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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
FDT icon
1651
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.24B
$364K ﹤0.01%
6,541
-1,735
-21% -$93.9K
IWO icon
1652
CALL
iShares Russell 2000 Growth ETF
IWO
$14.1B
$364K ﹤0.01%
+1,700
New +$345K
LEVI icon
1653
CALL
Levi Strauss
LEVI
$9.49B
$363K ﹤0.01%
+18,800
New +$335K
UA icon
1654
Under Armour Class C
UA
$2.95B
$363K ﹤0.01%
+18,939
New +$333K
SAVE
1655
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$363K ﹤0.01%
9,000
+900
+11% +$34.2K
PNR icon
1656
CALL
Pentair
PNR
$10.6B
$362K ﹤0.01%
+7,900
New +$334K
EDIT icon
1657
PUT
Editas Medicine
EDIT
$399M
$361K ﹤0.01%
+12,200
New +$305K
GTN icon
1658
CALL
Gray Television
GTN
$437M
$360K ﹤0.01%
+16,800
New +$312K
TKR icon
1659
CALL
Timken Company
TKR
$9.19B
$360K ﹤0.01%
+6,400
New +$323K
SDS icon
1660
ProShares UltraShort S&P500
SDS
$435M
$359K ﹤0.01%
+578
New +$397K
CNX icon
1661
CALL
CNX Resources
CNX
$4.91B
$358K ﹤0.01%
40,500
+2,600
+7% +$20.3K
PTMC icon
1662
Pacer Trendpilot US Mid Cap ETF
PTMC
$388M
$358K ﹤0.01%
11,658
+4,572
+65% +$137K
HTZ
1663
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
$358K ﹤0.01%
+22,700
New +$340K
CP icon
1664
PUT
Canadian Pacific Kansas City
CP
$81B
$357K ﹤0.01%
7,000
-19,000
-73% -$891K
LEA icon
1665
CALL
Lear
LEA
$7.39B
$357K ﹤0.01%
+2,600
New +$322K
SPR
1666
PUT
DELISTED
Spirit AeroSystems
SPR
$357K ﹤0.01%
+4,900
New +$404K
SPYV icon
1667
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$357K ﹤0.01%
+10,215
New +$341K
AVT icon
1668
Avnet
AVT
$6.86B
$356K ﹤0.01%
+8,394
New +$346K
CCJ icon
1669
CALL
Cameco
CCJ
$36.8B
$355K ﹤0.01%
39,900
+19,500
+96% +$180K
DVA icon
1670
DaVita
DVA
$15.5B
$355K ﹤0.01%
4,736
-13,496
-74% -$895K
MOMO
1671
PUT
Hello Group
MOMO
$867M
$355K ﹤0.01%
10,600
-400
-4% -$14.2K
OII icon
1672
Oceaneering
OII
$4.64B
$355K ﹤0.01%
+23,787
New +$331K
JQC icon
1673
Nuveen Credit Strategies Income Fund
JQC
$702M
$353K ﹤0.01%
+45,981
New +$341K
BOX icon
1674
CALL
Box
BOX
$4.49B
$352K ﹤0.01%
21,000
+10,900
+108% +$183K
STE icon
1675
Steris
STE
$22.9B
$352K ﹤0.01%
+2,307
New +$338K
65 66
67
68 69

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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.