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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
K
351
CALL
DELISTED
Kellanova
K
$5.61M 0.04%
86,372
+50,268
+139% +$3.05M
NXPI icon
352
PUT
NXP Semiconductors
NXPI
$63.4B
$5.59M 0.04%
43,900
+18,500
+73% +$2.15M
GVA icon
353
PUT
Granite Construction
GVA
$5.16B
$5.53M 0.04%
+200,000
New +$5.69M
EL icon
354
PUT
Estee Lauder
EL
$30.9B
$5.51M 0.04%
26,700
+18,100
+210% +$3.52M
LVS icon
355
CALL
Las Vegas Sands
LVS
$32.3B
$5.48M 0.04%
79,400
+1,200
+2% +$74.9K
CHTR icon
356
CALL
Charter Communications
CHTR
$17.3B
$5.48M 0.04%
11,300
+5,700
+102% +$2.62M
HYG icon
357
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.44M 0.04%
+61,854
New +$5.38M
UBER icon
358
CALL
Uber
UBER
$146B
$5.42M 0.04%
182,400
+121,600
+200% +$3.61M
CSX icon
359
PUT
CSX Corp
CSX
$94.3B
$5.36M 0.04%
222,000
+140,400
+172% +$3.32M
FTV icon
360
CALL
Fortive
FTV
$18.1B
$5.35M 0.04%
111,004
+55,502
+100% +$2.51M
GE icon
361
CALL
GE Aerospace
GE
$371B
$5.33M 0.04%
95,844
+70,122
+273% +$3.62M
AMAT icon
362
PUT
Applied Materials
AMAT
$368B
$5.33M 0.04%
87,300
-21,300
-20% -$1.2M
NEM icon
363
CALL
Newmont
NEM
$97.8B
$5.33M 0.04%
122,600
-93,700
-43% -$3.66M
BBY icon
364
CALL
Best Buy
BBY
$19.2B
$5.28M 0.04%
60,100
+19,700
+49% +$1.51M
ABT icon
365
PUT
Abbott
ABT
$188B
$5.26M 0.04%
60,600
-7,200
-11% -$603K
BSX icon
366
CALL
Boston Scientific
BSX
$68.8B
$5.24M 0.04%
115,900
-8,500
-7% -$356K
CPB icon
367
PUT
Campbell Soup
CPB
$6.74B
$5.23M 0.04%
105,800
+88,500
+512% +$4.2M
LYFT icon
368
CALL
Lyft
LYFT
$6.01B
$5.23M 0.04%
121,500
+107,600
+774% +$4.72M
CMI icon
369
PUT
Cummins
CMI
$85.5B
$5.23M 0.04%
29,200
-17,000
-37% -$2.99M
SLB icon
370
PUT
SLB Ltd
SLB
$73.9B
$5.22M 0.04%
129,900
-160,100
-55% -$5.72M
GES
371
PUT
DELISTED
Guess Inc
GES
$5.22M 0.04%
+233,100
New +$4.34M
OLED icon
372
PUT
Universal Display
OLED
$3.8B
$5.21M 0.04%
25,300
+17,200
+212% +$3.25M
HAL icon
373
PUT
Halliburton
HAL
$26.2B
$5.21M 0.04%
212,800
+77,500
+57% +$1.63M
PPLI
374
CALL
People Inc
PPLI
$3.16B
$5.21M 0.04%
116,944
-50,359
-30% -$2.03M
NEE icon
375
CALL
NextEra Energy
NEE
$185B
$5.21M 0.04%
86,000
+36,800
+75% +$2.15M
13 14
15
16 17

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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.