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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
SPWR
2201
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$87K ﹤0.01%
+16,950
New +$94.2K
CX icon
2202
PUT
Cemex
CX
$16.9B
$86K ﹤0.01%
22,700
+10,800
+91% +$41.1K
PRTY
2203
DELISTED
Party City Holdco Inc.
PRTY
$86K ﹤0.01%
+36,748
New +$138K
NIO icon
2204
NIO
NIO
$11.9B
$84K ﹤0.01%
20,867
-78,896
-79% -$159K
CETV
2205
DELISTED
Central European Media Enterprises Ltd
CETV
$84K ﹤0.01%
+18,486
New +$83.5K
SWN
2206
DELISTED
Southwestern Energy Company
SWN
$82K ﹤0.01%
+33,881
New +$70K
NIHD
2207
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$82K ﹤0.01%
+37,744
New +$73K
EXTR icon
2208
Extreme Networks
EXTR
$3.8B
$81K ﹤0.01%
+10,927
New +$76.6K
OIA icon
2209
Invesco Municipal Income Opportunities Trust
OIA
$294M
$81K ﹤0.01%
+10,313
New +$80.5K
AMZA icon
2210
InfraCap MLP ETF
AMZA
$466M
$80K ﹤0.01%
+1,773
New +$78.6K
BSMX
2211
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$80K ﹤0.01%
11,788
-15,240
-56% -$101K
GNW icon
2212
Genworth Financial
GNW
$3.86B
$79K ﹤0.01%
17,972
-17,707
-50% -$74.4K
RJI
2213
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$75K ﹤0.01%
+13,928
New +$72.7K
DBRG icon
2214
DigitalBridge
DBRG
$2.92B
$74K ﹤0.01%
+3,918
New +$80.7K
RIG icon
2215
Transocean
RIG
$5.48B
$73K ﹤0.01%
10,622
-115,001
-92% -$593K
NWG icon
2216
NatWest
NWG
$69.9B
$71K ﹤0.01%
10,201
-18,774
-65% -$118K
RRC icon
2217
Range Resources
RRC
$9.33B
$70K ﹤0.01%
14,386
-26,529
-65% -$107K
SRCI
2218
DELISTED
SRC Energy Inc
SRCI
$65K ﹤0.01%
+15,727
New +$59.7K
OVV icon
2219
CALL
Ovintiv
OVV
$17B
$63K ﹤0.01%
2,700
-9,980
-79% -$214K
TRUE
2220
DELISTED
TrueCar
TRUE
$63K ﹤0.01%
+13,267
New +$55.4K
KGC icon
2221
PUT
Kinross Gold
KGC
$27.7B
$58K ﹤0.01%
+12,200
New +$55.1K
GER
2222
DELISTED
Goldman Sachs MLP Energy Renaissance Fund
GER
$58K ﹤0.01%
+1,486
New +$58.8K
UMC icon
2223
United Microelectronic
UMC
$42.9B
$56K ﹤0.01%
+20,769
New +$50.2K
HOME
2224
DELISTED
At Home Group Inc.
HOME
$55K ﹤0.01%
+10,030
New +$81.6K
AEG icon
2225
Aegon
AEG
$13.3B
$52K ﹤0.01%
12,504
-47,103
-79% -$192K
87 88
89
90 91

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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.