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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
ALE
2076
DELISTED
Allete
ALE
$203K ﹤0.01%
+2,500
New +$207K
CHWY icon
2077
CALL
Chewy
CHWY
$9.54B
$203K ﹤0.01%
+7,000
New +$179K
LEG icon
2078
CALL
Leggett & Platt
LEG
$1.4B
$203K ﹤0.01%
4,000
-2,400
-38% -$118K
SEE
2079
CALL
DELISTED
Sealed Air
SEE
$203K ﹤0.01%
5,100
-800
-14% -$31.7K
WY icon
2080
Weyerhaeuser
WY
$17.6B
$203K ﹤0.01%
+6,714
New +$195K
EPP icon
2081
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$202K ﹤0.01%
+4,370
New +$200K
DUK icon
2082
PUT
Duke Energy
DUK
$101B
$201K ﹤0.01%
2,200
-18,000
-89% -$1.65M
SYY icon
2083
Sysco
SYY
$40.8B
$201K ﹤0.01%
+2,349
New +$190K
AMX icon
2084
PUT
America Movil
AMX
$74.6B
$200K ﹤0.01%
+12,500
New +$195K
COTY icon
2085
PUT
Coty
COTY
$2.4B
$200K ﹤0.01%
17,800
-5,700
-24% -$64.9K
FNB icon
2086
FNB Corp
FNB
$6.76B
$198K ﹤0.01%
15,617
+5,485
+54% +$67.2K
DB icon
2087
CALL
Deutsche Bank
DB
$67.9B
$197K ﹤0.01%
+25,300
New +$190K
SPCE icon
2088
CALL
Virgin Galactic
SPCE
$315M
$196K ﹤0.01%
+850
New +$166K
CCJ icon
2089
PUT
Cameco
CCJ
$36.8B
$195K ﹤0.01%
+21,900
New +$202K
AKBA icon
2090
Akebia Therapeutics
AKBA
$338M
$194K ﹤0.01%
+30,694
New +$146K
MTG icon
2091
PUT
MGIC Investment
MTG
$6.47B
$194K ﹤0.01%
+13,700
New +$190K
NLY icon
2092
PUT
Annaly Capital Management
NLY
$17.3B
$193K ﹤0.01%
5,125
-2,425
-32% -$88.4K
PVG
2093
DELISTED
PRETIUM RESOURCES INC.
PVG
$191K ﹤0.01%
17,133
+476
+3% +$5.06K
GRPN icon
2094
CALL
Groupon
GRPN
$1.03B
$190K ﹤0.01%
3,985
+3,295
+478% +$183K
INFN
2095
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$188K ﹤0.01%
23,700
+13,700
+137% +$84.2K
FRA icon
2096
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
$187K ﹤0.01%
+13,933
New +$179K
ACB
2097
PUT
Aurora Cannabis
ACB
$169M
$186K ﹤0.01%
+718
New +$268K
FXN icon
2098
First Trust Energy AlphaDEX Fund
FXN
$379M
$186K ﹤0.01%
17,625
+6,432
+57% +$62K
MAT icon
2099
Mattel
MAT
$4.47B
$186K ﹤0.01%
+13,729
New +$163K
PBR.A icon
2100
Petrobras Class A
PBR.A
$106B
$186K ﹤0.01%
12,477
-32,373
-72% -$459K
82 83
84
85 86

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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.