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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
STT icon
751
PUT
State Street
STT
$48.4B
$1.86M 0.01%
23,500
+7,400
+46% +$521K
SONY icon
752
Sony
SONY
$137B
$1.86M 0.01%
136,475
+41,640
+44% +$519K
VNO icon
753
CALL
Vornado Realty Trust
VNO
$7.65B
$1.85M 0.01%
27,800
+4,600
+20% +$297K
ALL icon
754
PUT
Allstate
ALL
$70.6B
$1.84M 0.01%
16,400
+4,300
+36% +$469K
SPLK
755
PUT
DELISTED
Splunk Inc
SPLK
$1.84M 0.01%
12,300
-13,000
-51% -$1.71M
APO icon
756
CALL
Apollo Global Management
APO
$69B
$1.83M 0.01%
38,400
+13,200
+52% +$563K
SHAK icon
757
CALL
Shake Shack
SHAK
$2.54B
$1.82M 0.01%
30,600
+11,400
+59% +$819K
DOCU
758
CALL
DocuSign
DOCU
$11.1B
$1.82M 0.01%
24,500
+1,600
+7% +$110K
CAG icon
759
CALL
Conagra Brands
CAG
$7.42B
$1.81M 0.01%
52,800
+9,900
+23% +$287K
ROST icon
760
PUT
Ross Stores
ROST
$80.8B
$1.8M 0.01%
15,500
+10,800
+230% +$1.22M
ACM icon
761
CALL
Aecom
ACM
$9.46B
$1.8M 0.01%
41,700
+33,600
+415% +$1.39M
KKR icon
762
CALL
KKR & Co
KKR
$89.1B
$1.8M 0.01%
61,600
-16,200
-21% -$461K
NWL icon
763
CALL
Newell Brands
NWL
$2.21B
$1.8M 0.01%
93,500
+17,500
+23% +$337K
TDG icon
764
PUT
TransDigm Group
TDG
$70.7B
$1.79M 0.01%
3,200
+600
+23% +$328K
XLU icon
765
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$1.79M 0.01%
+55,456
New +$1.76M
BHP icon
766
PUT
BHP
BHP
$211B
$1.79M 0.01%
36,657
+5,942
+19% +$270K
BHP icon
767
CALL
BHP
BHP
$211B
$1.78M 0.01%
+36,545
New +$1.66M
KR icon
768
PUT
Kroger
KR
$36.7B
$1.78M 0.01%
61,400
-23,900
-28% -$634K
STX icon
769
CALL
Seagate
STX
$173B
$1.77M 0.01%
29,800
-55,600
-65% -$3.19M
LIN icon
770
Linde
LIN
$236B
$1.77M 0.01%
8,310
+6,163
+287% +$1.24M
BMRN icon
771
BioMarin Pharmaceuticals
BMRN
$11.9B
$1.77M 0.01%
+20,905
New +$1.58M
DNKN
772
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.76M 0.01%
23,300
+17,100
+276% +$1.29M
FAST icon
773
CALL
Fastenal
FAST
$54.8B
$1.75M 0.01%
94,800
+35,000
+59% +$626K
CL icon
774
Colgate-Palmolive
CL
$74.8B
$1.74M 0.01%
25,318
-16,965
-40% -$1.16M
CNI icon
775
CALL
Canadian National Railway
CNI
$78.5B
$1.74M 0.01%
19,200
-6,100
-24% -$548K
29 30
31
32 33

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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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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.