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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
FSLR icon
601
CALL
First Solar
FSLR
$21.4B
$2.71M 0.02%
48,500
+20,600
+74% +$1.13M
QTS
602
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
$2.71M 0.02%
+50,000
New +$2.62M
HOG icon
603
CALL
Harley-Davidson
HOG
$2.61B
$2.71M 0.02%
72,900
+24,000
+49% +$893K
BAX icon
604
PUT
Baxter International
BAX
$12.8B
$2.7M 0.02%
+32,300
New +$2.67M
ATVI
605
PUT
DELISTED
Activision Blizzard
ATVI
$2.7M 0.02%
45,400
-25,300
-36% -$1.4M
HES
606
CALL
DELISTED
Hess
HES
$2.69M 0.02%
40,200
-76,700
-66% -$5.02M
ADP icon
607
PUT
Automatic Data Processing
ADP
$109B
$2.68M 0.02%
15,700
-10,600
-40% -$1.76M
DKS icon
608
CALL
Dick's Sporting Goods
DKS
$18.4B
$2.68M 0.02%
54,100
+11,400
+27% +$485K
BXP icon
609
CALL
Boston Properties
BXP
$11.6B
$2.67M 0.02%
19,400
+12,700
+190% +$1.71M
TTE icon
610
PUT
TotalEnergies
TTE
$193B
$2.67M 0.02%
48,300
+15,300
+46% +$809K
GDXJ icon
611
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$2.67M 0.02%
63,100
+9,600
+18% +$366K
NTAP icon
612
CALL
NetApp
NTAP
$33.9B
$2.65M 0.02%
42,600
+23,100
+118% +$1.35M
PARA
613
CALL
DELISTED
Paramount Global Class B
PARA
$2.65M 0.02%
+63,100
New +$2.44M
CHKP icon
614
PUT
Check Point Software Technologies
CHKP
$14.3B
$2.64M 0.02%
23,800
+9,200
+63% +$1.03M
MRO
615
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.64M 0.02%
194,500
-63,200
-25% -$770K
TSCO icon
616
CALL
Tractor Supply
TSCO
$16.3B
$2.63M 0.02%
141,000
+118,000
+513% +$2.24M
AAP icon
617
CALL
Advance Auto Parts
AAP
$3.53B
$2.63M 0.02%
16,400
+4,800
+41% +$769K
RSP icon
618
Invesco S&P 500 Equal Weight ETF
RSP
$97.3B
$2.63M 0.02%
22,694
-34,147
-60% -$3.79M
TROW icon
619
PUT
T. Rowe Price
TROW
$25.5B
$2.62M 0.02%
21,500
-20,100
-48% -$2.37M
KRE icon
620
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$2.61M 0.02%
+44,732
New +$2.48M
PPL
621
CALL
PPL Corp
PPL
$26.9B
$2.6M 0.02%
72,600
-30,000
-29% -$1.01M
SCHW
622
CALL
Charles Schwab
SCHW
$182B
$2.6M 0.02%
54,600
-23,300
-30% -$1.03M
EPD icon
623
PUT
Enterprise Products Partners
EPD
$83.7B
$2.59M 0.02%
92,000
+9,700
+12% +$263K
BP icon
624
PUT
BP
BP
$112B
$2.59M 0.02%
68,600
-23,500
-26% -$892K
SWK icon
625
CALL
Stanley Black & Decker
SWK
$14.5B
$2.59M 0.02%
15,600
-10,100
-39% -$1.56M
23 24
25
26 27

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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.