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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
THC icon
1126
Tenet Healthcare
THC
$22.2B
$841K 0.01%
+22,126
New +$663K
MLM icon
1127
CALL
Martin Marietta Materials
MLM
$34.2B
$839K 0.01%
3,000
+900
+43% +$240K
ACAD icon
1128
CALL
Acadia Pharmaceuticals
ACAD
$4.51B
$838K 0.01%
19,600
+500
+3% +$21.8K
PLD icon
1129
PUT
Prologis
PLD
$136B
$838K 0.01%
9,400
+3,400
+57% +$301K
TM icon
1130
CALL
Toyota
TM
$228B
$829K 0.01%
5,900
-800
-12% -$112K
IJS icon
1131
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$828K 0.01%
10,300
+4,792
+87% +$371K
AEE icon
1132
Ameren
AEE
$30.4B
$826K 0.01%
+10,756
New +$817K
HUBS icon
1133
PUT
HubSpot
HUBS
$12.9B
$824K 0.01%
5,200
+1,800
+53% +$276K
CRWD icon
1134
CrowdStrike
CRWD
$183B
$822K 0.01%
+65,932
New +$865K
UUP icon
1135
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
$822K 0.01%
+31,647
New +$846K
IBN icon
1136
ICICI Bank
IBN
$107B
$821K 0.01%
54,427
+7,429
+16% +$101K
BFH icon
1137
CALL
Bread Financial
BFH
$4.32B
$819K 0.01%
9,147
+752
+9% +$66.4K
FMC icon
1138
PUT
FMC
FMC
$1.25B
$819K 0.01%
8,200
+4,300
+110% +$400K
VALE icon
1139
PUT
Vale
VALE
$62.3B
$814K 0.01%
61,700
+48,800
+378% +$586K
HCA icon
1140
PUT
HCA Healthcare
HCA
$88.4B
$813K 0.01%
5,500
-100
-2% -$13.4K
FLG
1141
CALL
Flagstar Bank National Association
FLG
$5.87B
$813K 0.01%
22,533
-14,900
-40% -$550K
GWW icon
1142
PUT
W.W. Grainger
GWW
$64.2B
$812K 0.01%
2,400
+900
+60% +$286K
IJK icon
1143
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$812K 0.01%
+13,644
New +$782K
TRTN
1144
CALL
DELISTED
Triton International Limited
TRTN
$812K 0.01%
20,200
+12,800
+173% +$474K
DHR icon
1145
Danaher
DHR
$138B
$811K 0.01%
+5,958
New +$753K
GBT
1146
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$811K 0.01%
10,200
+1,400
+16% +$83K
UNG icon
1147
United States Natural Gas Fund
UNG
$450M
$809K 0.01%
+11,997
New +$930K
DOMO icon
1148
CALL
Domo
DOMO
$171M
$808K 0.01%
+37,200
New +$687K
ROP icon
1149
Roper Technologies
ROP
$40.4B
$808K 0.01%
+2,280
New +$788K
MT icon
1150
CALL
ArcelorMittal
MT
$49.5B
$807K 0.01%
46,000
-35,600
-44% -$577K
44 45
46
47 48

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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.