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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
BNS icon
2326
CALL
Scotiabank
BNS
$106B
– –
-4,800
Closed -$273K
BOX icon
2327
PUT
Box
BOX
$4.49B
– –
-13,600
Closed -$225K
BPOP icon
2328
CALL
Popular Inc
BPOP
$11.1B
– –
-8,000
Closed -$433K
BPOP icon
2329
PUT
Popular Inc
BPOP
$11.1B
– –
-5,300
Closed -$287K
BRK.B icon
2330
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-3,270
Closed -$710K
BTG icon
2331
B2Gold
BTG
$5.09B
– –
-23,259
Closed -$75K
CABO icon
2332
Cable One
CABO
$246M
– –
-448
Closed -$562K
CAG icon
2333
Conagra Brands
CAG
$7.43B
– –
-14,814
Closed -$429K
CAKE icon
2334
CALL
Cheesecake Factory
CAKE
$4.94B
– –
-5,900
Closed -$246K
CALM icon
2335
CALL
Cal-Maine
CALM
$4.47B
– –
-11,000
Closed -$440K
CAR icon
2336
PUT
Avis
CAR
$5.35B
– –
-10,700
Closed -$302K
CAT icon
2337
Caterpillar
CAT
$364B
– –
-4,540
Closed -$634K
CDE icon
2338
Coeur Mining
CDE
$15.3B
– –
-24,026
Closed -$148K
CE icon
2339
Celanese
CE
$4.79B
– –
-1,763
Closed -$217K
CFO icon
2340
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$419M
– –
-5,039
Closed -$249K
CG icon
2341
CALL
Carlyle Group
CG
$16.3B
– –
-10,200
Closed -$261K
CG icon
2342
PUT
Carlyle Group
CG
$16.3B
– –
-9,000
Closed -$230K
CHI
2343
Calamos Convertible Opportunities and Income Fund
CHI
$979M
– –
-12,084
Closed -$126K
CHRW icon
2344
PUT
C.H. Robinson
CHRW
$19.9B
– –
-9,700
Closed -$822K
CI icon
2345
Cigna
CI
$78.6B
– –
-2,023
Closed -$371K
CIEN icon
2346
Ciena
CIEN
$48.2B
– –
-5,515
Closed -$210K
CIG icon
2347
CEMIG Preferred Shares
CIG
$6.15B
– –
-264,835
Closed -$458K
CLB icon
2348
Core Laboratories
CLB
$471M
– –
-4,820
Closed -$225K
CLX icon
2349
Clorox
CLX
$12.1B
– –
-2,656
Closed -$397K
CMP icon
2350
CALL
Compass Minerals
CMP
$1.23B
– –
-10,500
Closed -$593K
92 93
94
95 96

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OAM
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NOCM
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TIM
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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.