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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
IVZ icon
876
CALL
Invesco
IVZ
$12.4B
$1.38M 0.01%
77,000
+66,200
+613% +$1.13M
FNV icon
877
Franco-Nevada
FNV
$41.3B
$1.38M 0.01%
+13,390
New +$1.29M
ALB icon
878
CALL
Albemarle
ALB
$13.4B
$1.38M 0.01%
+18,900
New +$1.26M
SPOT icon
879
PUT
Spotify
SPOT
$108B
$1.38M 0.01%
9,200
-600
-6% -$82.4K
DNKN
880
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.38M 0.01%
+18,200
New +$1.38M
EWJ icon
881
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
$1.37M 0.01%
23,200
-6,500
-22% -$383K
RTX icon
882
PUT
RTX Corp
RTX
$290B
$1.36M 0.01%
+14,460
New +$1.31M
TIF
883
PUT
DELISTED
Tiffany & Co.
TIF
$1.36M 0.01%
10,200
-81,100
-89% -$9.59M
SKT icon
884
CALL
Tanger
SKT
$4.78B
$1.36M 0.01%
+92,400
New +$1.45M
XEC
885
DELISTED
CIMAREX ENERGY CO
XEC
$1.36M 0.01%
25,871
+16,823
+186% +$782K
SOXX icon
886
CALL
iShares Semiconductor ETF
SOXX
$38.4B
$1.36M 0.01%
+16,200
New +$1.25M
GWW icon
887
CALL
W.W. Grainger
GWW
$64.2B
$1.35M 0.01%
4,000
-5,800
-59% -$1.84M
DLR icon
888
CALL
Digital Realty Trust
DLR
$69.6B
$1.35M 0.01%
11,300
-4,400
-28% -$542K
SAP icon
889
PUT
SAP
SAP
$215B
$1.35M 0.01%
10,100
+600
+6% +$78.9K
AMED
890
CALL
DELISTED
Amedisys
AMED
$1.35M 0.01%
8,100
-13,600
-63% -$2.02M
ZTS icon
891
Zoetis
ZTS
$32.7B
$1.35M 0.01%
+10,207
New +$1.27M
VRSN icon
892
PUT
VeriSign
VRSN
$26.3B
$1.35M 0.01%
7,000
-4,900
-41% -$921K
AZO icon
893
AutoZone
AZO
$51.3B
$1.35M 0.01%
1,131
+596
+111% +$688K
CGC
894
CALL
Canopy Growth
CGC
$376M
$1.34M 0.01%
+6,360
New +$1.26M
SCHW
895
Charles Schwab
SCHW
$182B
$1.34M 0.01%
+28,176
New +$1.24M
TCOM icon
896
CALL
Trip.com Group
TCOM
$29B
$1.33M 0.01%
39,800
-44,100
-53% -$1.42M
PGX icon
897
Invesco Preferred ETF
PGX
$3.79B
$1.33M 0.01%
88,394
+16,607
+23% +$248K
VALE icon
898
CALL
Vale
VALE
$62.3B
$1.33M 0.01%
100,500
+61,900
+160% +$744K
CVNA icon
899
PUT
Carvana
CVNA
$47.5B
$1.33M 0.01%
72,000
+32,500
+82% +$544K
BURL icon
900
CALL
Burlington
BURL
$23.4B
$1.32M 0.01%
5,800
+1,800
+45% +$376K
34 35
36
37 38

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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.