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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
AXON
1701
PUT
Axon Enterprise
AXON
$42.8B
$337K ﹤0.01%
4,600
-300
-6% -$19K
NUAN
1702
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$337K ﹤0.01%
+18,900
New +$313K
VER
1703
DELISTED
VEREIT, Inc.
VER
$337K ﹤0.01%
7,294
+3,282
+82% +$157K
DDOG icon
1704
PUT
Datadog
DDOG
$94B
$336K ﹤0.01%
+8,900
New +$320K
CMG icon
1705
Chipotle Mexican Grill
CMG
$43.9B
$335K ﹤0.01%
20,000
-4,000
-17% -$64.2K
IRM icon
1706
PUT
Iron Mountain
IRM
$35.9B
$335K ﹤0.01%
10,500
-2,100
-17% -$68.9K
SCI icon
1707
Service Corp International
SCI
$11.8B
$335K ﹤0.01%
+7,273
New +$328K
SIG icon
1708
PUT
Signet Jewelers
SIG
$3.84B
$335K ﹤0.01%
15,400
-4,400
-22% -$78.1K
THC icon
1709
CALL
Tenet Healthcare
THC
$22.2B
$335K ﹤0.01%
8,800
-5,100
-37% -$153K
VMC icon
1710
Vulcan Materials
VMC
$36.8B
$335K ﹤0.01%
+2,324
New +$333K
SAFM
1711
PUT
DELISTED
Sanderson Farms Inc
SAFM
$335K ﹤0.01%
+1,900
New +$300K
CAH icon
1712
CALL
Cardinal Health
CAH
$53.7B
$334K ﹤0.01%
6,600
-3,500
-35% -$181K
BMO icon
1713
CALL
Bank of Montreal
BMO
$123B
$333K ﹤0.01%
4,300
-1,800
-30% -$135K
NKTR icon
1714
Nektar Therapeutics
NKTR
$2.39B
$333K ﹤0.01%
+1,030
New +$299K
RGEN icon
1715
PUT
Repligen
RGEN
$6.91B
$333K ﹤0.01%
+3,600
New +$302K
FNF icon
1716
CALL
Fidelity National Financial
FNF
$14.4B
$331K ﹤0.01%
+7,592
New +$337K
OSK icon
1717
CALL
Oshkosh
OSK
$8.82B
$331K ﹤0.01%
3,500
-19,700
-85% -$1.7M
SM icon
1718
SM Energy
SM
$7.6B
$331K ﹤0.01%
29,450
+7,181
+32% +$64.7K
C icon
1719
Citigroup
C
$213B
$329K ﹤0.01%
4,114
-5,759
-58% -$426K
GPN icon
1720
PUT
Global Payments
GPN
$24.1B
$329K ﹤0.01%
1,800
-1,600
-47% -$275K
PAYC icon
1721
Paycom
PAYC
$7.88B
$328K ﹤0.01%
1,237
+274
+28% +$64.8K
REXR icon
1722
Rexford Industrial Realty
REXR
$8.63B
$328K ﹤0.01%
+7,190
New +$332K
EG icon
1723
Everest Group
EG
$15.6B
$327K ﹤0.01%
1,181
+332
+39% +$87.6K
NICE icon
1724
Nice
NICE
$6.15B
$327K ﹤0.01%
+2,107
New +$322K
MNDT
1725
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$327K ﹤0.01%
19,800
+800
+4% +$12.8K
67 68
69
70 71

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OAM
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NOCM
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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.