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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
XLP icon
551
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$3.13M 0.02%
49,700
-79,000
-61% -$4.87M
SBAC icon
552
CALL
SBA Communications
SBAC
$19.8B
$3.11M 0.02%
12,900
+5,200
+68% +$1.23M
TWLO icon
553
PUT
Twilio
TWLO
$28.6B
$3.1M 0.02%
31,500
+5,900
+23% +$603K
NUE icon
554
PUT
Nucor
NUE
$58.3B
$3.09M 0.02%
54,900
-24,600
-31% -$1.34M
MRSH
555
CALL
Marsh
MRSH
$94.3B
$3.09M 0.02%
27,700
+22,300
+413% +$2.33M
SU icon
556
CALL
Suncor Energy
SU
$77.7B
$3.09M 0.02%
94,100
+69,700
+286% +$2.18M
WDAY icon
557
PUT
Workday
WDAY
$41.5B
$3.08M 0.02%
18,700
+6,300
+51% +$1.05M
AAL icon
558
PUT
American Airlines Group
AAL
$9.82B
$3.07M 0.02%
107,100
-14,000
-12% -$399K
URI icon
559
PUT
United Rentals
URI
$65.7B
$3.07M 0.02%
18,400
+6,900
+60% +$1M
NVS icon
560
CALL
Novartis
NVS
$302B
$3.07M 0.02%
32,400
-3,400
-9% -$305K
ORLY icon
561
CALL
O'Reilly Automotive
ORLY
$75.1B
$3.07M 0.02%
105,000
+82,500
+367% +$2.36M
TWLO icon
562
CALL
Twilio
TWLO
$28.6B
$3.07M 0.02%
31,200
+5,000
+19% +$511K
VEEV icon
563
PUT
Veeva Systems
VEEV
$33.8B
$3.07M 0.02%
21,800
+9,200
+73% +$1.35M
DG icon
564
PUT
Dollar General
DG
$28.4B
$3.06M 0.02%
19,600
-4,700
-19% -$746K
VTR icon
565
CALL
Ventas
VTR
$47.5B
$3.05M 0.02%
52,800
+19,600
+59% +$1.23M
FCX icon
566
PUT
Freeport-McMoran
FCX
$86.2B
$3.05M 0.02%
232,300
-120,200
-34% -$1.32M
GPC icon
567
CALL
Genuine Parts
GPC
$17.9B
$3.03M 0.02%
+28,500
New +$2.93M
PARA
568
PUT
DELISTED
Paramount Global Class B
PARA
$3.02M 0.02%
+72,000
New +$2.79M
VFC icon
569
CALL
VF Corp
VFC
$5.92B
$3.01M 0.02%
30,200
+2,900
+11% +$260K
FISV
570
CALL
Fiserv Inc
FISV
$29.7B
$3.01M 0.02%
26,000
+17,100
+192% +$1.89M
BYND icon
571
PUT
Beyond Meat
BYND
$274M
$3M 0.02%
39,700
+38,300
+2,736% +$3.55M
ALXN
572
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$3M 0.02%
27,700
+11,500
+71% +$1.23M
ZBH icon
573
CALL
Zimmer Biomet
ZBH
$18.8B
$2.99M 0.02%
20,600
+16,583
+413% +$2.29M
XLB icon
574
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$2.98M 0.02%
97,200
-76,400
-44% -$2.26M
FIVE icon
575
PUT
Five Below
FIVE
$11.6B
$2.98M 0.02%
23,300
+15,300
+191% +$1.92M
21 22
23
24 25

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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.