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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
IVV icon
1051
iShares Core S&P 500 ETF
IVV
$858B
$968K 0.01%
+2,994
New +$927K
AG icon
1052
CALL
First Majestic Silver
AG
$7.52B
$967K 0.01%
78,900
+36,500
+86% +$384K
BB icon
1053
CALL
BlackBerry
BB
$4.58B
$963K 0.01%
+150,000
New +$823K
ON icon
1054
PUT
ON Semiconductor
ON
$30.7B
$963K 0.01%
39,500
+29,300
+287% +$619K
VNQ icon
1055
Vanguard Real Estate ETF
VNQ
$39.9B
$962K 0.01%
10,370
-22,404
-68% -$2.07M
FDS icon
1056
Factset
FDS
$10B
$959K 0.01%
3,575
+2,365
+195% +$607K
SRPT icon
1057
Sarepta Therapeutics
SRPT
$1.64B
$959K 0.01%
+7,434
New +$750K
TEL icon
1058
CALL
TE Connectivity
TEL
$60B
$958K 0.01%
+10,000
New +$926K
URTH icon
1059
iShares MSCI World ETF
URTH
$7.83B
$958K 0.01%
+9,694
New +$923K
MT icon
1060
ArcelorMittal
MT
$49.5B
$957K 0.01%
54,575
+43,545
+395% +$706K
EDIT icon
1061
Editas Medicine
EDIT
$399M
$952K 0.01%
+32,149
New +$803K
FTNT icon
1062
CALL
Fortinet
FTNT
$112B
$950K 0.01%
44,500
+17,000
+62% +$320K
STT icon
1063
CALL
State Street
STT
$48.4B
$949K 0.01%
12,000
-33,000
-73% -$2.32M
BEN icon
1064
PUT
Franklin Resources
BEN
$16.8B
$948K 0.01%
36,500
-3,500
-9% -$95.1K
GH icon
1065
CALL
Guardant Health
GH
$19.1B
$945K 0.01%
12,100
+2,800
+30% +$202K
CSIQ icon
1066
PUT
Canadian Solar
CSIQ
$932M
$944K 0.01%
42,700
+21,100
+98% +$382K
AYX
1067
CALL
DELISTED
Alteryx Inc
AYX
$941K 0.01%
9,400
+2,900
+45% +$295K
KKR icon
1068
PUT
KKR & Co
KKR
$89.1B
$939K 0.01%
32,200
-15,700
-33% -$447K
DGRO icon
1069
iShares Core Dividend Growth ETF
DGRO
$42.8B
$937K 0.01%
+22,267
New +$901K
SHW icon
1070
CALL
Sherwin-Williams
SHW
$83.5B
$934K 0.01%
4,800
-9,900
-67% -$1.89M
CHDN icon
1071
CALL
Churchill Downs
CHDN
$6.17B
$933K 0.01%
+13,600
New +$886K
OC icon
1072
CALL
Owens Corning
OC
$11B
$931K 0.01%
14,300
+5,100
+55% +$327K
DD icon
1073
DuPont de Nemours
DD
$18.6B
$929K 0.01%
11,534
+7,075
+159% +$587K
CM icon
1074
PUT
Canadian Imperial Bank of Commerce
CM
$106B
$924K 0.01%
22,200
+15,400
+226% +$651K
SRE icon
1075
CALL
Sempra
SRE
$58.1B
$924K 0.01%
12,200
-58,800
-83% -$4.31M
41 42
43
44 45

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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.