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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
CTRA
1226
DELISTED
Coterra Energy
CTRA
$717K ﹤0.01%
+41,197
New +$716K
DXC icon
1227
DXC Technology
DXC
$1.91B
$717K ﹤0.01%
19,070
+10,570
+124% +$345K
PRKS icon
1228
CALL
United Parks & Resorts
PRKS
$2.19B
$717K ﹤0.01%
+22,600
New +$652K
PDD icon
1229
CALL
Pinduoduo
PDD
$126B
$715K ﹤0.01%
18,900
+7,900
+72% +$295K
GOOS
1230
PUT
Canada Goose Holdings
GOOS
$903M
$714K ﹤0.01%
+19,700
New +$760K
LAMR icon
1231
CALL
Lamar Advertising Co
LAMR
$16.7B
$714K ﹤0.01%
+8,000
New +$669K
CY
1232
DELISTED
Cypress Semiconductor
CY
$712K ﹤0.01%
+30,539
New +$714K
COTY icon
1233
CALL
Coty
COTY
$2.4B
$711K ﹤0.01%
+63,200
New +$719K
SNPS icon
1234
PUT
Synopsys
SNPS
$71.6B
$710K ﹤0.01%
5,100
-6,500
-56% -$892K
CTXS
1235
CALL
DELISTED
Citrix Systems Inc
CTXS
$710K ﹤0.01%
6,400
-200
-3% -$21.5K
BHC icon
1236
PUT
Bausch Health
BHC
$1.75B
$709K ﹤0.01%
23,700
-14,900
-39% -$387K
KLAC icon
1237
KLA
KLAC
$222B
$707K ﹤0.01%
+39,680
New +$666K
ENB icon
1238
CALL
Enbridge
ENB
$120B
$704K ﹤0.01%
17,700
-13,400
-43% -$500K
CME icon
1239
PUT
CME Group
CME
$95.4B
$703K ﹤0.01%
3,500
-10,000
-74% -$2.05M
NBL
1240
DELISTED
Noble Energy, Inc.
NBL
$701K ﹤0.01%
28,202
+16,023
+132% +$340K
PPLI
1241
PUT
People Inc
PPLI
$3.12B
$698K ﹤0.01%
15,667
+1,678
+12% +$67.6K
BNS icon
1242
PUT
Scotiabank
BNS
$105B
$695K ﹤0.01%
+12,300
New +$699K
WW
1243
PUT
DELISTED
WW International
WW
$695K ﹤0.01%
18,200
+8,200
+82% +$311K
PTLA
1244
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$692K ﹤0.01%
+28,975
New +$799K
TW icon
1245
CALL
Tradeweb Markets
TW
$23B
$691K ﹤0.01%
14,900
+5,300
+55% +$229K
PYPL icon
1246
PayPal
PYPL
$49.9B
$690K ﹤0.01%
6,379
-798
-11% -$83.2K
RACE icon
1247
Ferrari
RACE
$67.8B
$690K ﹤0.01%
+4,168
New +$674K
GOOS
1248
CALL
Canada Goose Holdings
GOOS
$903M
$689K ﹤0.01%
+19,000
New +$733K
JBLU icon
1249
CALL
JetBlue
JBLU
$2.16B
$689K ﹤0.01%
+36,800
New +$684K
EQR icon
1250
PUT
Equity Residential
EQR
$25.8B
$688K ﹤0.01%
+8,500
New +$724K
48 49
50
51 52

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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
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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.