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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
BHP icon
476
BHP
BHP
$211B
$3.94M 0.03%
80,725
+72,534
+886% +$3.29M
SPG icon
477
CALL
Simon Property Group
SPG
$76.4B
$3.93M 0.03%
+26,400
New +$3.96M
ITW icon
478
CALL
Illinois Tool Works
ITW
$84.1B
$3.92M 0.03%
21,800
-4,400
-17% -$746K
EQIX icon
479
CALL
Equinix
EQIX
$99.4B
$3.91M 0.03%
6,700
+5,500
+458% +$3.09M
ALGN icon
480
CALL
Align Technology
ALGN
$12.9B
$3.91M 0.03%
14,000
-5,700
-29% -$1.42M
NOW icon
481
PUT
ServiceNow
NOW
$120B
$3.9M 0.03%
69,000
+11,000
+19% +$580K
RCL icon
482
PUT
Royal Caribbean
RCL
$86.8B
$3.88M 0.03%
29,100
+16,100
+124% +$1.88M
MMP
483
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.88M 0.03%
61,800
+9,500
+18% +$592K
CL icon
484
PUT
Colgate-Palmolive
CL
$74.8B
$3.88M 0.03%
56,400
+13,300
+31% +$907K
XLE icon
485
State Street Energy Select Sector SPDR ETF
XLE
$39B
$3.88M 0.03%
129,264
+112,246
+660% +$3.33M
JD icon
486
PUT
JD.com
JD
$43.5B
$3.88M 0.03%
110,000
+34,800
+46% +$1.12M
IWV icon
487
iShares Russell 3000 ETF
IWV
$19.2B
$3.87M 0.03%
20,544
-6,172
-23% -$1.11M
FIVE icon
488
CALL
Five Below
FIVE
$11.6B
$3.82M 0.03%
29,900
+12,100
+68% +$1.52M
MET icon
489
PUT
MetLife
MET
$62.4B
$3.82M 0.03%
74,900
+39,400
+111% +$1.9M
TLRY icon
490
PUT
Tilray
TLRY
$493M
$3.8M 0.03%
+22,170
New +$4.59M
KR icon
491
CALL
Kroger
KR
$36.7B
$3.79M 0.03%
130,600
+47,600
+57% +$1.26M
MOS icon
492
CALL
The Mosaic Company
MOS
$7.19B
$3.78M 0.03%
174,500
+33,800
+24% +$670K
MPC icon
493
PUT
Marathon Petroleum
MPC
$90.1B
$3.74M 0.03%
62,100
-91,300
-60% -$5.71M
RY icon
494
CALL
Royal Bank of Canada
RY
$287B
$3.72M 0.03%
47,000
+1,600
+4% +$129K
ZTS icon
495
CALL
Zoetis
ZTS
$32.7B
$3.72M 0.03%
28,100
+12,300
+78% +$1.53M
ILMN icon
496
CALL
Illumina
ILMN
$29.5B
$3.71M 0.03%
11,514
+9,355
+433% +$2.84M
GDX icon
497
PUT
VanEck Gold Miners ETF
GDX
$22.5B
$3.7M 0.02%
126,400
-109,500
-46% -$2.99M
AMT icon
498
PUT
American Tower
AMT
$83.5B
$3.7M 0.02%
16,100
+9,300
+137% +$2.03M
URI icon
499
CALL
United Rentals
URI
$65.7B
$3.69M 0.02%
22,100
+16,800
+317% +$2.44M
UN
500
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$3.68M 0.02%
64,000
+29,500
+86% +$1.74M
18 19
20
21 22

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OAM
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NOCM
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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.