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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
ROP icon
776
PUT
Roper Technologies
ROP
$40.4B
$1.74M 0.01%
4,900
+3,100
+172% +$1.07M
KLAC icon
777
CALL
KLA
KLAC
$222B
$1.73M 0.01%
97,000
-41,000
-30% -$688K
TT icon
778
PUT
Trane Technologies
TT
$98.8B
$1.73M 0.01%
13,000
-14,600
-53% -$1.85M
WELL icon
779
CALL
Welltower
WELL
$173B
$1.72M 0.01%
21,000
+17,200
+453% +$1.47M
FNV icon
780
CALL
Franco-Nevada
FNV
$41.3B
$1.72M 0.01%
16,600
+3,800
+30% +$367K
WORK
781
CALL
DELISTED
Slack Technologies, Inc.
WORK
$1.72M 0.01%
76,300
+56,700
+289% +$1.26M
RGLD icon
782
CALL
Royal Gold
RGLD
$16.6B
$1.71M 0.01%
14,000
-2,600
-16% -$308K
IRM icon
783
CALL
Iron Mountain
IRM
$35.9B
$1.71M 0.01%
53,700
+13,500
+34% +$443K
TOL icon
784
PUT
Toll Brothers
TOL
$14B
$1.71M 0.01%
43,300
-14,800
-25% -$591K
TCOM icon
785
PUT
Trip.com Group
TCOM
$29B
$1.7M 0.01%
50,800
-18,300
-26% -$590K
AGNC icon
786
PUT
AGNC Investment
AGNC
$12.7B
$1.7M 0.01%
96,300
+71,100
+282% +$1.21M
AEM icon
787
CALL
Agnico Eagle Mines
AEM
$72.2B
$1.7M 0.01%
27,600
+15,700
+132% +$912K
GLW icon
788
PUT
Corning
GLW
$107B
$1.69M 0.01%
+57,900
New +$1.68M
DVY icon
789
iShares Select Dividend ETF
DVY
$23.8B
$1.68M 0.01%
15,933
-36,545
-70% -$3.76M
XRT icon
790
State Street SPDR S&P Retail ETF
XRT
$457M
$1.68M 0.01%
36,588
+736
+2% +$32.4K
COUP
791
CALL
DELISTED
Coupa Software Incorporated
COUP
$1.68M 0.01%
+11,500
New +$1.64M
MNDT
792
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.68M 0.01%
101,700
+59,700
+142% +$958K
TXN icon
793
PUT
Texas Instruments
TXN
$248B
$1.67M 0.01%
13,000
-31,700
-71% -$3.91M
USO icon
794
PUT
United States Oil Fund
USO
$2.15B
$1.66M 0.01%
16,238
-25,650
-61% -$2.44M
M icon
795
PUT
Macy's
M
$6.51B
$1.66M 0.01%
97,500
+27,000
+38% +$422K
ASML icon
796
CALL
ASML
ASML
$596B
$1.66M 0.01%
5,600
-4,500
-45% -$1.22M
ALK icon
797
CALL
Alaska Air
ALK
$5.11B
$1.65M 0.01%
24,400
+7,100
+41% +$485K
NIO icon
798
CALL
NIO
NIO
$11.9B
$1.65M 0.01%
410,900
+363,200
+761% +$730K
TM icon
799
Toyota
TM
$228B
$1.65M 0.01%
+11,733
New +$1.64M
PBR icon
800
CALL
Petrobras
PBR
$120B
$1.64M 0.01%
103,000
+85,100
+475% +$1.3M
30 31
32
33 34

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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.