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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
CMPR icon
2351
Cimpress
CMPR
$2.39B
– –
-2,548
Closed -$331K
CMS icon
2352
CMS Energy
CMS
$23B
– –
-6,285
Closed -$392K
CNC icon
2353
Centene
CNC
$30.5B
– –
-7,552
Closed -$410K
CNI icon
2354
Canadian National Railway
CNI
$78.6B
– –
-3,667
Closed -$330K
CNQ icon
2355
Canadian Natural Resources
CNQ
$95.9B
– –
-37,918
Closed -$515K
COP icon
2356
ConocoPhillips
COP
$143B
– –
-41,009
Closed -$2.41M
COR icon
2357
PUT
Cencora
COR
$62B
– –
-4,600
Closed -$379K
COTY icon
2358
Coty
COTY
$2.43B
– –
-33,838
Closed -$385K
COST icon
2359
Costco
COST
$431B
– –
-11,890
Closed -$3.53M
CP icon
2360
Canadian Pacific Kansas City
CP
$81B
– –
-9,135
Closed -$428K
CPHI icon
2361
China Pharma Holdings
CPHI
$49.8M
– –
-21
Closed -$3K
CPRT icon
2362
PUT
Copart
CPRT
$28.9B
– –
-22,400
Closed -$450K
CRM icon
2363
Salesforce
CRM
$155B
– –
-15,480
Closed -$2.43M
CRUS icon
2364
PUT
Cirrus Logic
CRUS
$6.81B
– –
-6,200
Closed -$332K
CRVL icon
2365
CorVel
CRVL
$3.19B
– –
-12,555
Closed -$317K
CSGP icon
2366
CoStar Group
CSGP
$12.3B
– –
-9,450
Closed -$561K
CSX icon
2367
CSX Corp
CSX
$93.8B
– –
-12,117
Closed -$287K
CTRA
2368
CALL
DELISTED
Coterra Energy
CTRA
– –
-24,400
Closed -$429K
CVE icon
2369
Cenovus Energy
CVE
$53.7B
– –
-20,420
Closed -$185K
CVEO icon
2370
Civeo
CVEO
$360M
– –
-1,024
Closed -$16K
CVS icon
2371
CVS Health
CVS
$136B
– –
-5,365
Closed -$377K
CWB icon
2372
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.48B
– –
-3,982
Closed -$209K
CYH icon
2373
Community Health Systems
CYH
$385M
– –
-19,173
Closed -$69K
DBC icon
2374
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-18,270
Closed -$275K
DBI icon
2375
Designer Brands
DBI
$318M
– –
-13,176
Closed -$226K
93 94
95
96 97

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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.