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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
PSMT icon
1601
CALL
Pricesmart
PSMT
$5.94B
$391K ﹤0.01%
5,500
-2,000
-27% -$144K
CLR
1602
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$391K ﹤0.01%
11,400
-53,600
-82% -$1.66M
GBT
1603
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
$390K ﹤0.01%
4,900
-3,800
-44% -$225K
PFPT
1604
CALL
DELISTED
Proofpoint, Inc.
PFPT
$390K ﹤0.01%
3,400
-6,300
-65% -$751K
AME icon
1605
CALL
Ametek
AME
$53.9B
$389K ﹤0.01%
+3,900
New +$370K
FSLY icon
1606
Fastly Inc
FSLY
$3.24B
$389K ﹤0.01%
+19,370
New +$408K
LNG icon
1607
Cheniere Energy
LNG
$54.2B
$389K ﹤0.01%
+6,366
New +$392K
OPTU
1608
CALL
Optimum Communications Inc
OPTU
$298M
$388K ﹤0.01%
+14,200
New +$392K
CAH icon
1609
Cardinal Health
CAH
$53.7B
$388K ﹤0.01%
7,674
+2,635
+52% +$136K
NVR icon
1610
NVR
NVR
$17.1B
$388K ﹤0.01%
+102
New +$378K
REGN icon
1611
Regeneron Pharmaceuticals
REGN
$72.9B
$387K ﹤0.01%
1,032
-3,629
-78% -$1.22M
ZM icon
1612
Zoom
ZM
$27.1B
$387K ﹤0.01%
5,688
+1,553
+38% +$107K
DRI icon
1613
Darden Restaurants
DRI
$24.3B
$386K ﹤0.01%
3,540
+1,101
+45% +$125K
NET icon
1614
CALL
Cloudflare
NET
$96B
$386K ﹤0.01%
+22,600
New +$385K
SBAC icon
1615
PUT
SBA Communications
SBAC
$19.8B
$386K ﹤0.01%
+1,600
New +$379K
VST icon
1616
CALL
Vistra
VST
$48.2B
$386K ﹤0.01%
+16,800
New +$434K
WU icon
1617
PUT
Western Union
WU
$2.53B
$386K ﹤0.01%
14,400
-11,000
-43% -$285K
MAC icon
1618
Macerich
MAC
$7.4B
$385K ﹤0.01%
+14,316
New +$393K
PLAY icon
1619
Dave & Buster's
PLAY
$357M
$385K ﹤0.01%
+9,578
New +$384K
RITM icon
1620
CALL
Rithm Capital
RITM
$5.58B
$385K ﹤0.01%
23,900
-21,100
-47% -$331K
DISCK
1621
PUT
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$384K ﹤0.01%
+12,600
New +$353K
VYX icon
1622
NCR Voyix
VYX
$1.19B
$383K ﹤0.01%
+17,770
New +$346K
HST icon
1623
Host Hotels & Resorts
HST
$17.5B
$382K ﹤0.01%
20,587
-1,769
-8% -$30.6K
BRSL
1624
CALL
Brightstar Lottery PLC
BRSL
$1.9B
$382K ﹤0.01%
25,500
+300
+1% +$4.27K
HOUS
1625
CALL
DELISTED
Anywhere Real Estate
HOUS
$381K ﹤0.01%
+39,400
New +$362K
63 64
65
66 67

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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
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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.