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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
LHX icon
1301
CALL
L3Harris
LHX
$50.7B
$633K ﹤0.01%
3,200
+1,700
+113% +$341K
OVV icon
1302
Ovintiv
OVV
$17B
$631K ﹤0.01%
26,891
+13,743
+105% +$294K
UAA icon
1303
CALL
Under Armour
UAA
$2.91B
$631K ﹤0.01%
+29,200
New +$567K
WRK
1304
CALL
DELISTED
WestRock Company
WRK
$631K ﹤0.01%
+14,700
New +$573K
APO icon
1305
PUT
Apollo Global Management
APO
$69.3B
$630K ﹤0.01%
13,200
+7,100
+116% +$303K
D icon
1306
PUT
Dominion Energy
D
$61.3B
$629K ﹤0.01%
7,600
+3,200
+73% +$261K
CNQ icon
1307
PUT
Canadian Natural Resources
CNQ
$98.6B
$628K ﹤0.01%
39,615
+7,964
+25% +$108K
AN icon
1308
CALL
AutoNation
AN
$7.18B
$627K ﹤0.01%
12,900
-20,300
-61% -$1.03M
VOYA icon
1309
Voya Financial
VOYA
$9.09B
$625K ﹤0.01%
+10,253
New +$579K
CHL
1310
DELISTED
China Mobile Limited
CHL
$623K ﹤0.01%
+14,729
New +$594K
ZTS icon
1311
PUT
Zoetis
ZTS
$31.9B
$622K ﹤0.01%
4,700
-700
-13% -$87K
IYT icon
1312
iShares US Transportation ETF
IYT
$2.26B
$620K ﹤0.01%
12,688
-1,804
-12% -$86.5K
JBL icon
1313
CALL
Jabil
JBL
$32.3B
$620K ﹤0.01%
15,000
-8,900
-37% -$342K
SAP icon
1314
SAP
SAP
$209B
$620K ﹤0.01%
4,628
+1,913
+70% +$251K
CYBR
1315
PUT
DELISTED
CyberArk
CYBR
$618K ﹤0.01%
5,300
-500
-9% -$56.1K
KIM icon
1316
CALL
Kimco Realty
KIM
$17.2B
$617K ﹤0.01%
+29,800
New +$625K
QRVO icon
1317
PUT
Qorvo
QRVO
$8.01B
$616K ﹤0.01%
5,300
+1,800
+51% +$174K
WCC
1318
WESCO International
WCC
$16.7B
$616K ﹤0.01%
+10,366
New +$541K
SNV
1319
CALL
DELISTED
Synovus
SNV
$615K ﹤0.01%
+15,700
New +$577K
HPQ icon
1320
CALL
HP
HPQ
$24.6B
$610K ﹤0.01%
29,700
-92,800
-76% -$1.76M
SCHP icon
1321
Schwab US TIPS ETF
SCHP
$16.4B
$610K ﹤0.01%
+21,536
New +$610K
AZN icon
1322
CALL
AstraZeneca
AZN
$266B
$608K ﹤0.01%
6,100
+1,750
+40% +$165K
BLUE
1323
DELISTED
bluebird bio
BLUE
$608K ﹤0.01%
+535
New +$582K
BYD icon
1324
CALL
Boyd Gaming
BYD
$6.47B
$608K ﹤0.01%
20,300
+4,700
+30% +$132K
CSCO icon
1325
Cisco
CSCO
$448B
$608K ﹤0.01%
12,676
-48,015
-79% -$2.23M
51 52
53
54 55

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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
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TIM
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QIM
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RB
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OMG
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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.