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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
PAA icon
1451
PUT
Plains All American Pipeline
PAA
$17.5B
$487K ﹤0.01%
26,500
+10,500
+66% +$193K
ALGN icon
1452
Align Technology
ALGN
$12.4B
$486K ﹤0.01%
+1,741
New +$434K
PAAS icon
1453
PUT
Pan American Silver
PAAS
$18.6B
$486K ﹤0.01%
20,500
-33,400
-62% -$619K
XLB icon
1454
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$486K ﹤0.01%
15,826
-59,056
-79% -$1.74M
XEL icon
1455
Xcel Energy
XEL
$48.8B
$485K ﹤0.01%
7,642
+2,416
+46% +$151K
AZN icon
1456
AstraZeneca
AZN
$266B
$484K ﹤0.01%
4,859
+1,023
+27% +$96.3K
AEM icon
1457
Agnico Eagle Mines
AEM
$75.4B
$482K ﹤0.01%
+7,826
New +$454K
PFPT
1458
PUT
DELISTED
Proofpoint, Inc.
PFPT
$482K ﹤0.01%
4,200
+2,600
+163% +$310K
EDIT icon
1459
CALL
Editas Medicine
EDIT
$413M
$480K ﹤0.01%
16,200
+5,800
+56% +$145K
UAA icon
1460
PUT
Under Armour
UAA
$2.91B
$480K ﹤0.01%
+22,200
New +$431K
HAIN icon
1461
CALL
Hain Celestial
HAIN
$44.4M
$478K ﹤0.01%
+18,400
New +$440K
MHK icon
1462
PUT
Mohawk Industries
MHK
$7.29B
$477K ﹤0.01%
+3,500
New +$476K
WSM icon
1463
PUT
Williams-Sonoma
WSM
$27.5B
$477K ﹤0.01%
+13,000
New +$452K
SIVB
1464
CALL
DELISTED
SVB Financial Group
SIVB
$477K ﹤0.01%
1,900
-200
-10% -$45.5K
FCFS icon
1465
FirstCash
FCFS
$8.76B
$475K ﹤0.01%
+5,889
New +$495K
CMA
1466
DELISTED
Comerica
CMA
$473K ﹤0.01%
+6,586
New +$452K
MAT icon
1467
PUT
Mattel
MAT
$4.42B
$473K ﹤0.01%
+34,900
New +$414K
BG icon
1468
PUT
Bunge Global
BG
$20.4B
$472K ﹤0.01%
+8,200
New +$454K
UNM icon
1469
CALL
Unum
UNM
$13.7B
$472K ﹤0.01%
+16,200
New +$471K
NIO icon
1470
PUT
NIO
NIO
$12.1B
$471K ﹤0.01%
117,200
+105,800
+928% +$213K
CMI icon
1471
Cummins
CMI
$87.3B
$470K ﹤0.01%
2,629
+1,236
+89% +$218K
AX icon
1472
CALL
Axos Financial
AX
$5.6B
$469K ﹤0.01%
+15,500
New +$453K
QID icon
1473
ProShares UltraShort QQQ
QID
$285M
$468K ﹤0.01%
996
+330
+50% +$177K
BBWI icon
1474
Bath & Body Works
BBWI
$4.02B
$466K ﹤0.01%
+31,796
New +$459K
UN
1475
DELISTED
Unilever NV New York Registry Shares
UN
$464K ﹤0.01%
8,074
+3,344
+71% +$197K
57 58
59
60 61

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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.