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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
MOMO
1276
CALL
Hello Group
MOMO
$867M
$660K ﹤0.01%
19,700
+9,000
+84% +$320K
RTN
1277
CALL
DELISTED
Raytheon Company
RTN
$659K ﹤0.01%
3,000
+1,200
+67% +$254K
MLCO icon
1278
PUT
Melco Resorts & Entertainment
MLCO
$2.21B
$657K ﹤0.01%
+27,200
New +$592K
MCO icon
1279
Moody's
MCO
$83.7B
$656K ﹤0.01%
+2,765
New +$614K
IVZ icon
1280
PUT
Invesco
IVZ
$12.4B
$654K ﹤0.01%
+36,400
New +$621K
NTR icon
1281
CALL
Nutrien
NTR
$33.9B
$652K ﹤0.01%
+13,600
New +$657K
AYX
1282
PUT
DELISTED
Alteryx Inc
AYX
$650K ﹤0.01%
6,500
+4,600
+242% +$467K
CNP icon
1283
CenterPoint Energy
CNP
$28.3B
$648K ﹤0.01%
+23,778
New +$647K
CHKP icon
1284
Check Point Software Technologies
CHKP
$14.3B
$646K ﹤0.01%
5,820
+3,631
+166% +$408K
GT icon
1285
Goodyear
GT
$2.09B
$645K ﹤0.01%
41,451
+24,565
+145% +$384K
XRAY icon
1286
CALL
Dentsply Sirona
XRAY
$2.84B
$645K ﹤0.01%
11,400
+1,100
+11% +$61.3K
PLD icon
1287
Prologis
PLD
$136B
$644K ﹤0.01%
+7,229
New +$641K
SGI
1288
CALL
Somnigroup International
SGI
$14.4B
$644K ﹤0.01%
+29,600
New +$619K
SAVE
1289
DELISTED
Spirit Airlines, Inc.
SAVE
$643K ﹤0.01%
+15,953
New +$606K
SAM icon
1290
CALL
Boston Beer
SAM
$1.95B
$642K ﹤0.01%
1,700
-2,300
-58% -$866K
HPE icon
1291
PUT
Hewlett Packard
HPE
$58.8B
$641K ﹤0.01%
+40,400
New +$645K
GILD icon
1292
Gilead Sciences
GILD
$165B
$640K ﹤0.01%
+9,853
New +$642K
PDD icon
1293
PUT
Pinduoduo
PDD
$126B
$639K ﹤0.01%
16,900
+4,600
+37% +$172K
CCK icon
1294
CALL
Crown Holdings
CCK
$13B
$638K ﹤0.01%
8,800
-5,400
-38% -$385K
NTNX icon
1295
PUT
Nutanix
NTNX
$16.1B
$638K ﹤0.01%
+20,400
New +$602K
BZUN
1296
PUT
Baozun
BZUN
$179M
$636K ﹤0.01%
+19,200
New +$761K
WWE
1297
CALL
DELISTED
World Wrestling Entertainment
WWE
$636K ﹤0.01%
9,800
-1,100
-10% -$69.6K
NBIS
1298
CALL
Nebius Group N.V.
NBIS
$37.6B
$635K ﹤0.01%
14,600
-4,200
-22% -$157K
MIC
1299
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$634K ﹤0.01%
14,800
-7,200
-33% -$297K
CTVA icon
1300
CALL
Corteva
CTVA
$60.5B
$633K ﹤0.01%
21,400
+10,400
+95% +$275K
50 51
52
53 54

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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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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.