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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
CIT
976
PUT
DELISTED
CIT Group Inc.
CIT
$1.13M 0.01%
24,700
+200
+0.8% +$8.96K
CPRI icon
977
PUT
Capri Holdings
CPRI
$1.82B
$1.13M 0.01%
29,500
+13,200
+81% +$456K
GDXJ icon
978
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$1.13M 0.01%
+26,617
New +$1.01M
DISH
979
CALL
DELISTED
DISH Network Corp.
DISH
$1.12M 0.01%
31,700
-7,400
-19% -$256K
KEY icon
980
PUT
KeyCorp
KEY
$23.8B
$1.12M 0.01%
55,400
+19,600
+55% +$370K
GAP
981
PUT
The Gap Inc
GAP
$7.3B
$1.12M 0.01%
+63,400
New +$1.08M
TTM
982
DELISTED
Tata Motors Limited
TTM
$1.12M 0.01%
86,535
+62,482
+260% +$688K
FIS icon
983
CALL
Fidelity National Information Services
FIS
$24.2B
$1.11M 0.01%
8,000
-8,200
-51% -$1.1M
SYK icon
984
PUT
Stryker
SYK
$135B
$1.11M 0.01%
5,300
+2,000
+61% +$415K
RRC icon
985
CALL
Range Resources
RRC
$9.33B
$1.11M 0.01%
229,300
+160,800
+235% +$649K
HP icon
986
PUT
Helmerich & Payne
HP
$3.34B
$1.11M 0.01%
24,400
-24,400
-50% -$979K
WBD icon
987
CALL
Warner Bros
WBD
$64.3B
$1.11M 0.01%
+33,800
New +$1.02M
ADI icon
988
Analog Devices
ADI
$172B
$1.1M 0.01%
9,296
+1,769
+24% +$199K
FLOT icon
989
iShares Floating Rate Bond ETF
FLOT
$10.2B
$1.1M 0.01%
+21,648
New +$1.1M
FITB
990
CALL
Fifth Third Bancorp
FITB
$51.3B
$1.1M 0.01%
35,700
+22,300
+166% +$654K
IYF icon
991
iShares US Financials ETF
IYF
$4.65B
$1.09M 0.01%
15,878
-24,546
-61% -$1.63M
HUYA
992
CALL
Huya Inc
HUYA
$558M
$1.09M 0.01%
60,900
+35,700
+142% +$755K
HRL icon
993
PUT
Hormel Foods
HRL
$14.2B
$1.09M 0.01%
+24,100
New +$1.04M
OMC icon
994
CALL
Omnicom Group
OMC
$22.7B
$1.09M 0.01%
13,400
+5,300
+65% +$415K
SHAK icon
995
PUT
Shake Shack
SHAK
$2.54B
$1.08M 0.01%
18,200
+15,500
+574% +$1.11M
TME icon
996
CALL
Tencent Music
TME
$15.9B
$1.08M 0.01%
92,300
+77,900
+541% +$1M
UN
997
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$1.08M 0.01%
18,800
+3,400
+22% +$201K
HUBS icon
998
CALL
HubSpot
HUBS
$12.9B
$1.08M 0.01%
6,800
-2,500
-27% -$383K
TFC icon
999
Truist Financial
TFC
$63.9B
$1.08M 0.01%
+19,137
New +$1.04M
CAG icon
1000
PUT
Conagra Brands
CAG
$7.42B
$1.07M 0.01%
31,400
+13,100
+72% +$379K
38 39
40
41 42

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OAM
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NOCM
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QIM
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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.