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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
MRVL icon
651
CALL
Marvell Technology
MRVL
$147B
$2.42M 0.02%
91,000
+27,700
+44% +$702K
TAP icon
652
CALL
Molson Coors Class B
TAP
$8.02B
$2.42M 0.02%
44,800
+15,500
+53% +$834K
XHB icon
653
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$2.42M 0.02%
53,058
+24,831
+88% +$1.12M
TFC icon
654
PUT
Truist Financial
TFC
$63.9B
$2.4M 0.02%
+42,700
New +$2.31M
EXPE icon
655
PUT
Expedia Group
EXPE
$36.5B
$2.4M 0.02%
22,200
+20,200
+1,010% +$2.37M
TTWO icon
656
CALL
Take-Two Interactive
TTWO
$46.1B
$2.4M 0.02%
19,600
+900
+5% +$110K
EMN icon
657
CALL
Eastman Chemical
EMN
$7.69B
$2.39M 0.02%
30,200
+12,200
+68% +$938K
MXIM
658
DELISTED
Maxim Integrated Products
MXIM
$2.38M 0.02%
38,734
+29,584
+323% +$1.72M
DLTR icon
659
PUT
Dollar Tree
DLTR
$24.8B
$2.38M 0.02%
25,300
+13,000
+106% +$1.36M
TEAM icon
660
CALL
Atlassian
TEAM
$26.5B
$2.37M 0.02%
19,700
-15,000
-43% -$1.83M
MDB icon
661
PUT
MongoDB
MDB
$25.8B
$2.37M 0.02%
18,000
+2,700
+18% +$354K
EXPD icon
662
CALL
Expeditors International
EXPD
$22.3B
$2.36M 0.02%
+30,300
New +$2.27M
IVE icon
663
iShares S&P 500 Value ETF
IVE
$49.1B
$2.36M 0.02%
18,148
-23,981
-57% -$2.98M
DKS icon
664
PUT
Dick's Sporting Goods
DKS
$18.4B
$2.35M 0.02%
47,500
+37,300
+366% +$1.59M
LNG icon
665
PUT
Cheniere Energy
LNG
$54.2B
$2.35M 0.02%
38,500
-6,000
-13% -$369K
LEN icon
666
CALL
Lennar Class A
LEN
$20.4B
$2.35M 0.02%
43,489
+33,056
+317% +$1.89M
RIG icon
667
CALL
Transocean
RIG
$5.48B
$2.34M 0.02%
340,200
-203,300
-37% -$1.05M
EQIX icon
668
PUT
Equinix
EQIX
$99.4B
$2.33M 0.02%
4,000
+1,200
+43% +$674K
VMC icon
669
CALL
Vulcan Materials
VMC
$36.8B
$2.33M 0.02%
16,200
+10,400
+179% +$1.49M
EQR icon
670
CALL
Equity Residential
EQR
$25.8B
$2.33M 0.02%
28,800
+17,700
+159% +$1.51M
A icon
671
PUT
Agilent Technologies
A
$39.6B
$2.33M 0.02%
27,300
+6,700
+33% +$527K
LNG icon
672
CALL
Cheniere Energy
LNG
$54.2B
$2.33M 0.02%
38,100
-400
-1% -$24.6K
HSY icon
673
CALL
Hershey
HSY
$37.3B
$2.31M 0.02%
15,700
-17,300
-52% -$2.56M
XLI icon
674
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$2.31M 0.02%
28,319
-60,466
-68% -$4.83M
BYD icon
675
PUT
Boyd Gaming
BYD
$6.75B
$2.3M 0.02%
76,900
+63,100
+457% +$1.78M
25 26
27
28 29

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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.