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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
GTE icon
2451
Gran Tierra Energy
GTE
$234M
– –
-3,042
Closed -$38K
HACK icon
2452
Amplify Cybersecurity ETF
HACK
$2.61B
– –
-6,508
Closed -$243K
HAL icon
2453
Halliburton
HAL
$26.1B
– –
-11,554
Closed -$244K
HBAN icon
2454
Huntington Bancshares
HBAN
$34.5B
– –
-34,612
Closed -$508K
HEI icon
2455
HEICO Corp
HEI
$49.5B
– –
-1,691
Closed -$211K
HES
2456
DELISTED
Hess
HES
– –
-45,928
Closed -$3M
HII icon
2457
Huntington Ingalls Industries
HII
$11.4B
– –
-1,169
Closed -$248K
HON icon
2458
Honeywell
HON
$76.7B
– –
-8,135
Closed -$1.33M
HPQ icon
2459
PUT
HP
HPQ
$26.1B
– –
-20,900
Closed -$395K
HRI icon
2460
CALL
Herc Holdings
HRI
$4.72B
– –
-8,500
Closed -$395K
HRL icon
2461
Hormel Foods
HRL
$14.4B
– –
-7,596
Closed -$327K
HRB icon
2462
CALL
H&R Block
HRB
$5.9B
– –
-21,000
Closed -$496K
HRB icon
2463
PUT
H&R Block
HRB
$5.9B
– –
-11,600
Closed -$274K
HSBC icon
2464
CALL
HSBC
HSBC
$354B
– –
-16,000
Closed -$612K
HSBC icon
2465
HSBC
HSBC
$354B
– –
-28,347
Closed -$1.08M
HST icon
2466
PUT
Host Hotels & Resorts
HST
$17.4B
– –
-15,800
Closed -$273K
HUBB icon
2467
Hubbell
HUBB
$24.5B
– –
-2,252
Closed -$296K
AGIG
2468
Abundia Global Impact Group
AGIG
$41.8M
– –
-382
Closed -$9K
HUYA
2469
Huya Inc
HUYA
$565M
– –
-13,490
Closed -$285K
PPLI
2470
People Inc
PPLI
$3.14B
– –
-7,789
Closed -$314K
IAT icon
2471
iShares US Regional Banks ETF
IAT
$680M
– –
-7,771
Closed -$362K
IBB icon
2472
iShares Biotechnology ETF
IBB
$9.5B
– –
-8,124
Closed -$906K
IDXX icon
2473
Idexx Laboratories
IDXX
$44.9B
– –
-846
Closed -$230K
IEI icon
2474
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-2,573
Closed -$326K
IEV icon
2475
iShares Europe ETF
IEV
$1.63B
– –
-6,182
Closed -$267K
97 98
99
100 101

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.