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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
SO icon
851
PUT
Southern Company
SO
$108B
$1.45M 0.01%
22,700
-3,300
-13% -$204K
NOV icon
852
CALL
NOV
NOV
$6.84B
$1.45M 0.01%
57,700
-62,500
-52% -$1.41M
XLC icon
853
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$1.44M 0.01%
26,868
+3,097
+13% +$160K
WMB icon
854
PUT
Williams Companies
WMB
$85.8B
$1.44M 0.01%
+60,700
New +$1.39M
HP icon
855
Helmerich & Payne
HP
$3.34B
$1.44M 0.01%
31,665
+5,635
+22% +$226K
XLC icon
856
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$1.44M 0.01%
26,800
+5,900
+28% +$304K
ITB icon
857
PUT
iShares US Home Construction ETF
ITB
$2.32B
$1.43M 0.01%
32,200
+1,700
+6% +$75.9K
PSA icon
858
PUT
Public Storage
PSA
$61.5B
$1.43M 0.01%
+6,700
New +$1.49M
TPR icon
859
CALL
Tapestry
TPR
$30.3B
$1.43M 0.01%
52,900
-20,000
-27% -$521K
WOLF icon
860
CALL
Wolfspeed
WOLF
$1.04B
$1.43M 0.01%
30,900
+4,300
+16% +$201K
WB icon
861
PUT
Weibo
WB
$1.97B
$1.42M 0.01%
30,600
+6,500
+27% +$304K
KMB icon
862
PUT
Kimberly-Clark
KMB
$37.6B
$1.42M 0.01%
10,300
-24,300
-70% -$3.29M
SH icon
863
ProShares Short S&P500
SH
$928M
$1.42M 0.01%
14,751
+11,232
+319% +$1.13M
OXY icon
864
Occidental Petroleum
OXY
$55.7B
$1.42M 0.01%
34,355
-18,383
-35% -$736K
CASY icon
865
CALL
Casey's General Stores
CASY
$32.1B
$1.42M 0.01%
8,900
+4,100
+85% +$679K
INTU icon
866
PUT
Intuit
INTU
$91.1B
$1.41M 0.01%
5,400
-14,700
-73% -$3.84M
MFC icon
867
PUT
Manulife Financial
MFC
$73B
$1.41M 0.01%
+69,700
New +$1.33M
EMN icon
868
PUT
Eastman Chemical
EMN
$7.69B
$1.41M 0.01%
17,800
+6,600
+59% +$508K
PEG icon
869
CALL
Public Service Enterprise Group
PEG
$38.7B
$1.41M 0.01%
23,900
+19,000
+388% +$1.15M
WY icon
870
CALL
Weyerhaeuser
WY
$17.6B
$1.4M 0.01%
46,400
+6,200
+15% +$180K
SSRM icon
871
CALL
SSR Mining
SSRM
$5.19B
$1.39M 0.01%
72,400
+51,400
+245% +$800K
MAS icon
872
PUT
Masco
MAS
$14.3B
$1.39M 0.01%
29,000
+11,500
+66% +$523K
MTN icon
873
CALL
Vail Resorts
MTN
$5.7B
$1.39M 0.01%
5,800
+3,400
+142% +$805K
AGNC icon
874
CALL
AGNC Investment
AGNC
$12.7B
$1.38M 0.01%
78,300
-5,400
-6% -$91.9K
ET icon
875
CALL
Energy Transfer Partners
ET
$69.5B
$1.38M 0.01%
107,900
+78,700
+270% +$970K
33 34
35
36 37

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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
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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.