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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
BNY
326
CALL
Bank of New York Mellon
BNY
$105B
$6.26M 0.04%
124,400
-15,900
-11% -$759K
NTES icon
327
CALL
NetEase
NTES
$83.1B
$6.22M 0.04%
101,500
+24,500
+32% +$1.44M
XYZ
328
PUT
Block Inc
XYZ
$49.2B
$6.18M 0.04%
98,800
-54,200
-35% -$3.46M
ADI icon
329
CALL
Analog Devices
ADI
$175B
$6.16M 0.04%
51,800
+33,700
+186% +$3.8M
EMR icon
330
PUT
Emerson Electric
EMR
$82.3B
$6.13M 0.04%
80,400
-6,200
-7% -$447K
HON icon
331
PUT
Honeywell
HON
$77B
$6.11M 0.04%
36,605
-20,583
-36% -$3.36M
XME icon
332
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.77B
$6.1M 0.04%
208,400
+190,800
+1,084% +$5.21M
RH icon
333
CALL
RH
RH
$3.28B
$6.08M 0.04%
28,500
+8,300
+41% +$1.62M
PAYX icon
334
PUT
Paychex
PAYX
$44B
$5.94M 0.04%
+69,800
New +$5.89M
EEM icon
335
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$5.92M 0.04%
132,000
-85,700
-39% -$3.68M
GE icon
336
PUT
GE Aerospace
GE
$367B
$5.92M 0.04%
106,478
+88,782
+502% +$4.59M
SNAP icon
337
CALL
Snap
SNAP
$8.06B
$5.9M 0.04%
361,400
+286,100
+380% +$4.21M
EOG icon
338
PUT
EOG Resources
EOG
$77.2B
$5.89M 0.04%
70,300
-47,500
-40% -$3.48M
STZ icon
339
CALL
Constellation Brands
STZ
$22.5B
$5.88M 0.04%
31,000
+10,100
+48% +$1.91M
CPB icon
340
CALL
Campbell Soup
CPB
$6.77B
$5.88M 0.04%
118,900
+85,200
+253% +$4.04M
ALL icon
341
CALL
Allstate
ALL
$70.5B
$5.87M 0.04%
52,200
+25,000
+92% +$2.73M
XLF icon
342
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
$5.87M 0.04%
190,600
-152,400
-44% -$4.47M
CCL icon
343
CALL
Carnival Corporation Ltd
CCL
$38.1B
$5.83M 0.04%
114,600
-27,000
-19% -$1.21M
DHR icon
344
PUT
Danaher
DHR
$140B
$5.77M 0.04%
+42,413
New +$5.36M
B
345
PUT
Barrick Mining
B
$60.9B
$5.73M 0.04%
308,400
+52,000
+20% +$893K
SPG icon
346
PUT
Simon Property Group
SPG
$77.1B
$5.72M 0.04%
38,400
+12,800
+50% +$1.92M
HES
347
PUT
DELISTED
Hess
HES
$5.71M 0.04%
85,400
-69,300
-45% -$4.53M
GSK icon
348
CALL
GSK
GSK
$106B
$5.68M 0.04%
96,720
+24,960
+35% +$1.39M
PANW icon
349
PUT
Palo Alto Networks
PANW
$257B
$5.67M 0.04%
147,000
+30,000
+26% +$1.13M
CCI icon
350
CALL
Crown Castle
CCI
$33.1B
$5.62M 0.04%
39,500
+13,900
+54% +$1.9M
12 13
14
15 16

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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
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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.