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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
DELL icon
1376
PUT
Dell
DELL
$262B
$555K ﹤0.01%
21,308
-2,960
-12% -$77K
FEZ icon
1377
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$555K ﹤0.01%
+13,600
New +$535K
GH icon
1378
PUT
Guardant Health
GH
$20.2B
$555K ﹤0.01%
+7,100
New +$512K
CCI icon
1379
PUT
Crown Castle
CCI
$33.4B
$554K ﹤0.01%
3,900
+2,100
+117% +$286K
VAC icon
1380
CALL
Marriott Vacations Worldwide
VAC
$3.35B
$554K ﹤0.01%
4,300
-3,100
-42% -$363K
AKAM icon
1381
CALL
Akamai
AKAM
$16.5B
$553K ﹤0.01%
+6,400
New +$560K
RJF icon
1382
Raymond James Financial
RJF
$33.6B
$553K ﹤0.01%
+9,264
New +$535K
WFC icon
1383
Wells Fargo
WFC
$258B
$553K ﹤0.01%
10,273
-61,057
-86% -$3.2M
CACI icon
1384
CALL
CACI
CACI
$10.5B
$550K ﹤0.01%
2,200
-2,800
-56% -$652K
FE icon
1385
PUT
FirstEnergy
FE
$28.2B
$549K ﹤0.01%
11,300
+6,500
+135% +$311K
FSLY icon
1386
PUT
Fastly Inc
FSLY
$3.37B
$548K ﹤0.01%
+27,300
New +$576K
HIW icon
1387
CALL
Highwoods Properties
HIW
$3.73B
$548K ﹤0.01%
+11,200
New +$518K
CSIQ icon
1388
Canadian Solar
CSIQ
$1B
$547K ﹤0.01%
+24,754
New +$448K
PGR icon
1389
Progressive
PGR
$124B
$547K ﹤0.01%
+7,552
New +$544K
CPRT icon
1390
CALL
Copart
CPRT
$27.4B
$546K ﹤0.01%
+24,000
New +$512K
SHW icon
1391
Sherwin-Williams
SHW
$83.7B
$546K ﹤0.01%
2,808
-777
-22% -$148K
O icon
1392
PUT
Realty Income
O
$60.1B
$545K ﹤0.01%
7,637
+1,961
+35% +$146K
ZEN
1393
PUT
DELISTED
ZENDESK INC
ZEN
$544K ﹤0.01%
7,100
+3,100
+78% +$227K
CMC icon
1394
CALL
Commercial Metals
CMC
$7.57B
$543K ﹤0.01%
+24,400
New +$494K
R icon
1395
CALL
Ryder
R
$9.9B
$543K ﹤0.01%
+10,000
New +$520K
PRGO icon
1396
PUT
Perrigo
PRGO
$1.43B
$542K ﹤0.01%
10,500
-7,800
-43% -$408K
CLR
1397
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$542K ﹤0.01%
15,800
-10,900
-41% -$338K
TSM icon
1398
PUT
TSMC
TSM
$2.09T
$540K ﹤0.01%
9,300
+100
+1% +$5.3K
HAS icon
1399
PUT
Hasbro
HAS
$13.4B
$539K ﹤0.01%
5,100
+400
+9% +$41.6K
MCK icon
1400
CALL
McKesson
MCK
$101B
$539K ﹤0.01%
3,900
-12,100
-76% -$1.71M
54 55
56
57 58

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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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RB
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OMG
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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.