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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
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 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVB
226
CALL
DELISTED
AvalonBay Communities
AVB
$9.86M 0.07%
47,000
+17,500
+59% +$3.75M
PG icon
227
PUT
Procter & Gamble
PG
$341B
$9.78M 0.07%
78,300
+33,600
+75% +$4.11M
SWKS icon
228
CALL
Skyworks Solutions
SWKS
$13.5B
$9.77M 0.07%
80,800
+42,700
+112% +$4.19M
PXD
229
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$9.76M 0.07%
64,500
+16,400
+34% +$2.18M
ELV icon
230
PUT
Elevance Health
ELV
$90.6B
$9.76M 0.07%
32,300
+7,600
+31% +$2.09M
IWN icon
231
iShares Russell 2000 Value ETF
IWN
$14.2B
$9.67M 0.07%
75,226
-71,472
-49% -$8.84M
OXY icon
232
CALL
Occidental Petroleum
OXY
$63.5B
$9.63M 0.07%
233,800
+169,400
+263% +$6.79M
LRCX icon
233
CALL
Lam Research
LRCX
$339B
$9.53M 0.06%
326,000
+78,000
+31% +$2.07M
ULTA icon
234
CALL
Ulta Beauty
ULTA
$23.3B
$9.47M 0.06%
37,400
+7,800
+26% +$1.91M
XLNX
235
PUT
DELISTED
Xilinx Inc
XLNX
$9.44M 0.06%
96,500
+49,700
+106% +$4.67M
HAL icon
236
CALL
Halliburton
HAL
$29.7B
$9.29M 0.06%
379,600
+138,900
+58% +$2.93M
ADP icon
237
CALL
Automatic Data Processing
ADP
$110B
$9.22M 0.06%
54,100
+10,800
+25% +$1.79M
XBI icon
238
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$9.22M 0.06%
96,900
+17,300
+22% +$1.5M
CME icon
239
CME Group
CME
$98.9B
$9.21M 0.06%
45,869
+749
+2% +$154K
QTS.PRB
240
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$9.13M 0.06%
+70,672
New +$8.86M
NOW icon
241
CALL
ServiceNow
NOW
$147B
$9.12M 0.06%
161,500
+101,000
+167% +$5.32M
FXI icon
242
PUT
iShares China Large-Cap ETF
FXI
$4.1B
$8.99M 0.06%
206,100
+23,900
+13% +$996K
SYK icon
243
CALL
Stryker
SYK
$108B
$8.98M 0.06%
42,800
+25,700
+150% +$5.33M
KO icon
244
PUT
Coca-Cola
KO
$382B
$8.91M 0.06%
161,000
+93,000
+137% +$5M
MDT icon
245
CALL
Medtronic
MDT
$120B
$8.87M 0.06%
78,200
-12,600
-14% -$1.38M
MET icon
246
CALL
MetLife
MET
$62.4B
$8.82M 0.06%
173,100
+38,800
+29% +$1.87M
NUE icon
247
CALL
Nucor
NUE
$58.7B
$8.8M 0.06%
156,300
-19,900
-11% -$1.09M
PYPL icon
248
PUT
PayPal
PYPL
$46B
$8.74M 0.06%
80,800
+38,500
+91% +$4.01M
TXN icon
249
CALL
Texas Instruments
TXN
$241B
$8.74M 0.06%
68,100
+18,600
+38% +$2.3M
MPC icon
250
CALL
Marathon Petroleum
MPC
$115B
$8.65M 0.06%
143,500
+13,500
+10% +$845K
8 9
10
11 12

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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's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • 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.