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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
TGNA
1401
DELISTED
TEGNA Inc
TGNA
$536K ﹤0.01%
+32,102
New +$500K
XYL icon
1402
CALL
Xylem
XYL
$27.3B
$536K ﹤0.01%
6,800
+800
+13% +$62.3K
YELP icon
1403
PUT
Yelp
YELP
$1.44B
$536K ﹤0.01%
15,400
+4,900
+47% +$166K
CHKP icon
1404
CALL
Check Point Software Technologies
CHKP
$13.1B
$533K ﹤0.01%
4,800
-6,500
-58% -$731K
SMG icon
1405
PUT
ScottsMiracle-Gro
SMG
$3.97B
$531K ﹤0.01%
+5,000
New +$511K
NBIS
1406
PUT
Nebius Group N.V.
NBIS
$47.8B
$531K ﹤0.01%
12,200
+100
+0.8% +$3.73K
NTAP icon
1407
NetApp
NTAP
$34.1B
$530K ﹤0.01%
8,516
+832
+11% +$48.5K
TDC icon
1408
Teradata
TDC
$2.88B
$530K ﹤0.01%
+19,794
New +$550K
AAP icon
1409
PUT
Advance Auto Parts
AAP
$3.39B
$529K ﹤0.01%
3,300
+1,400
+74% +$224K
TGP
1410
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
$526K ﹤0.01%
+33,800
New +$499K
EFV icon
1411
iShares MSCI EAFE Value ETF
EFV
$28.9B
$525K ﹤0.01%
10,511
-597
-5% -$29.3K
CZR
1412
DELISTED
Caesars Entertainment Corporation
CZR
$525K ﹤0.01%
+38,597
New +$489K
BBVA icon
1413
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
$524K ﹤0.01%
+93,863
New +$500K
D icon
1414
Dominion Energy
D
$61.3B
$524K ﹤0.01%
+6,332
New +$517K
SSO icon
1415
ProShares Ultra S&P500
SSO
$7.76B
$524K ﹤0.01%
27,768
-186,184
-87% -$3.21M
STNE icon
1416
PUT
StoneCo
STNE
$2.78B
$523K ﹤0.01%
+13,100
New +$479K
BGS icon
1417
B&G Foods
BGS
$293M
$520K ﹤0.01%
+29,019
New +$488K
BFH icon
1418
Bread Financial
BFH
$4.47B
$519K ﹤0.01%
5,796
+3,163
+120% +$279K
RGLD icon
1419
Royal Gold
RGLD
$17.2B
$518K ﹤0.01%
+4,236
New +$501K
ON icon
1420
CALL
ON Semiconductor
ON
$32.6B
$517K ﹤0.01%
21,200
+7,500
+55% +$158K
JOYY
1421
CALL
JOYY Inc
JOYY
$3.68B
$517K ﹤0.01%
9,800
+2,700
+38% +$159K
CIT
1422
CALL
DELISTED
CIT Group Inc.
CIT
$516K ﹤0.01%
11,300
+3,700
+49% +$166K
CRON
1423
CALL
Cronos Group
CRON
$1.08B
$515K ﹤0.01%
+67,100
New +$513K
LII icon
1424
PUT
Lennox International
LII
$14.5B
$512K ﹤0.01%
+2,100
New +$521K
COUP
1425
PUT
DELISTED
Coupa Software Incorporated
COUP
$512K ﹤0.01%
+3,500
New +$500K
55 56
57
58 59

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OAM
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NOCM
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TIM
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QIM
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OMG
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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.