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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
AAL icon
376
CALL
American Airlines Group
AAL
$9.83B
$5.21M 0.04%
181,500
+65,200
+56% +$1.86M
NVS icon
377
PUT
Novartis
NVS
$302B
$5.2M 0.04%
54,900
-16,700
-23% -$1.5M
TTD icon
378
CALL
Trade Desk
TTD
$8.98B
$5.17M 0.03%
199,000
+113,000
+131% +$2.54M
SLV icon
379
CALL
iShares Silver Trust
SLV
$27.7B
$5.16M 0.03%
309,500
+114,800
+59% +$1.86M
XOP icon
380
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$5.15M 0.03%
54,340
+31,219
+135% +$2.71M
DOV icon
381
CALL
Dover
DOV
$26.7B
$5.14M 0.03%
44,600
+40,900
+1,105% +$4.38M
TSN icon
382
CALL
Tyson Foods
TSN
$21.5B
$5.11M 0.03%
56,100
+35,800
+176% +$3.08M
ATVI
383
CALL
DELISTED
Activision Blizzard
ATVI
$5.1M 0.03%
85,900
+44,400
+107% +$2.46M
IJR icon
384
iShares Core S&P Small-Cap ETF
IJR
$109B
$5.08M 0.03%
60,624
-118,534
-66% -$9.54M
AMT icon
385
CALL
American Tower
AMT
$83.9B
$5.06M 0.03%
22,000
-12,100
-35% -$2.64M
BIIB icon
386
PUT
Biogen
BIIB
$30.9B
$5.04M 0.03%
17,000
-800
-4% -$222K
CHRW icon
387
CALL
C.H. Robinson
CHRW
$20.5B
$5M 0.03%
64,000
+23,800
+59% +$1.89M
JD icon
388
CALL
JD.com
JD
$43.5B
$5M 0.03%
141,800
+50,500
+55% +$1.63M
STZ icon
389
PUT
Constellation Brands
STZ
$22.6B
$4.99M 0.03%
26,300
+13,900
+112% +$2.62M
MDB icon
390
CALL
MongoDB
MDB
$25.8B
$4.97M 0.03%
37,800
-4,700
-11% -$617K
ED icon
391
CALL
Consolidated Edison
ED
$41.4B
$4.96M 0.03%
54,800
+32,100
+141% +$2.88M
PNC icon
392
PUT
PNC Financial Services
PNC
$99.1B
$4.93M 0.03%
30,900
+16,300
+112% +$2.45M
OKE icon
393
PUT
Oneok
OKE
$56.7B
$4.91M 0.03%
64,900
+22,400
+53% +$1.6M
SE icon
394
PUT
Sea Limited
SE
$66.2B
$4.86M 0.03%
+120,900
New +$4.07M
CL icon
395
CALL
Colgate-Palmolive
CL
$75B
$4.84M 0.03%
70,300
-32,100
-31% -$2.19M
APA icon
396
PUT
APA Corp
APA
$13B
$4.84M 0.03%
189,000
-79,700
-30% -$1.8M
OEF icon
397
iShares S&P 100 ETF
OEF
$19.5B
$4.83M 0.03%
33,509
-18,715
-36% -$2.57M
RH icon
398
PUT
RH
RH
$3.35B
$4.83M 0.03%
22,600
+9,300
+70% +$1.81M
WHR icon
399
CALL
Whirlpool
WHR
$2.49B
$4.82M 0.03%
32,700
-25,700
-44% -$3.88M
EXC icon
400
CALL
Exelon
EXC
$48.1B
$4.79M 0.03%
147,210
+60,707
+70% +$1.97M
14 15
16
17 18

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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.