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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
TPH
1926
DELISTED
Tri Pointe Homes
TPH
$246K ﹤0.01%
+15,774
New +$243K
TSCO icon
1927
Tractor Supply
TSCO
$16.3B
$246K ﹤0.01%
+13,170
New +$250K
CDK
1928
CALL
DELISTED
CDK Global, Inc.
CDK
$246K ﹤0.01%
4,500
-1,200
-21% -$61.7K
IDA icon
1929
Idacorp
IDA
$8B
$245K ﹤0.01%
+2,295
New +$245K
IPG
1930
CALL
DELISTED
Interpublic Group of Companies
IPG
$245K ﹤0.01%
+10,600
New +$233K
KIE icon
1931
State Street SPDR S&P Insurance ETF
KIE
$664M
$245K ﹤0.01%
6,927
+1,109
+19% +$38.8K
LOGI icon
1932
CALL
Logitech
LOGI
$14.8B
$245K ﹤0.01%
+5,200
New +$222K
MLM icon
1933
Martin Marietta Materials
MLM
$34.2B
$245K ﹤0.01%
+877
New +$234K
NFG icon
1934
National Fuel Gas
NFG
$7.69B
$245K ﹤0.01%
+5,262
New +$240K
HPQ icon
1935
HP
HPQ
$26B
$244K ﹤0.01%
11,892
-5,633
-32% -$107K
HDS
1936
DELISTED
HD Supply Holdings, Inc.
HDS
$244K ﹤0.01%
6,075
-2,200
-27% -$87.5K
CVI icon
1937
CALL
CVR Energy
CVI
$3.48B
$243K ﹤0.01%
6,000
-9,000
-60% -$396K
TXMD icon
1938
TherapeuticsMD
TXMD
$23.8M
$243K ﹤0.01%
2,008
+1,606
+400% +$231K
CTAS icon
1939
PUT
Cintas
CTAS
$86.6B
$242K ﹤0.01%
3,600
-6,000
-63% -$395K
CUZ icon
1940
Cousins Properties
CUZ
$5.31B
$242K ﹤0.01%
+5,862
New +$230K
EGO icon
1941
Eldorado Gold
EGO
$8.33B
$242K ﹤0.01%
30,144
-17,819
-37% -$138K
UNFI icon
1942
United Natural Foods
UNFI
$3.04B
$242K ﹤0.01%
+27,680
New +$223K
TECK icon
1943
PUT
Teck Resources
TECK
$28.2B
$241K ﹤0.01%
13,900
-2,400
-15% -$39.2K
TWO
1944
Two Harbors Investment
TWO
$1.27B
$241K ﹤0.01%
+4,120
New +$234K
UNP icon
1945
Union Pacific
UNP
$174B
$241K ﹤0.01%
1,331
-698
-34% -$119K
CS
1946
CALL
DELISTED
Credit Suisse Group
CS
$241K ﹤0.01%
+17,900
New +$229K
PMT
1947
PennyMac Mortgage Investment
PMT
$845M
$240K ﹤0.01%
+10,757
New +$243K
ALKS icon
1948
PUT
Alkermes
ALKS
$8.11B
$239K ﹤0.01%
+11,700
New +$233K
MUFG icon
1949
Mitsubishi UFJ Financial
MUFG
$247B
$239K ﹤0.01%
44,054
+11,719
+36% +$61.8K
TWLO icon
1950
Twilio
TWLO
$28.6B
$239K ﹤0.01%
+2,435
New +$249K
76 77
78
79 80

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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.