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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
MAN icon
2001
CALL
ManpowerGroup
MAN
$2.6B
$223K ﹤0.01%
+2,300
New +$211K
WBIG icon
2002
WBI BullBear Yield 3000 ETF
WBIG
$30.4M
$223K ﹤0.01%
9,090
-1,074
-11% -$25.7K
CDNS icon
2003
CALL
Cadence Design Systems
CDNS
$91.8B
$222K ﹤0.01%
+3,200
New +$215K
HWM icon
2004
Howmet Aerospace
HWM
$109B
$222K ﹤0.01%
+9,404
New +$210K
JCI icon
2005
Johnson Controls International
JCI
$85.1B
$222K ﹤0.01%
+5,444
New +$230K
PGEN icon
2006
Precigen
PGEN
$1.94B
$222K ﹤0.01%
40,524
+17,821
+78% +$100K
PGHY icon
2007
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$222M
$222K ﹤0.01%
9,738
+18
+0.2% +$411
TGE
2008
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$222K ﹤0.01%
+10,056
New +$193K
GDDY icon
2009
GoDaddy
GDDY
$13.9B
$221K ﹤0.01%
+3,260
New +$216K
SNPS icon
2010
Synopsys
SNPS
$71.6B
$221K ﹤0.01%
1,585
-2,422
-60% -$332K
SRE icon
2011
Sempra
SRE
$58.1B
$221K ﹤0.01%
+2,918
New +$214K
GHC icon
2012
Graham Holdings Company
GHC
$5.31B
$220K ﹤0.01%
344
+34
+11% +$21.7K
IPGP icon
2013
IPG Photonics
IPGP
$3.4B
$220K ﹤0.01%
+1,518
New +$211K
NTR icon
2014
PUT
Nutrien
NTR
$33.9B
$220K ﹤0.01%
+4,600
New +$222K
PSMT icon
2015
PUT
Pricesmart
PSMT
$5.94B
$220K ﹤0.01%
3,100
-3,600
-54% -$259K
QLYS icon
2016
Qualys
QLYS
$4.76B
$220K ﹤0.01%
+2,636
New +$219K
HPK icon
2017
HighPeak Energy
HPK
$838M
$219K ﹤0.01%
21,150
-2,306
-10% -$23.8K
NLY icon
2018
CALL
Annaly Capital Management
NLY
$17.3B
$219K ﹤0.01%
5,825
+2,425
+71% +$88.4K
URBN icon
2019
PUT
Urban Outfitters
URBN
$6.46B
$219K ﹤0.01%
7,900
-12,400
-61% -$345K
DG icon
2020
Dollar General
DG
$28.4B
$218K ﹤0.01%
1,396
-3,088
-69% -$490K
HOLX
2021
DELISTED
Hologic
HOLX
$218K ﹤0.01%
4,175
-1,086
-21% -$54.1K
LSCC icon
2022
Lattice Semiconductor
LSCC
$16B
$218K ﹤0.01%
+11,410
New +$219K
WTW icon
2023
Willis Towers Watson
WTW
$29.8B
$218K ﹤0.01%
+1,080
New +$207K
IBDC
2024
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$218K ﹤0.01%
+8,358
New +$218K
SBGI icon
2025
CALL
Sinclair Inc
SBGI
$1.02B
$217K ﹤0.01%
+6,500
New +$242K
79 80
81
82 83

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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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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.