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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
EWC icon
2401
iShares MSCI Canada ETF
EWC
$6.11B
– –
-8,768
Closed -$256K
EWC icon
2402
PUT
iShares MSCI Canada ETF
EWC
$6.11B
– –
-32,200
Closed -$931K
EWG icon
2403
iShares MSCI Germany ETF
EWG
$1.55B
– –
-109,575
Closed -$2.95M
EWP icon
2404
iShares MSCI Spain ETF
EWP
$2.04B
– –
-17,965
Closed -$500K
EWS icon
2405
iShares MSCI Singapore ETF
EWS
$1.04B
– –
-10,646
Closed -$247K
EWU icon
2406
iShares MSCI United Kingdom ETF
EWU
$4.09B
– –
-32,398
Closed -$1.02M
EWX icon
2407
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$642M
– –
-6,792
Closed -$295K
EWW icon
2408
iShares MSCI Mexico ETF
EWW
$1.88B
– –
-20,323
Closed -$902K
EXC icon
2409
Exelon
EXC
$48.5B
– –
-14,240
Closed -$461K
EXG icon
2410
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
– –
-21,019
Closed -$173K
EXEL icon
2411
CALL
Exelixis
EXEL
$14B
– –
-15,900
Closed -$281K
EXK
2412
Endeavour Silver
EXK
$2.19B
– –
-41,127
Closed -$91K
EXPE icon
2413
Expedia Group
EXPE
$36.6B
– –
-5,465
Closed -$641K
EXR icon
2414
CALL
Extra Space Storage
EXR
$33B
– –
-2,500
Closed -$292K
EZU icon
2415
iShare MSCI Eurozone ETF
EZU
$9.33B
– –
-12,082
Closed -$470K
FAS icon
2416
Direxion Daily Financial Bull 3x ETF
FAS
$2.45B
– –
-11,857
Closed -$921K
FAZ icon
2417
Direxion Daily Financial Bear 3x ETF
FAZ
$84.5M
– –
-129
Closed -$357K
FBT icon
2418
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.84B
– –
-6,087
Closed -$753K
FCEL icon
2419
FuelCell Energy
FCEL
$1.49B
– –
-884
Closed -$9K
FCX icon
2420
Freeport-McMoran
FCX
$83.8B
– –
-103,570
Closed -$1.14M
FDD icon
2421
First Trust STOXX European Select Dividend Income Fund
FDD
$862M
– –
-11,803
Closed -$150K
FE icon
2422
FirstEnergy
FE
$29B
– –
-11,222
Closed -$536K
FFIV icon
2423
F5
FFIV
$22.4B
– –
-1,630
Closed -$230K
FHN icon
2424
First Horizon
FHN
$12.2B
– –
-15,049
Closed -$244K
FISV
2425
PUT
Fiserv Inc
FISV
$29.7B
– –
-16,900
Closed -$1.75M
95 96
97
98 99

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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.