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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
PVH icon
1026
CALL
PVH
PVH
$4.07B
$1.02M 0.01%
9,700
-9,100
-48% -$868K
MPLX icon
1027
CALL
MPLX
MPLX
$58.6B
$1.02M 0.01%
+40,000
New +$1.02M
J icon
1028
PUT
Jacobs Solutions
J
$16B
$1.01M 0.01%
13,661
+2,538
+23% +$192K
EBAY icon
1029
CALL
eBay
EBAY
$51.2B
$1.01M 0.01%
28,000
-3,400
-11% -$123K
TEAM icon
1030
PUT
Atlassian
TEAM
$26.5B
$1.01M 0.01%
8,400
-400
-5% -$48.7K
DISCK
1031
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.01M 0.01%
33,100
+10,300
+45% +$289K
LYV icon
1032
PUT
Live Nation Entertainment
LYV
$42.9B
$1.01M 0.01%
14,100
+10,100
+253% +$685K
AON icon
1033
Aon
AON
$80.6B
$1.01M 0.01%
+4,828
New +$956K
INCY icon
1034
CALL
Incyte
INCY
$25.8B
$1M 0.01%
11,500
+6,800
+145% +$581K
WY icon
1035
PUT
Weyerhaeuser
WY
$17.6B
$1M 0.01%
33,200
-15,300
-32% -$444K
FDX icon
1036
FedEx
FDX
$73B
$1M 0.01%
6,622
-7,792
-54% -$1.2M
CXO
1037
DELISTED
CONCHO RESOURCES INC.
CXO
$1M 0.01%
11,431
+8,458
+284% +$610K
AFL icon
1038
PUT
Aflac
AFL
$65.5B
$1M 0.01%
18,900
-21,500
-53% -$1.14M
GWRE icon
1039
PUT
Guidewire Software
GWRE
$13.9B
$999K 0.01%
9,100
+4,200
+86% +$470K
SEDG icon
1040
CALL
SolarEdge
SEDG
$2.37B
$998K 0.01%
10,500
+400
+4% +$34.2K
COHR
1041
CALL
DELISTED
Coherent Inc
COHR
$998K 0.01%
6,000
+2,200
+58% +$341K
BAX icon
1042
Baxter International
BAX
$12.8B
$996K 0.01%
+11,912
New +$986K
KBE icon
1043
State Street SPDR S&P Bank ETF
KBE
$1.64B
$994K 0.01%
21,027
-21,005
-50% -$952K
STZ icon
1044
Constellation Brands
STZ
$22.5B
$991K 0.01%
5,222
+1,044
+25% +$197K
CERN
1045
PUT
DELISTED
Cerner Corp
CERN
$983K 0.01%
13,400
+1,500
+13% +$104K
RDFN
1046
CALL
DELISTED
Redfin
RDFN
$977K 0.01%
+46,200
New +$885K
UHS icon
1047
CALL
Universal Health Services
UHS
$10.2B
$976K 0.01%
6,800
+4,100
+152% +$584K
ANF icon
1048
CALL
Abercrombie & Fitch
ANF
$4.55B
$975K 0.01%
56,400
+35,000
+164% +$579K
AAL icon
1049
American Airlines Group
AAL
$9.82B
$973K 0.01%
33,924
-4,725
-12% -$135K
MTCH icon
1050
CALL
Match Group
MTCH
$9.19B
$969K 0.01%
11,800
-16,100
-58% -$1.17M
40 41
42
43 44

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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.