K
TXT icon
1966
Textron
TXT
$14.9B
$235K ﹤0.01%
+5,270
New +$244K
RTL
1967
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$235K ﹤0.01%
+17,742
New +$254K
MDRX
1968
DELISTED
Veradigm Inc. Common Stock
MDRX
$234K ﹤0.01%
23,863
+6,421
+37% +$67.6K
AMAT icon
1969
Applied Materials
AMAT
$347B
$233K ﹤0.01%
+3,821
New +$215K
AMGN icon
1970
Amgen
AMGN
$209B
$233K ﹤0.01%
+966
New +$213K
RVLV icon
1971
CALL
Revolve Group
RVLV
$1.85B
$233K ﹤0.01%
12,700
+2,100
+20% +$39.8K
RWX icon
1972
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$233K ﹤0.01%
+6,015
New +$242K
FANG icon
1973
PUT
Diamondback Energy
FANG
$56B
$232K ﹤0.01%
2,500
-3,000
-55% -$249K
SIRI icon
1974
PUT
SiriusXM
SIRI
$11B
$232K ﹤0.01%
+3,250
New +$219K
BOX icon
1975
Box
BOX
$4.49B
$231K ﹤0.01%
+13,746
New +$231K
77 78
79
80 81

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.