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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
SMG icon
701
CALL
ScottsMiracle-Gro
SMG
$4.09B
$2.15M 0.01%
20,200
+6,400
+46% +$655K
PSX icon
702
PUT
Phillips 66
PSX
$82.9B
$2.14M 0.01%
19,200
+4,400
+30% +$494K
STX icon
703
PUT
Seagate
STX
$173B
$2.14M 0.01%
35,900
-3,200
-8% -$184K
MOS icon
704
PUT
The Mosaic Company
MOS
$7.19B
$2.13M 0.01%
98,400
+47,600
+94% +$944K
NTNX icon
705
CALL
Nutanix
NTNX
$16.1B
$2.12M 0.01%
67,900
+54,400
+403% +$1.61M
ALB icon
706
PUT
Albemarle
ALB
$13.4B
$2.1M 0.01%
28,800
+18,900
+191% +$1.26M
DINO icon
707
CALL
HF Sinclair
DINO
$16.2B
$2.1M 0.01%
41,500
+24,200
+140% +$1.28M
BBWI icon
708
PUT
Bath & Body Works
BBWI
$3.97B
$2.1M 0.01%
+142,997
New +$2.06M
CGC
709
PUT
Canopy Growth
CGC
$376M
$2.09M 0.01%
+9,900
New +$1.97M
PCAR icon
710
CALL
PACCAR
PCAR
$70.5B
$2.09M 0.01%
39,600
+32,250
+439% +$1.66M
ASML icon
711
PUT
ASML
ASML
$596B
$2.07M 0.01%
7,000
-300
-4% -$81K
ETFC
712
DELISTED
E*Trade Financial Corporation
ETFC
$2.07M 0.01%
45,642
+30,522
+202% +$1.3M
NCLH icon
713
CALL
Norwegian Cruise Line
NCLH
$9.53B
$2.07M 0.01%
+35,400
New +$1.87M
CASY icon
714
PUT
Casey's General Stores
CASY
$32.1B
$2.07M 0.01%
13,000
+11,100
+584% +$1.84M
ILMN icon
715
PUT
Illumina
ILMN
$29.5B
$2.06M 0.01%
6,374
+5,449
+589% +$1.65M
MGM icon
716
CALL
MGM Resorts International
MGM
$11.7B
$2.05M 0.01%
61,700
-18,000
-23% -$548K
EBAY icon
717
PUT
eBay
EBAY
$51.2B
$2.05M 0.01%
56,700
+38,300
+208% +$1.39M
SLV icon
718
PUT
iShares Silver Trust
SLV
$27.7B
$2.04M 0.01%
122,500
+19,600
+19% +$317K
KMI icon
719
PUT
Kinder Morgan
KMI
$70.9B
$2.04M 0.01%
96,200
+30,400
+46% +$615K
BKR icon
720
CALL
Baker Hughes
BKR
$58.3B
$2.03M 0.01%
79,200
+5,600
+8% +$127K
DEO icon
721
CALL
Diageo
DEO
$49.6B
$2.02M 0.01%
12,000
+1,800
+18% +$293K
IP icon
722
CALL
International Paper
IP
$22.6B
$2.02M 0.01%
46,253
+24,922
+117% +$1.05M
OIH icon
723
CALL
VanEck Oil Services ETF
OIH
$1.97B
$2.02M 0.01%
7,605
-3,585
-32% -$858K
AMP icon
724
CALL
Ameriprise Financial
AMP
$47.8B
$2M 0.01%
+12,000
New +$1.86M
KMX icon
725
CALL
CarMax
KMX
$8.39B
$2M 0.01%
22,800
+9,400
+70% +$884K
27 28
29
30 31

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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.