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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
TRN icon
2026
PUT
Trinity Industries
TRN
$2.92B
$217K ﹤0.01%
+9,800
New +$200K
LL
2027
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$217K ﹤0.01%
22,200
+1,100
+5% +$10.3K
BOTZ icon
2028
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.14B
$216K ﹤0.01%
+9,891
New +$209K
F icon
2029
Ford
F
$60.9B
$216K ﹤0.01%
23,227
-80,517
-78% -$724K
SGOL icon
2030
abrdn Physical Gold Shares ETF
SGOL
$6.9B
$216K ﹤0.01%
+14,749
New +$211K
TRV icon
2031
Travelers Companies
TRV
$81.1B
$216K ﹤0.01%
+1,574
New +$214K
GFI icon
2032
CALL
Gold Fields
GFI
$28.8B
$215K ﹤0.01%
32,600
+3,800
+13% +$21.5K
GSG icon
2033
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
$215K ﹤0.01%
13,255
-11,265
-46% -$175K
KXI icon
2034
iShares Global Consumer Staples ETF
KXI
$1.09B
$215K ﹤0.01%
+3,878
New +$212K
LHX icon
2035
L3Harris
LHX
$55.4B
$215K ﹤0.01%
+1,089
New +$218K
TRI icon
2036
PUT
Thomson Reuters
TRI
$46.4B
$215K ﹤0.01%
2,847
-1,329
-32% -$96.8K
WTRE
2037
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$215K ﹤0.01%
+8,529
New +$227K
EME icon
2038
Emcor
EME
$29.9B
$214K ﹤0.01%
+2,483
New +$219K
GOOGL icon
2039
Alphabet (Google) Class A
GOOGL
$4.12T
$214K ﹤0.01%
+3,200
New +$206K
MUB icon
2040
iShares National Muni Bond ETF
MUB
$45.2B
$214K ﹤0.01%
+1,879
New +$214K
PFG icon
2041
Principal Financial Group
PFG
$24.3B
$214K ﹤0.01%
+3,893
New +$213K
DUK icon
2042
Duke Energy
DUK
$101B
$213K ﹤0.01%
2,337
-1,011
-30% -$92.7K
FNDX icon
2043
Schwab Fundamental US Large Company Index ETF
FNDX
$26.5B
$213K ﹤0.01%
+15,006
New +$205K
AGO icon
2044
Assured Guaranty
AGO
$3.73B
$212K ﹤0.01%
+4,331
New +$207K
GEM icon
2045
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.6B
$212K ﹤0.01%
+6,186
New +$203K
ACM icon
2046
PUT
Aecom
ACM
$9.46B
$211K ﹤0.01%
+4,900
New +$203K
AMX icon
2047
CALL
America Movil
AMX
$74.6B
$211K ﹤0.01%
+13,200
New +$206K
DBX icon
2048
PUT
Dropbox
DBX
$7.78B
$211K ﹤0.01%
11,800
-3,600
-23% -$67.8K
HLT icon
2049
PUT
Hilton Worldwide
HLT
$72.4B
$211K ﹤0.01%
+1,900
New +$191K
IONS icon
2050
CALL
Ionis Pharmaceuticals
IONS
$8.93B
$211K ﹤0.01%
3,500
-2,800
-44% -$167K
80 81
82
83 84

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OAM
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NOCM
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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.