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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
AMZN icon
1351
Amazon
AMZN
$2.53T
$582K ﹤0.01%
6,300
-156,420
-96% -$13.8M
WLK icon
1352
PUT
Westlake Corp
WLK
$9.19B
$582K ﹤0.01%
+8,300
New +$557K
DDS icon
1353
CALL
Dillards
DDS
$9.41B
$580K ﹤0.01%
7,900
+800
+11% +$56.7K
EXR icon
1354
Extra Space Storage
EXR
$31.3B
$578K ﹤0.01%
+5,473
New +$597K
VMC icon
1355
PUT
Vulcan Materials
VMC
$35.2B
$576K ﹤0.01%
4,000
-2,400
-38% -$344K
UHS icon
1356
PUT
Universal Health Services
UHS
$9.88B
$574K ﹤0.01%
4,000
+1,300
+48% +$185K
VTRS icon
1357
PUT
Viatris
VTRS
$20.7B
$573K ﹤0.01%
28,500
+8,400
+42% +$156K
SKT icon
1358
PUT
Tanger
SKT
$4.71B
$572K ﹤0.01%
+38,800
New +$607K
PKG icon
1359
PUT
Packaging Corp of America
PKG
$22.2B
$571K ﹤0.01%
5,100
+1,700
+50% +$188K
NS
1360
PUT
DELISTED
NuStar Energy L.P.
NS
$571K ﹤0.01%
+22,100
New +$615K
CDNS icon
1361
Cadence Design Systems
CDNS
$91.7B
$570K ﹤0.01%
+8,219
New +$551K
AAP icon
1362
Advance Auto Parts
AAP
$3.39B
$569K ﹤0.01%
3,554
-4,171
-54% -$668K
IJH icon
1363
iShares Core S&P Mid-Cap ETF
IJH
$122B
$569K ﹤0.01%
13,825
+5,215
+61% +$207K
FNV icon
1364
PUT
Franco-Nevada
FNV
$42.7B
$568K ﹤0.01%
5,500
-3,600
-40% -$348K
SRPT icon
1365
PUT
Sarepta Therapeutics
SRPT
$1.64B
$568K ﹤0.01%
+4,400
New +$444K
ROK icon
1366
CALL
Rockwell Automation
ROK
$52.4B
$567K ﹤0.01%
+2,800
New +$519K
EWZ icon
1367
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
$565K ﹤0.01%
11,900
-10,300
-46% -$451K
TW icon
1368
PUT
Tradeweb Markets
TW
$20.8B
$565K ﹤0.01%
+12,200
New +$526K
SAFM
1369
CALL
DELISTED
Sanderson Farms Inc
SAFM
$564K ﹤0.01%
+3,200
New +$505K
LYFT icon
1370
Lyft
LYFT
$5.9B
$562K ﹤0.01%
13,058
+6,395
+96% +$280K
ZNGA
1371
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$562K ﹤0.01%
91,789
+67,170
+273% +$415K
WM icon
1372
PUT
Waste Management
WM
$90.9B
$558K ﹤0.01%
4,900
-2,800
-36% -$316K
DECK icon
1373
PUT
Deckers Outdoor
DECK
$13.6B
$557K ﹤0.01%
+19,800
New +$525K
SGI
1374
PUT
Somnigroup International
SGI
$14.1B
$557K ﹤0.01%
25,600
+15,200
+146% +$318K
DB icon
1375
PUT
Deutsche Bank
DB
$69.6B
$556K ﹤0.01%
+71,500
New +$536K
53 54
55
56 57

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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.