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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
(+35%)
Cap. Flow
+$2.55B
Cap. Flow
% of AUM
17.18%
Top 10 Holdings %
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$368M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$43.8M |
| 3 |
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
|
+$14.8M |
| 4 |
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 |
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 |
iShares Russell 1000 Value ETF
IWD
|
+$10.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1626
CALL
Plains All American Pipeline
PAA
$17.6B
| $381K | ﹤0.01% |
20,700
-17,300
| -46% | -$318K |
|
1627
Walmart Inc
WMT
$909B
| $379K | ﹤0.01% |
9,561
-8,016
| -46% | -$318K |
|
1628
Corpay
CPAY
$25.7B
| $378K | ﹤0.01% |
+1,314
| New | +$387K |
|
1629
Zscaler
ZS
$24.9B
| $377K | ﹤0.01% |
8,116
+1,084
| +15% | +$50.3K |
|
|
FLG
1630
PUT
Flagstar Bank National Association
FLG
$5.87B
| $377K | ﹤0.01% |
10,467
+5,667
| +118% | +$209K |
|
1631
CALL
Ball Corp
BALL
$17.5B
| $375K | ﹤0.01% |
5,800
+1,300
| +29% | +$88.1K |
|
1632
PUT
First Majestic Silver
AG
$7.52B
| $374K | ﹤0.01% |
30,500
-1,700
| -5% | -$17.9K |
|
1633
Leidos
LDOS
$14.4B
| $374K | ﹤0.01% |
3,821
-557
| -13% | -$49.1K |
|
1634
PUT
Zimmer Biomet
ZBH
$18.8B
| $374K | ﹤0.01% |
2,575
-3,605
| -58% | -$498K |
|
1635
CALL
ATI
ATI
$24.3B
| $372K | ﹤0.01% |
18,000
+4,400
| +32% | +$95.4K |
|
1636
CALL
Healthpeak Properties
DOC
$15.5B
| $372K | ﹤0.01% |
10,800
-5,100
| -32% | -$178K |
|
1637
First Trust Dorsey Wright Dynamic Focus 5 ETF
FVC
$103M
| $372K | ﹤0.01% |
13,457
+412
| +3% | +$11.1K |
|
1638
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $371K | ﹤0.01% |
+10,497
| New | +$370K |
|
1639
CALL
Vipshop
VIPS
$7.26B
| $371K | ﹤0.01% |
+26,200
| New | +$310K |
|
1640
PUT
Bread Financial
BFH
$4.32B
| $370K | ﹤0.01% |
4,135
-7,142
| -63% | -$631K |
|
1641
CALL
Intercontinental Exchange
ICE
$87.2B
| $370K | ﹤0.01% |
+4,000
| New | +$371K |
|
1642
Micron Technology
MU
$835B
| $369K | ﹤0.01% |
6,858
-25,296
| -79% | -$1.21M |
|
1643
NovaGold Resources
NG
$2.54B
| $369K | ﹤0.01% |
41,173
+18,326
| +80% | +$127K |
|
1644
lululemon athletica
LULU
$13.5B
| $368K | ﹤0.01% |
1,588
-515
| -24% | -$110K |
|
1645
Global X SuperDividend ETF
SDIV
$1.21B
| $368K | ﹤0.01% |
+6,930
| New | +$357K |
|
1646
Spotify
SPOT
$108B
| $367K | ﹤0.01% |
+2,453
| New | +$337K |
|
|
ABB
1647
CALL
DELISTED
ABB Ltd
ABB
| $366K | ﹤0.01% |
+15,200
| New | +$326K |
|
|
UGAZ
1648
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $366K | ﹤0.01% |
5,018
+3,596
| +253% | +$455K |
|
1649
PUT
AutoNation
AN
$7.7B
| $365K | ﹤0.01% |
7,500
-9,100
| -55% | -$461K |
|
1650
PUT
Lumentum
LITE
$46.9B
| $365K | ﹤0.01% |
+4,600
| New | +$301K |
|
Similar funds
AWP
BCM
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NOCM
TIM
QIM
SLT
RB
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.