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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
YELP icon
826
CALL
Yelp
YELP
$1.54B
$1.53M 0.01%
43,800
+16,500
+60% +$560K
SONY icon
827
CALL
Sony
SONY
$137B
$1.52M 0.01%
112,000
+13,500
+14% +$168K
CXO
828
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$1.51M 0.01%
17,300
+7,200
+71% +$520K
MSFT icon
829
Microsoft
MSFT
$2.9T
$1.51M 0.01%
+9,554
New +$1.4M
CRWD icon
830
PUT
CrowdStrike
CRWD
$183B
$1.51M 0.01%
+120,800
New +$1.59M
HWM icon
831
PUT
Howmet Aerospace
HWM
$109B
$1.5M 0.01%
63,766
-14,604
-19% -$326K
CHTR icon
832
PUT
Charter Communications
CHTR
$17.3B
$1.5M 0.01%
3,100
+900
+41% +$414K
MIC
833
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.5M 0.01%
35,100
+10,700
+44% +$442K
HIG icon
834
Hartford Financial Services
HIG
$39.9B
$1.5M 0.01%
24,692
+19,676
+392% +$1.18M
HIG icon
835
PUT
Hartford Financial Services
HIG
$39.9B
$1.5M 0.01%
+24,700
New +$1.48M
TQQQ icon
836
ProShares UltraPro QQQ
TQQQ
$28.6B
$1.5M 0.01%
+138,728
New +$1.26M
TRIP icon
837
CALL
TripAdvisor
TRIP
$1.7B
$1.5M 0.01%
49,300
+35,000
+245% +$1.18M
ALK icon
838
PUT
Alaska Air
ALK
$5.11B
$1.5M 0.01%
22,100
+17,500
+380% +$1.2M
EXAS
839
PUT
DELISTED
Exact Sciences
EXAS
$1.49M 0.01%
16,100
+10,300
+178% +$906K
CNQ icon
840
CALL
Canadian Natural Resources
CNQ
$96.9B
$1.49M 0.01%
93,728
+77,800
+488% +$1.06M
EPD icon
841
Enterprise Products Partners
EPD
$83.7B
$1.48M 0.01%
52,543
+25,002
+91% +$678K
SYF icon
842
PUT
Synchrony
SYF
$24.4B
$1.48M 0.01%
41,100
+27,000
+191% +$966K
IRBT
843
CALL
DELISTED
iRobot
IRBT
$1.48M 0.01%
29,200
+4,700
+19% +$236K
WBA
844
PUT
DELISTED
Walgreens Boots Alliance
WBA
$1.47M 0.01%
25,000
-52,200
-68% -$3.01M
SYY icon
845
PUT
Sysco
SYY
$40.8B
$1.47M 0.01%
17,200
+4,700
+38% +$381K
HUM icon
846
CALL
Humana
HUM
$43.9B
$1.47M 0.01%
+4,000
New +$1.27M
GRUB
847
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.46M 0.01%
15,050
+12,550
+502% +$1.15M
CIEN icon
848
CALL
Ciena
CIEN
$46.8B
$1.46M 0.01%
34,200
+9,000
+36% +$343K
SE icon
849
CALL
Sea Limited
SE
$66.4B
$1.46M 0.01%
+36,200
New +$1.22M
AA icon
850
CALL
Alcoa
AA
$11.3B
$1.45M 0.01%
67,400
+39,000
+137% +$807K
32 33
34
35 36

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.