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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
QCOM icon
251
PUT
Qualcomm
QCOM
$172B
$8.59M 0.06%
97,400
+65,900
+209% +$5.51M
MDLZ icon
252
CALL
Mondelez International
MDLZ
$80.2B
$8.46M 0.06%
153,600
+400
+0.3% +$21.4K
VLO icon
253
PUT
Valero Energy
VLO
$88.7B
$8.44M 0.06%
90,100
+21,200
+31% +$2M
MMM icon
254
PUT
3M
MMM
$94.1B
$8.43M 0.06%
57,169
+25,355
+80% +$3.55M
UAL icon
255
CALL
United Airlines
UAL
$40.2B
$8.43M 0.06%
95,700
+19,300
+25% +$1.73M
GD icon
256
CALL
General Dynamics
GD
$106B
$8.34M 0.06%
47,300
+17,700
+60% +$3.18M
LK
257
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$8.32M 0.06%
+211,500
New +$5.35M
OIH icon
258
PUT
VanEck Oil Services ETF
OIH
$1.99B
$8.3M 0.06%
31,320
+18,600
+146% +$4.45M
NXPI icon
259
CALL
NXP Semiconductors
NXPI
$65.4B
$8.22M 0.06%
64,600
+8,500
+15% +$987K
IWF icon
260
PUT
iShares Russell 1000 Growth ETF
IWF
$119B
$8.21M 0.06%
+186,800
New +$7.8M
TROW icon
261
CALL
T. Rowe Price
TROW
$26.1B
$8.21M 0.06%
67,400
+49,500
+277% +$5.84M
ROST icon
262
CALL
Ross Stores
ROST
$80.5B
$8.14M 0.05%
69,900
+66,300
+1,842% +$7.46M
SRE icon
263
PUT
Sempra
SRE
$59.2B
$8.12M 0.05%
+107,200
New +$7.86M
SO icon
264
CALL
Southern Company
SO
$109B
$8.11M 0.05%
127,300
-108,900
-46% -$6.75M
GIS icon
265
CALL
General Mills
GIS
$20.1B
$8.1M 0.05%
151,300
+62,000
+69% +$3.27M
IYT icon
266
PUT
iShares US Transportation ETF
IYT
$2.31B
$8.1M 0.05%
165,600
+134,800
+438% +$6.46M
HYG icon
267
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$8.07M 0.05%
+91,800
New +$7.99M
AFL icon
268
CALL
Aflac
AFL
$65.9B
$8.02M 0.05%
151,600
+109,400
+259% +$5.81M
MO icon
269
CALL
Altria Group
MO
$125B
$7.93M 0.05%
158,800
+101,500
+177% +$4.79M
GDX icon
270
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$7.88M 0.05%
269,300
-47,900
-15% -$1.31M
DE icon
271
CALL
Deere & Co
DE
$173B
$7.88M 0.05%
45,500
-10,900
-19% -$1.88M
OXY icon
272
PUT
Occidental Petroleum
OXY
$53.6B
$7.88M 0.05%
191,300
+79,500
+71% +$3.18M
DD icon
273
CALL
DuPont de Nemours
DD
$19B
$7.86M 0.05%
97,592
+62,061
+175% +$5.15M
GM icon
274
PUT
General Motors
GM
$81.7B
$7.83M 0.05%
214,000
+103,400
+93% +$3.76M
MDY icon
275
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$7.7M 0.05%
20,500
+5,400
+36% +$1.95M
9 10
11
12 13

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BCM
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OAM
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NOCM
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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.