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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
ROK icon
1001
PUT
Rockwell Automation
ROK
$51.1B
$1.07M 0.01%
5,300
+3,500
+194% +$648K
MNST icon
1002
PUT
Monster Beverage
MNST
$95.1B
$1.07M 0.01%
33,600
+26,200
+354% +$770K
PII icon
1003
CALL
Polaris
PII
$3.83B
$1.07M 0.01%
10,500
-7,000
-40% -$679K
VNO icon
1004
PUT
Vornado Realty Trust
VNO
$7.65B
$1.06M 0.01%
16,000
+7,700
+93% +$498K
AXON
1005
CALL
Axon Enterprise
AXON
$42.8B
$1.06M 0.01%
14,500
+2,100
+17% +$133K
ICPT
1006
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.06M 0.01%
+8,575
New +$768K
GDXJ icon
1007
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$1.06M 0.01%
25,100
-11,500
-31% -$439K
RIG icon
1008
PUT
Transocean
RIG
$5.48B
$1.06M 0.01%
154,000
-226,200
-59% -$1.17M
TLT icon
1009
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$1.06M 0.01%
7,811
+3,355
+75% +$467K
VFC icon
1010
VF Corp
VFC
$5.92B
$1.06M 0.01%
+10,613
New +$951K
ILMN icon
1011
Illumina
ILMN
$29.5B
$1.06M 0.01%
3,276
-13,314
-80% -$4.04M
MGA icon
1012
PUT
Magna International
MGA
$18.8B
$1.05M 0.01%
+19,200
New +$1.04M
CRWD icon
1013
CALL
CrowdStrike
CRWD
$183B
$1.05M 0.01%
84,400
+34,800
+70% +$457K
AGN
1014
DELISTED
Allergan plc
AGN
$1.05M 0.01%
5,492
+2,574
+88% +$464K
CPRI icon
1015
CALL
Capri Holdings
CPRI
$1.82B
$1.05M 0.01%
27,500
-8,900
-24% -$307K
DOW icon
1016
PUT
Dow Inc
DOW
$22B
$1.04M 0.01%
19,100
+2,600
+16% +$134K
STNE icon
1017
CALL
StoneCo
STNE
$2.67B
$1.03M 0.01%
+25,900
New +$947K
CLF icon
1018
CALL
Cleveland-Cliffs
CLF
$6.49B
$1.03M 0.01%
122,900
-6,800
-5% -$52.2K
KHC icon
1019
Kraft Heinz
KHC
$32.8B
$1.03M 0.01%
+31,993
New +$969K
NEM icon
1020
Newmont
NEM
$96.2B
$1.03M 0.01%
23,638
-38,745
-62% -$1.51M
J icon
1021
Jacobs Solutions
J
$16B
$1.02M 0.01%
+13,786
New +$1.04M
ECL icon
1022
PUT
Ecolab
ECL
$79.8B
$1.02M 0.01%
5,300
-700
-12% -$133K
URBN icon
1023
CALL
Urban Outfitters
URBN
$6.46B
$1.02M 0.01%
36,800
-5,400
-13% -$150K
GES
1024
CALL
DELISTED
Guess Inc
GES
$1.02M 0.01%
45,600
+32,800
+256% +$611K
ETFC
1025
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$1.02M 0.01%
22,500
-22,300
-50% -$952K
39 40
41
42 43

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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.