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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
FLRN icon
926
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
$1.26M 0.01%
40,951
-4,774
-10% -$147K
BSX icon
927
PUT
Boston Scientific
BSX
$68.4B
$1.26M 0.01%
27,800
-19,900
-42% -$833K
SCHW
928
PUT
Charles Schwab
SCHW
$182B
$1.25M 0.01%
26,300
-4,400
-14% -$194K
SIX
929
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$1.24M 0.01%
+27,500
New +$1.27M
CNC icon
930
PUT
Centene
CNC
$30.5B
$1.24M 0.01%
+19,700
New +$1.07M
BBY icon
931
PUT
Best Buy
BBY
$19B
$1.24M 0.01%
14,100
+3,100
+28% +$237K
FEZ icon
932
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$1.24M 0.01%
+30,348
New +$1.19M
PH icon
933
CALL
Parker-Hannifin
PH
$120B
$1.24M 0.01%
+6,000
New +$1.16M
CIEN icon
934
PUT
Ciena
CIEN
$46.8B
$1.23M 0.01%
28,900
+7,000
+32% +$267K
ZS icon
935
CALL
Zscaler
ZS
$24.9B
$1.23M 0.01%
+26,500
New +$1.23M
MLM icon
936
PUT
Martin Marietta Materials
MLM
$34.2B
$1.23M 0.01%
4,400
+1,400
+47% +$373K
EWZ icon
937
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
$1.22M 0.01%
25,800
-2,200
-8% -$96.3K
GPC icon
938
PUT
Genuine Parts
GPC
$17.9B
$1.22M 0.01%
11,500
+4,500
+64% +$463K
TRV icon
939
PUT
Travelers Companies
TRV
$81.1B
$1.22M 0.01%
8,900
-6,300
-41% -$858K
GSY icon
940
Invesco Ultra Short Duration ETF
GSY
$3.86B
$1.22M 0.01%
24,181
+4,205
+21% +$212K
TSM icon
941
CALL
TSMC
TSM
$1.94T
$1.21M 0.01%
20,900
-48,400
-70% -$2.57M
TRGP icon
942
CALL
Targa Resources
TRGP
$56.8B
$1.21M 0.01%
29,600
+13,600
+85% +$528K
OHI icon
943
CALL
Omega Healthcare
OHI
$15.3B
$1.21M 0.01%
28,500
+21,600
+313% +$914K
DVY icon
944
CALL
iShares Select Dividend ETF
DVY
$23.8B
$1.21M 0.01%
11,400
+5,200
+84% +$536K
ETSY icon
945
CALL
Etsy
ETSY
$8.12B
$1.2M 0.01%
27,100
+18,300
+208% +$872K
RJF icon
946
PUT
Raymond James Financial
RJF
$33.5B
$1.2M 0.01%
+20,100
New +$1.16M
USMV icon
947
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$1.2M 0.01%
+18,269
New +$1.17M
TM icon
948
PUT
Toyota
TM
$228B
$1.2M 0.01%
8,500
-20,500
-71% -$2.86M
CF icon
949
PUT
CF Industries
CF
$19.6B
$1.19M 0.01%
25,000
+5,200
+26% +$243K
KSS icon
950
PUT
Kohl's
KSS
$2.16B
$1.19M 0.01%
23,400
-21,300
-48% -$1.08M
36 37
38
39 40

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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.