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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
TME icon
2101
Tencent Music
TME
$15.9B
$185K ﹤0.01%
+15,726
New +$202K
ATCO
2102
CALL
DELISTED
Atlas Corp.
ATCO
$185K ﹤0.01%
+13,000
New +$155K
PVG
2103
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
$185K ﹤0.01%
+16,600
New +$177K
TMV icon
2104
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$182M
$183K ﹤0.01%
6,207
-15,290
-71% -$425K
AMCR icon
2105
Amcor
AMCR
$21.2B
$182K ﹤0.01%
+3,352
New +$168K
NG icon
2106
CALL
NovaGold Resources
NG
$2.54B
$182K ﹤0.01%
+20,300
New +$140K
NOK icon
2107
CALL
Nokia
NOK
$46.9B
$182K ﹤0.01%
49,100
-11,500
-19% -$45.2K
MT icon
2108
PUT
ArcelorMittal
MT
$49.5B
$181K ﹤0.01%
10,300
-80,100
-89% -$1.3M
UIS icon
2109
CALL
Unisys
UIS
$252M
$181K ﹤0.01%
+15,300
New +$153K
BGS icon
2110
PUT
B&G Foods
BGS
$303M
$179K ﹤0.01%
+10,000
New +$168K
CXW icon
2111
PUT
CoreCivic
CXW
$2.94B
$179K ﹤0.01%
+10,300
New +$163K
HBI
2112
DELISTED
Hanesbrands
HBI
$178K ﹤0.01%
+11,982
New +$182K
CARS icon
2113
PUT
Cars.com
CARS
$722M
$177K ﹤0.01%
+14,500
New +$169K
CWH icon
2114
Camping World
CWH
$384M
$175K ﹤0.01%
+11,895
New +$135K
TTM
2115
PUT
DELISTED
Tata Motors Limited
TTM
$175K ﹤0.01%
+13,500
New +$149K
CLVS
2116
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
$175K ﹤0.01%
+16,800
New +$122K
VER
2117
PUT
DELISTED
VEREIT, Inc.
VER
$175K ﹤0.01%
+3,780
New +$181K
HBI
2118
PUT
DELISTED
Hanesbrands
HBI
$174K ﹤0.01%
+11,700
New +$178K
RF icon
2119
Regions Financial
RF
$26.4B
$174K ﹤0.01%
10,142
-12,462
-55% -$205K
SPFF icon
2120
Global X SuperIncome Preferred ETF
SPFF
$139M
$173K ﹤0.01%
+14,748
New +$173K
ATCO
2121
PUT
DELISTED
Atlas Corp.
ATCO
$171K ﹤0.01%
+12,000
New +$143K
VRRM icon
2122
Verra Mobility
VRRM
$775M
$170K ﹤0.01%
+12,146
New +$174K
WT icon
2123
WisdomTree
WT
$2.79B
$169K ﹤0.01%
34,839
-21
-0.1% -$104
CPE
2124
DELISTED
Callon Petroleum Company
CPE
$169K ﹤0.01%
+3,503
New +$145K
SLM icon
2125
SLM Corp
SLM
$4.83B
$164K ﹤0.01%
18,412
-25,255
-58% -$219K
83 84
85
86 87

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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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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.