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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
AEM icon
1101
PUT
Agnico Eagle Mines
AEM
$72.2B
$881K 0.01%
14,300
-12,000
-46% -$697K
WGO icon
1102
CALL
Winnebago Industries
WGO
$900M
$879K 0.01%
16,600
+3,100
+23% +$145K
AU icon
1103
CALL
AngloGold Ashanti
AU
$39.4B
$878K 0.01%
39,300
-38,300
-49% -$771K
MAC icon
1104
PUT
Macerich
MAC
$7.4B
$878K 0.01%
32,600
+11,000
+51% +$302K
ITB icon
1105
iShares US Home Construction ETF
ITB
$2.32B
$874K 0.01%
19,668
+3,780
+24% +$169K
FL
1106
PUT
DELISTED
Foot Locker
FL
$873K 0.01%
22,400
+11,800
+111% +$497K
AKAM icon
1107
PUT
Akamai
AKAM
$15.6B
$872K 0.01%
+10,100
New +$883K
CRL icon
1108
CALL
Charles River Laboratories
CRL
$11.3B
$871K 0.01%
+5,700
New +$789K
CNP icon
1109
CALL
CenterPoint Energy
CNP
$28.3B
$870K 0.01%
+31,900
New +$867K
WIX icon
1110
PUT
WIX.com
WIX
$2.56B
$869K 0.01%
7,100
+800
+13% +$97.9K
GLD icon
1111
SPDR Gold Trust
GLD
$131B
$868K 0.01%
6,074
-1,864
-23% -$260K
IYF icon
1112
PUT
iShares US Financials ETF
IYF
$4.65B
$868K 0.01%
12,600
-1,600
-11% -$106K
VAR
1113
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$866K 0.01%
+6,100
New +$778K
FVD icon
1114
First Trust Value Line Dividend Fund
FVD
$8.44B
$864K 0.01%
23,992
+12,677
+112% +$446K
VTRS icon
1115
CALL
Viatris
VTRS
$20.8B
$864K 0.01%
43,000
+25,300
+143% +$471K
YETI icon
1116
CALL
Yeti Holdings
YETI
$3.87B
$863K 0.01%
24,800
+6,100
+33% +$192K
WDC icon
1117
Western Digital
WDC
$159B
$862K 0.01%
+17,964
New +$749K
NBL
1118
PUT
DELISTED
Noble Energy, Inc.
NBL
$862K 0.01%
34,700
-19,100
-36% -$406K
ACWX icon
1119
iShares MSCI ACWI ex US ETF
ACWX
$11.2B
$854K 0.01%
17,378
-10,370
-37% -$495K
HSIC icon
1120
PUT
Henry Schein
HSIC
$9.78B
$854K 0.01%
+12,800
New +$847K
XPO icon
1121
CALL
XPO
XPO
$23.4B
$853K 0.01%
30,938
+10,987
+55% +$302K
TBT icon
1122
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
$849K 0.01%
+32,000
New +$817K
HP icon
1123
CALL
Helmerich & Payne
HP
$3.34B
$845K 0.01%
18,600
-5,400
-23% -$217K
SAP icon
1124
CALL
SAP
SAP
$215B
$844K 0.01%
+6,300
New +$828K
JBHT icon
1125
CALL
JB Hunt Transport Services
JBHT
$25.9B
$841K 0.01%
7,200
-13,200
-65% -$1.52M
43 44
45
46 47

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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
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.