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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
RTX icon
501
CALL
RTX Corp
RTX
$290B
$3.67M 0.02%
+38,931
New +$3.53M
WHR icon
502
PUT
Whirlpool
WHR
$2.49B
$3.66M 0.02%
24,800
-17,600
-42% -$2.66M
WDC icon
503
CALL
Western Digital
WDC
$159B
$3.62M 0.02%
75,411
+37,705
+100% +$1.57M
MTB icon
504
CALL
M&T Bank
MTB
$36.3B
$3.6M 0.02%
21,200
+18,400
+657% +$2.99M
KMB icon
505
CALL
Kimberly-Clark
KMB
$37.6B
$3.59M 0.02%
26,100
-32,100
-55% -$4.34M
HCA icon
506
CALL
HCA Healthcare
HCA
$90.6B
$3.58M 0.02%
24,200
+5,000
+26% +$671K
EWJ icon
507
iShares MSCI Japan ETF
EWJ
$21.2B
$3.56M 0.02%
60,078
+40,581
+208% +$2.39M
TTD icon
508
PUT
Trade Desk
TTD
$8.97B
$3.56M 0.02%
137,000
+86,000
+169% +$1.94M
DHI icon
509
CALL
D.R. Horton
DHI
$41.2B
$3.55M 0.02%
67,300
+44,800
+199% +$2.39M
OKTA icon
510
CALL
Okta
OKTA
$23.8B
$3.54M 0.02%
30,700
– –
CI icon
511
PUT
Cigna
CI
$78.4B
$3.54M 0.02%
17,300
-300
-2% -$55K
APD icon
512
CALL
Air Products & Chemicals
APD
$65.5B
$3.52M 0.02%
15,000
+12,600
+525% +$2.84M
CBRL icon
513
CALL
Cracker Barrel
CBRL
$1.26B
$3.5M 0.02%
22,800
+14,400
+171% +$2.27M
XRT icon
514
CALL
State Street SPDR S&P Retail ETF
XRT
$457M
$3.5M 0.02%
76,000
+20,200
+36% +$889K
XHB icon
515
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$3.48M 0.02%
76,400
-1,700
-2% -$76.9K
KSU
516
CALL
DELISTED
Kansas City Southern
KSU
$3.48M 0.02%
22,700
+6,400
+39% +$939K
USB icon
517
PUT
US Bancorp
USB
$97.9B
$3.44M 0.02%
+58,000
New +$3.35M
LYFT icon
518
PUT
Lyft
LYFT
$5.86B
$3.43M 0.02%
79,800
+68,700
+619% +$3.01M
GLW icon
519
CALL
Corning
GLW
$107B
$3.43M 0.02%
+117,800
New +$3.42M
KHC icon
520
CALL
Kraft Heinz
KHC
$32.8B
$3.42M 0.02%
106,400
+97,700
+1,123% +$2.96M
JNPR
521
CALL
DELISTED
Juniper Networks
JNPR
$3.41M 0.02%
+138,300
New +$3.4M
BUD icon
522
CALL
AB InBev
BUD
$164B
$3.4M 0.02%
41,400
+24,800
+149% +$2.07M
LUV icon
523
CALL
Southwest Airlines
LUV
$21.7B
$3.38M 0.02%
62,600
+4,700
+8% +$261K
BLK icon
524
CALL
Blackrock
BLK
$167B
$3.37M 0.02%
6,700
-10,000
-60% -$4.74M
EA icon
525
PUT
Electronic Arts
EA
$52.4B
$3.37M 0.02%
31,300
-10,800
-26% -$1.07M
19 20
21
22 23

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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.