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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
KEM
1151
CALL
DELISTED
KEMET Corporation
KEM
$806K 0.01%
29,800
+18,100
+155% +$440K
NWL icon
1152
PUT
Newell Brands
NWL
$2.21B
$805K 0.01%
41,900
+20,100
+92% +$387K
ETR icon
1153
PUT
Entergy
ETR
$50.3B
$803K 0.01%
13,400
+9,600
+253% +$566K
GPN icon
1154
CALL
Global Payments
GPN
$24.1B
$803K 0.01%
4,400
+2,500
+132% +$429K
LAZ icon
1155
CALL
Lazard
LAZ
$3.96B
$803K 0.01%
20,100
+11,100
+123% +$419K
RCL icon
1156
Royal Caribbean
RCL
$86.5B
$803K 0.01%
6,015
+83
+1% +$9.67K
EWY icon
1157
CALL
iShares MSCI South Korea ETF
EWY
$20.1B
$802K 0.01%
+12,900
New +$765K
EWY icon
1158
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
$802K 0.01%
+12,900
New +$765K
TTE icon
1159
CALL
TotalEnergies
TTE
$193B
$802K 0.01%
+14,500
New +$767K
GAP
1160
CALL
The Gap Inc
GAP
$7.3B
$801K 0.01%
45,300
+31,700
+233% +$540K
PLCE icon
1161
PUT
Children's Place
PLCE
$53.8M
$800K 0.01%
+12,800
New +$934K
APTV icon
1162
CALL
Aptiv
APTV
$12.3B
$798K 0.01%
8,400
-2,000
-19% -$183K
FIT
1163
DELISTED
Fitbit, Inc. Class A common stock
FIT
$798K 0.01%
121,413
-54,794
-31% -$321K
EPI icon
1164
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$795K 0.01%
+31,932
New +$775K
NVCR icon
1165
NovoCure
NVCR
$1.77B
$795K 0.01%
+9,435
New +$762K
PLCE icon
1166
CALL
Children's Place
PLCE
$53.8M
$794K 0.01%
12,700
+8,900
+234% +$649K
WLK icon
1167
CALL
Westlake Corp
WLK
$9.26B
$793K 0.01%
+11,300
New +$759K
SIRI icon
1168
SiriusXM
SIRI
$11B
$790K 0.01%
11,055
-6,986
-39% -$471K
PBR icon
1169
PUT
Petrobras
PBR
$120B
$789K 0.01%
49,500
+35,000
+241% +$534K
RITM icon
1170
PUT
Rithm Capital
RITM
$5.58B
$789K 0.01%
49,000
+34,700
+243% +$545K
SONY icon
1171
PUT
Sony
SONY
$137B
$789K 0.01%
58,000
-23,000
-28% -$287K
ET icon
1172
Energy Transfer Partners
ET
$69.5B
$788K 0.01%
61,437
+37,473
+156% +$462K
Z icon
1173
Zillow
Z
$7.78B
$788K 0.01%
+17,155
New +$639K
ED icon
1174
PUT
Consolidated Edison
ED
$41.4B
$787K 0.01%
8,700
+3,500
+67% +$314K
MCHP icon
1175
PUT
Microchip Technology
MCHP
$38.8B
$785K 0.01%
15,000
-17,800
-54% -$860K
45 46
47
48 49

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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.