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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
DDM icon
2376
ProShares Ultra Dow30
DDM
$528M
– –
-36,234
Closed -$898K
DEO icon
2377
PUT
Diageo
DEO
$49.7B
– –
-21,100
Closed -$3.45M
DHI icon
2378
D.R. Horton
DHI
$41.6B
– –
-10,889
Closed -$581K
DIS icon
2379
Walt Disney
DIS
$172B
– –
-8,036
Closed -$1.12M
DLR icon
2380
PUT
Digital Realty Trust
DLR
$68.8B
– –
-4,800
Closed -$623K
DLTR icon
2381
Dollar Tree
DLTR
$24.7B
– –
-19,160
Closed -$2.01M
DNN icon
2382
Denison Mines
DNN
$2.38B
– –
-12,981
Closed -$6K
DOC icon
2383
Healthpeak Properties
DOC
$15.7B
– –
-7,638
Closed -$267K
DVN icon
2384
Devon Energy
DVN
$51.2B
– –
-45,291
Closed -$1.02M
EA icon
2385
Electronic Arts
EA
$52.4B
– –
-4,741
Closed -$471K
EAT icon
2386
PUT
Brinker International
EAT
$8.83B
– –
-10,400
Closed -$444K
EDIV icon
2387
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.21B
– –
-6,806
Closed -$203K
EFG icon
2388
iShares MSCI EAFE Growth ETF
EFG
$16.2B
– –
-2,699
Closed -$217K
EFX icon
2389
PUT
Equifax
EFX
$22.2B
– –
-2,200
Closed -$309K
EIX icon
2390
CALL
Edison International
EIX
$30.6B
– –
-7,000
Closed -$528K
ELV icon
2391
Elevance Health
ELV
$82.8B
– –
-1,825
Closed -$502K
EMLC icon
2392
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.75B
– –
-18,442
Closed -$609K
EMN icon
2393
Eastman Chemical
EMN
$7.67B
– –
-2,819
Closed -$217K
EOG icon
2394
EOG Resources
EOG
$77.4B
– –
-37,661
Closed -$2.76M
EQIX icon
2395
Equinix
EQIX
$98.9B
– –
-2,336
Closed -$1.31M
ERIC icon
2396
CALL
Ericsson
ERIC
$32.4B
– –
-21,800
Closed -$174K
ERX icon
2397
Direxion Daily Energy Bull 2X ETF
ERX
$234M
– –
-1,600
Closed -$249K
ETR icon
2398
Entergy
ETR
$51.5B
– –
-18,450
Closed -$1.09M
EW icon
2399
Edwards Lifesciences
EW
$49.3B
– –
-3,897
Closed -$304K
EWBC icon
2400
East-West Bancorp
EWBC
$18B
– –
-4,704
Closed -$208K
94 95
96
97 98

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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.