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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
AGG icon
626
iShares Core US Aggregate Bond ETF
AGG
$138B
$2.58M 0.02%
22,980
-33,533
-59% -$3.78M
NTES icon
627
PUT
NetEase
NTES
$83B
$2.58M 0.02%
42,000
+25,500
+155% +$1.49M
RJF icon
628
CALL
Raymond James Financial
RJF
$33.5B
$2.57M 0.02%
+43,050
New +$2.48M
RF icon
629
CALL
Regions Financial
RF
$26.4B
$2.56M 0.02%
149,300
-25,400
-15% -$418K
EWW icon
630
CALL
iShares MSCI Mexico ETF
EWW
$1.89B
$2.56M 0.02%
56,800
+38,500
+210% +$1.71M
IWD icon
631
iShares Russell 1000 Value ETF
IWD
$81.4B
$2.55M 0.02%
18,694
-76,560
-80% -$10.1M
VEU icon
632
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$2.55M 0.02%
47,409
+39,029
+466% +$2.03M
ALGN icon
633
PUT
Align Technology
ALGN
$12.9B
$2.54M 0.02%
9,100
+1,800
+25% +$449K
MCHP icon
634
CALL
Microchip Technology
MCHP
$38.8B
$2.53M 0.02%
48,400
-7,400
-13% -$357K
DPZ icon
635
PUT
Domino's
DPZ
$11.9B
$2.53M 0.02%
8,600
+3,700
+76% +$1.02M
IEFA icon
636
iShares Core MSCI EAFE ETF
IEFA
$186B
$2.53M 0.02%
38,725
+26,601
+219% +$1.69M
AON icon
637
PUT
Aon
AON
$80.6B
$2.52M 0.02%
12,100
+9,200
+317% +$1.82M
SNAP icon
638
PUT
Snap
SNAP
$7.96B
$2.52M 0.02%
154,000
+99,000
+180% +$1.46M
CVNA icon
639
CALL
Carvana
CVNA
$47.5B
$2.51M 0.02%
136,500
+32,500
+31% +$544K
MRVL icon
640
PUT
Marvell Technology
MRVL
$147B
$2.5M 0.02%
94,000
+78,600
+510% +$1.99M
OKE icon
641
CALL
Oneok
OKE
$56.7B
$2.5M 0.02%
33,000
-3,100
-9% -$222K
WDC icon
642
PUT
Western Digital
WDC
$159B
$2.49M 0.02%
51,994
+14,156
+37% +$591K
PAAS icon
643
CALL
Pan American Silver
PAAS
$17.9B
$2.48M 0.02%
104,700
+32,700
+45% +$606K
CTAS icon
644
CALL
Cintas
CTAS
$86.6B
$2.48M 0.02%
36,800
+21,600
+142% +$1.42M
MNST icon
645
CALL
Monster Beverage
MNST
$95.1B
$2.46M 0.02%
77,400
+45,200
+140% +$1.33M
HLF icon
646
CALL
Herbalife
HLF
$1.3B
$2.46M 0.02%
51,500
+38,000
+281% +$1.65M
ORLY icon
647
PUT
O'Reilly Automotive
ORLY
$75.1B
$2.45M 0.02%
84,000
+21,000
+33% +$601K
MAS icon
648
CALL
Masco
MAS
$14.6B
$2.45M 0.02%
51,000
+35,200
+223% +$1.6M
MXIM
649
PUT
DELISTED
Maxim Integrated Products
MXIM
$2.44M 0.02%
39,700
+32,800
+475% +$1.91M
QRVO icon
650
CALL
Qorvo
QRVO
$7.9B
$2.44M 0.02%
21,000
+6,600
+46% +$638K
24 25
26
27 28

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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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RB
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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.