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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
ZM icon
576
PUT
Zoom
ZM
$27.1B
$2.95M 0.02%
43,400
+20,400
+89% +$1.4M
KSS icon
577
CALL
Kohl's
KSS
$2.16B
$2.95M 0.02%
57,900
-44,000
-43% -$2.24M
TJX icon
578
CALL
TJX Companies
TJX
$179B
$2.95M 0.02%
48,300
+44,100
+1,050% +$2.61M
WGO icon
579
PUT
Winnebago Industries
WGO
$900M
$2.95M 0.02%
+55,600
New +$2.6M
PM icon
580
PUT
Philip Morris
PM
$309B
$2.94M 0.02%
34,600
-9,600
-22% -$791K
PPG icon
581
CALL
PPG Industries
PPG
$24.9B
$2.94M 0.02%
+22,000
New +$2.79M
SPOT icon
582
CALL
Spotify
SPOT
$108B
$2.93M 0.02%
19,600
-15,400
-44% -$2.11M
KHC icon
583
PUT
Kraft Heinz
KHC
$32.8B
$2.92M 0.02%
91,000
+77,400
+569% +$2.34M
MELI icon
584
PUT
Mercado Libre
MELI
$94.5B
$2.92M 0.02%
5,100
+3,800
+292% +$2.1M
TOL icon
585
CALL
Toll Brothers
TOL
$14B
$2.9M 0.02%
73,500
+16,900
+30% +$675K
CNI icon
586
PUT
Canadian National Railway
CNI
$78.5B
$2.88M 0.02%
31,800
-400
-1% -$35.9K
VTR icon
587
PUT
Ventas
VTR
$47.5B
$2.88M 0.02%
+49,800
New +$3.13M
GIS icon
588
General Mills
GIS
$20.2B
$2.83M 0.02%
52,899
+23,833
+82% +$1.26M
WM icon
589
Waste Management
WM
$95B
$2.83M 0.02%
24,828
+20,721
+505% +$2.34M
VXX icon
590
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$169M
$2.82M 0.02%
2,914
+1,842
+172% +$2.23M
USO icon
591
CALL
United States Oil Fund
USO
$2.15B
$2.81M 0.02%
27,450
-363
-1% -$34.5K
CP icon
592
CALL
Canadian Pacific Kansas City
CP
$81B
$2.8M 0.02%
55,000
+35,000
+175% +$1.64M
K
593
PUT
DELISTED
Kellanova
K
$2.8M 0.02%
43,133
+27,690
+179% +$1.68M
LEN icon
594
PUT
Lennar Class A
LEN
$20.4B
$2.79M 0.02%
51,753
+46,278
+845% +$2.64M
DGX icon
595
CALL
Quest Diagnostics
DGX
$26B
$2.79M 0.02%
26,100
+16,500
+172% +$1.72M
XLV icon
596
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$2.77M 0.02%
27,175
-21,496
-44% -$2.07M
MDLZ icon
597
PUT
Mondelez International
MDLZ
$83.4B
$2.74M 0.02%
49,800
-13,700
-22% -$733K
JWN
598
PUT
DELISTED
Nordstrom
JWN
$2.74M 0.02%
+67,000
New +$2.48M
PRGO icon
599
CALL
Perrigo
PRGO
$1.44B
$2.72M 0.02%
52,700
+35,200
+201% +$1.84M
TECK icon
600
CALL
Teck Resources
TECK
$28.2B
$2.72M 0.02%
156,400
+73,000
+88% +$1.19M
22 23
24
25 26

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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.