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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
OMF icon
2551
OneMain Financial
OMF
$7.19B
– –
-5,831
Closed -$214K
ON icon
2552
ON Semiconductor
ON
$32.8B
– –
-18,478
Closed -$390K
ORLY icon
2553
O'Reilly Automotive
ORLY
$75.6B
– –
-15,015
Closed -$430K
OVV icon
2554
PUT
Ovintiv
OVV
$16.4B
– –
-7,320
Closed -$168K
OZK icon
2555
CALL
Bank OZK
OZK
$5.62B
– –
-9,500
Closed -$259K
OZK icon
2556
PUT
Bank OZK
OZK
$5.62B
– –
-8,700
Closed -$237K
PAAS icon
2557
Pan American Silver
PAAS
$18.2B
– –
-41,185
Closed -$763K
PANW icon
2558
Palo Alto Networks
PANW
$260B
– –
-8,316
Closed -$315K
PAYC icon
2559
CALL
Paycom
PAYC
$7.54B
– –
-1,400
Closed -$293K
PAYX icon
2560
Paychex
PAYX
$42.3B
– –
-2,455
Closed -$207K
PB icon
2561
Prosperity Bancshares
PB
$8.82B
– –
-4,103
Closed -$290K
PBYI icon
2562
Puma Biotechnology
PBYI
$406M
– –
-10,396
Closed -$112K
PDBC icon
2563
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.2B
– –
-18,405
Closed -$287K
PFE icon
2564
Pfizer
PFE
$144B
– –
-32,867
Closed -$1.17M
PGR icon
2565
CALL
Progressive
PGR
$128B
– –
-14,400
Closed -$1.11M
PGR icon
2566
PUT
Progressive
PGR
$128B
– –
-7,400
Closed -$572K
IFLN
2567
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
– –
-15,417
Closed -$293K
PHM icon
2568
PUT
Pultegroup
PHM
$25.7B
– –
-9,800
Closed -$358K
PID icon
2569
Invesco International Dividend Achievers ETF
PID
$932M
– –
-20,307
Closed -$326K
PINS icon
2570
Pinterest
PINS
$13.6B
– –
-14,994
Closed -$324K
PLD icon
2571
CALL
Prologis
PLD
$137B
– –
-7,200
Closed -$614K
PLG
2572
Platinum Group Metals
PLG
$159M
– –
-10,895
Closed -$16K
POR icon
2573
Portland General Electric
POR
$5.92B
– –
-3,771
Closed -$213K
PPL
2574
PUT
PPL Corp
PPL
$27.3B
– –
-47,600
Closed -$1.5M
PSEC icon
2575
Prospect Capital
PSEC
$1.12B
– –
-25,011
Closed -$165K
101 102
103
104 105

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.