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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
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 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADSK icon
301
PUT
Autodesk
ADSK
$47.3B
$6.97M 0.05%
38,000
-9,700
-20% -$1.57M
AIZ icon
302
PUT
Assurant
AIZ
$14.1B
$6.96M 0.05%
53,100
-600
-1% -$77.2K
SHV icon
303
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
$6.93M 0.05%
+62,711
New +$6.93M
EXPE icon
304
CALL
Expedia Group
EXPE
$35.2B
$6.92M 0.05%
64,000
+55,100
+619% +$6.47M
ADI icon
305
PUT
Analog Devices
ADI
$175B
$6.92M 0.05%
58,200
+26,700
+85% +$3.01M
ULTA icon
306
PUT
Ulta Beauty
ULTA
$23.3B
$6.91M 0.05%
27,300
-21,200
-44% -$5.18M
MAR icon
307
CALL
Marriott International
MAR
$87.9B
$6.89M 0.05%
45,500
+21,600
+90% +$2.89M
X
308
CALL
DELISTED
US Steel
X
$6.88M 0.05%
602,600
+354,700
+143% +$4.4M
GD icon
309
PUT
General Dynamics
GD
$97B
$6.86M 0.05%
38,900
+10,000
+35% +$1.8M
PRU icon
310
PUT
Prudential Financial
PRU
$41.2B
$6.85M 0.05%
73,100
+19,800
+37% +$1.82M
NSC icon
311
CALL
Norfolk Southern
NSC
$71.9B
$6.83M 0.05%
35,200
+32,900
+1,430% +$6.17M
IYR icon
312
PUT
iShares US Real Estate ETF
IYR
$4.27B
$6.83M 0.05%
73,400
-36,400
-33% -$3.37M
ALXN
313
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$6.81M 0.05%
63,000
+55,500
+740% +$5.94M
SYY icon
314
CALL
Sysco
SYY
$38.1B
$6.69M 0.05%
78,200
+38,400
+96% +$3.11M
MS icon
315
CALL
Morgan Stanley
MS
$324B
$6.53M 0.04%
127,800
-15,800
-11% -$748K
CFXA
316
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.51M 0.04%
41,255
-65,000
-61% -$9.36M
B
317
CALL
Barrick Mining
B
$70.3B
$6.5M 0.04%
349,900
-82,700
-19% -$1.42M
FXI icon
318
CALL
iShares China Large-Cap ETF
FXI
$4.1B
$6.49M 0.04%
148,700
-38,500
-21% -$1.6M
EW icon
319
CALL
Edwards Lifesciences
EW
$49.4B
$6.46M 0.04%
83,100
+51,300
+161% +$4.01M
EL icon
320
CALL
Estee Lauder
EL
$34.8B
$6.42M 0.04%
31,100
+13,100
+73% +$2.54M
CMCSA icon
321
PUT
Comcast
CMCSA
$86.7B
$6.35M 0.04%
141,200
-79,900
-36% -$3.56M
CI icon
322
CALL
Cigna
CI
$76.3B
$6.32M 0.04%
30,900
+15,000
+94% +$2.75M
MDT icon
323
PUT
Medtronic
MDT
$120B
$6.32M 0.04%
55,700
+21,700
+64% +$2.38M
FCX icon
324
CALL
Freeport-McMoran
FCX
$99.6B
$6.29M 0.04%
479,100
+306,800
+178% +$3.37M
PANW icon
325
CALL
Palo Alto Networks
PANW
$307B
$6.27M 0.04%
162,600
-75,600
-32% -$2.86M
11 12
13
14 15

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MFA
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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's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • 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.