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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
ANET icon
451
PUT
Arista Networks
ANET
$199B
$4.13M 0.03%
324,800
+219,200
+208% +$2.88M
MMP
452
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$4.12M 0.03%
65,600
+44,300
+208% +$2.76M
MELI icon
453
CALL
Mercado Libre
MELI
$94.5B
$4.12M 0.03%
7,200
+2,500
+53% +$1.38M
ADM icon
454
PUT
Archer Daniels Midland
ADM
$38.7B
$4.1M 0.03%
88,500
+76,000
+608% +$3.24M
DRI icon
455
CALL
Darden Restaurants
DRI
$24.3B
$4.1M 0.03%
37,600
-5,800
-13% -$658K
FFIV icon
456
CALL
F5
FFIV
$22B
$4.08M 0.03%
29,200
+20,800
+248% +$2.93M
ETN icon
457
PUT
Eaton
ETN
$141B
$4.05M 0.03%
42,800
+31,500
+279% +$2.8M
UPS icon
458
PUT
United Parcel Service
UPS
$88.9B
$4.04M 0.03%
34,500
+26,300
+321% +$3.11M
VRTX icon
459
CALL
Vertex Pharmaceuticals
VRTX
$123B
$4.03M 0.03%
18,400
+1,900
+12% +$385K
NOC icon
460
PUT
Northrop Grumman
NOC
$76B
$4.02M 0.03%
11,700
-4,800
-29% -$1.69M
VMW
461
CALL
DELISTED
VMware, Inc
VMW
$4.02M 0.03%
26,500
+17,300
+188% +$2.71M
KRE icon
462
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$4.02M 0.03%
69,000
-33,500
-33% -$1.86M
GIS icon
463
PUT
General Mills
GIS
$20.2B
$4.02M 0.03%
75,000
-11,000
-13% -$580K
WDAY icon
464
CALL
Workday
WDAY
$41.5B
$4.01M 0.03%
24,400
+10,500
+76% +$1.74M
BYND icon
465
CALL
Beyond Meat
BYND
$274M
$3.99M 0.03%
52,800
+48,800
+1,220% +$4.53M
DHR icon
466
CALL
Danaher
DHR
$138B
$3.99M 0.03%
29,328
-790
-3% -$99.8K
SWKS icon
467
PUT
Skyworks Solutions
SWKS
$9.2B
$3.99M 0.03%
33,000
+12,900
+64% +$1.27M
F icon
468
PUT
Ford
F
$60.9B
$3.99M 0.03%
428,600
+409,100
+2,098% +$3.68M
VXX icon
469
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$169M
$3.98M 0.03%
4,109
+2,734
+199% +$3.31M
F icon
470
CALL
Ford
F
$60.9B
$3.97M 0.03%
427,100
+275,800
+182% +$2.48M
WM icon
471
CALL
Waste Management
WM
$95B
$3.97M 0.03%
34,800
+1,200
+4% +$136K
LVS icon
472
PUT
Las Vegas Sands
LVS
$32.2B
$3.96M 0.03%
57,400
-16,400
-22% -$1.02M
LYB icon
473
CALL
LyondellBasell Industries
LYB
$19.5B
$3.96M 0.03%
41,900
+26,300
+169% +$2.41M
LYB icon
474
PUT
LyondellBasell Industries
LYB
$19.5B
$3.96M 0.03%
41,900
+17,100
+69% +$1.57M
EW icon
475
PUT
Edwards Lifesciences
EW
$49.4B
$3.94M 0.03%
50,700
+43,500
+604% +$3.4M
17 18
19
20 21

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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
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
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.