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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
PLNT icon
801
CALL
Planet Fitness
PLNT
$4.45B
$1.64M 0.01%
21,900
+17,900
+448% +$1.21M
FSLR icon
802
PUT
First Solar
FSLR
$21.4B
$1.63M 0.01%
29,200
+14,200
+95% +$780K
TRV icon
803
CALL
Travelers Companies
TRV
$81.1B
$1.63M 0.01%
11,900
+1,600
+16% +$218K
HOG icon
804
PUT
Harley-Davidson
HOG
$2.61B
$1.62M 0.01%
43,600
+5,400
+14% +$201K
BBBY
805
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.62M 0.01%
+93,600
New +$1.31M
ABEV icon
806
Ambev
ABEV
$47.9B
$1.6M 0.01%
344,096
+263,650
+328% +$1.17M
TNL icon
807
CALL
Travel + Leisure Co
TNL
$4.76B
$1.6M 0.01%
30,900
+18,100
+141% +$867K
BNY
808
PUT
Bank of New York Mellon
BNY
$103B
$1.59M 0.01%
31,700
-27,400
-46% -$1.31M
BBWI icon
809
CALL
Bath & Body Works
BBWI
$3.97B
$1.59M 0.01%
108,732
+75,457
+227% +$1.09M
IJR icon
810
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.59M 0.01%
+19,000
New +$1.53M
HOLX
811
CALL
DELISTED
Hologic
HOLX
$1.59M 0.01%
30,400
+24,400
+407% +$1.21M
XLB icon
812
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$1.58M 0.01%
51,600
-126,200
-71% -$3.73M
LITE icon
813
CALL
Lumentum
LITE
$46.9B
$1.58M 0.01%
19,900
+8,500
+75% +$556K
BUD icon
814
AB InBev
BUD
$164B
$1.57M 0.01%
19,173
+9,814
+105% +$817K
BG icon
815
CALL
Bunge Global
BG
$20.9B
$1.57M 0.01%
+27,300
New +$1.51M
NOK icon
816
Nokia
NOK
$46.9B
$1.56M 0.01%
420,427
+396,976
+1,693% +$1.56M
RL icon
817
PUT
Ralph Lauren
RL
$22.4B
$1.56M 0.01%
13,300
-5,200
-28% -$548K
ENTG icon
818
CALL
Entegris
ENTG
$16.3B
$1.56M 0.01%
31,100
+18,700
+151% +$902K
TTWO icon
819
PUT
Take-Two Interactive
TTWO
$46.1B
$1.55M 0.01%
12,700
+6,400
+102% +$779K
IYT icon
820
CALL
iShares US Transportation ETF
IYT
$2.28B
$1.54M 0.01%
31,600
+13,200
+72% +$633K
AEP icon
821
PUT
American Electric Power
AEP
$70.4B
$1.54M 0.01%
+16,300
New +$1.51M
EXC icon
822
PUT
Exelon
EXC
$48.1B
$1.54M 0.01%
47,388
+39,677
+515% +$1.28M
GRMN
823
CALL
Garmin
GRMN
$56.9B
$1.54M 0.01%
15,800
-1,200
-7% -$112K
SKX
824
CALL
DELISTED
Skechers
SKX
$1.53M 0.01%
35,500
+29,900
+534% +$1.18M
NTRS icon
825
PUT
Northern Trust
NTRS
$21.8B
$1.53M 0.01%
14,400
-5,100
-26% -$522K
31 32
33
34 35

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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.