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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
UI icon
951
CALL
Ubiquiti
UI
$31.6B
$1.19M 0.01%
+6,300
New +$1.02M
DINO icon
952
PUT
HF Sinclair
DINO
$16.2B
$1.19M 0.01%
23,400
+15,600
+200% +$827K
DBX icon
953
CALL
Dropbox
DBX
$7.78B
$1.19M 0.01%
66,200
-25,100
-27% -$473K
HOLX
954
PUT
DELISTED
Hologic
HOLX
$1.18M 0.01%
+22,600
New +$1.13M
BIL icon
955
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$1.18M 0.01%
12,888
-17,805
-58% -$1.63M
GOOG icon
956
Alphabet (Google) Class C
GOOG
$4.11T
$1.18M 0.01%
17,620
-23,780
-57% -$1.53M
A icon
957
CALL
Agilent Technologies
A
$39.6B
$1.18M 0.01%
13,800
+7,100
+106% +$559K
DRI icon
958
PUT
Darden Restaurants
DRI
$24.3B
$1.18M 0.01%
10,800
-4,300
-28% -$488K
TDG icon
959
CALL
TransDigm Group
TDG
$70.7B
$1.18M 0.01%
2,100
-1,000
-32% -$547K
HALO icon
960
CALL
Halozyme
HALO
$9.88B
$1.18M 0.01%
66,300
+54,300
+453% +$940K
DOCU
961
PUT
DocuSign
DOCU
$11.1B
$1.17M 0.01%
15,800
+1,000
+7% +$68.7K
CG icon
962
Carlyle Group
CG
$16.1B
$1.17M 0.01%
+36,459
New +$1.03M
KO icon
963
Coca-Cola
KO
$383B
$1.17M 0.01%
21,107
+15,449
+273% +$831K
SCCO icon
964
CALL
Southern Copper
SCCO
$138B
$1.17M 0.01%
+29,665
New +$1.03M
SIRI icon
965
CALL
SiriusXM
SIRI
$11B
$1.17M 0.01%
16,330
+9,280
+132% +$625K
HTZ
966
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$1.17M 0.01%
74,100
+55,200
+292% +$827K
CM icon
967
CALL
Canadian Imperial Bank of Commerce
CM
$106B
$1.17M 0.01%
+28,000
New +$1.18M
FL
968
CALL
DELISTED
Foot Locker
FL
$1.16M 0.01%
29,800
+22,100
+287% +$931K
IWF icon
969
CALL
iShares Russell 1000 Growth ETF
IWF
$117B
$1.16M 0.01%
+26,400
New +$1.1M
ENB icon
970
PUT
Enbridge
ENB
$120B
$1.16M 0.01%
29,100
+13,300
+84% +$497K
MHK icon
971
CALL
Mohawk Industries
MHK
$6.91B
$1.15M 0.01%
+8,400
New +$1.14M
LNC icon
972
Lincoln National
LNC
$7.92B
$1.14M 0.01%
19,346
-3,223
-14% -$190K
HBAN icon
973
CALL
Huntington Bancshares
HBAN
$34B
$1.14M 0.01%
75,400
+18,500
+33% +$271K
SKX
974
PUT
DELISTED
Skechers
SKX
$1.14M 0.01%
26,300
+18,700
+246% +$738K
FLEX icon
975
CALL
Flex
FLEX
$37.7B
$1.13M 0.01%
+119,165
New +$1.03M
37 38
39
40 41

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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
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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.