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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
NTAP icon
676
PUT
NetApp
NTAP
$33.9B
$2.29M 0.02%
36,800
+22,300
+154% +$1.3M
EWW icon
677
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
$2.29M 0.02%
50,800
+29,200
+135% +$1.3M
XME icon
678
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$2.28M 0.02%
+77,978
New +$2.13M
PWR icon
679
CALL
Quanta Services
PWR
$84.2B
$2.28M 0.02%
+56,000
New +$2.29M
ECL icon
680
CALL
Ecolab
ECL
$79.8B
$2.28M 0.02%
11,800
+7,800
+195% +$1.48M
CYBR
681
CALL
DELISTED
CyberArk
CYBR
$2.27M 0.02%
19,500
-7,400
-28% -$830K
TD icon
682
CALL
Toronto Dominion Bank
TD
$193B
$2.27M 0.02%
40,500
+29,600
+272% +$1.68M
JWN
683
CALL
DELISTED
Nordstrom
JWN
$2.27M 0.02%
+55,400
New +$2.05M
VEEV icon
684
CALL
Veeva Systems
VEEV
$33.8B
$2.27M 0.02%
16,100
+4,700
+41% +$691K
IJH icon
685
CALL
iShares Core S&P Mid-Cap ETF
IJH
$121B
$2.26M 0.02%
55,000
+4,500
+9% +$178K
ZION icon
686
CALL
Zions Bancorporation
ZION
$10.1B
$2.26M 0.02%
43,600
+23,700
+119% +$1.15M
IEMG icon
687
iShares Core MSCI Emerging Markets ETF
IEMG
$144B
$2.26M 0.02%
42,000
-55,540
-57% -$2.86M
XLY icon
688
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$2.26M 0.02%
35,982
+9,112
+34% +$554K
ARCC icon
689
CALL
Ares Capital
ARCC
$13.4B
$2.25M 0.02%
120,600
+66,100
+121% +$1.23M
WPM icon
690
PUT
Wheaton Precious Metals
WPM
$49.7B
$2.23M 0.02%
74,800
-55,100
-42% -$1.51M
COO icon
691
PUT
Cooper Companies
COO
$14.2B
$2.22M 0.01%
27,600
+22,000
+393% +$1.66M
FXI icon
692
iShares China Large-Cap ETF
FXI
$4.32B
$2.21M 0.01%
50,708
+697
+1% +$29.1K
VRTX icon
693
PUT
Vertex Pharmaceuticals
VRTX
$123B
$2.21M 0.01%
10,100
+4,600
+84% +$931K
OKTA icon
694
PUT
Okta
OKTA
$23.8B
$2.2M 0.01%
19,100
-44,900
-70% -$5.17M
AMBA icon
695
CALL
Ambarella
AMBA
$3.04B
$2.2M 0.01%
36,300
+13,600
+60% +$753K
PHM icon
696
CALL
Pultegroup
PHM
$25.2B
$2.19M 0.01%
56,400
+37,400
+197% +$1.45M
HAS icon
697
CALL
Hasbro
HAS
$13.5B
$2.19M 0.01%
20,700
+18,500
+841% +$1.93M
ZM icon
698
CALL
Zoom
ZM
$27.1B
$2.17M 0.01%
31,900
+19,600
+159% +$1.35M
SNA icon
699
CALL
Snap-on
SNA
$21.5B
$2.15M 0.01%
12,700
+6,800
+115% +$1.11M
NTRS icon
700
CALL
Northern Trust
NTRS
$21.8B
$2.15M 0.01%
20,200
+8,600
+74% +$880K
26 27
28
29 30

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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.