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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
JPM icon
26
CALL
JPMorgan Chase
JPM
$950B
$64.3M 0.43%
461,100
+103,700
+29% +$13.3M
BABA icon
27
CALL
Alibaba
BABA
$276B
$60.9M 0.41%
287,200
+238,800
+493% +$44.8M
BABA icon
28
PUT
Alibaba
BABA
$276B
$55.1M 0.37%
260,000
+164,800
+173% +$30.9M
C icon
29
CALL
Citigroup
C
$222B
$48.6M 0.33%
608,700
+413,800
+212% +$30.6M
SMH icon
30
PUT
VanEck Semiconductor ETF
SMH
$63.8B
$48.5M 0.33%
686,000
+112,200
+20% +$7.35M
IWM icon
31
iShares Russell 2000 ETF
IWM
$80.4B
$48.2M 0.32%
290,895
+37,685
+15% +$5.96M
V icon
32
PUT
Visa
V
$697B
$47.4M 0.32%
252,400
+168,000
+199% +$30.3M
XLV icon
33
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$46.6M 0.31%
457,800
-29,600
-6% -$2.85M
QQQ icon
34
Invesco QQQ Trust
QQQ
$445B
$46.5M 0.31%
+218,534
New +$43.8M
DIS icon
35
PUT
Walt Disney
DIS
$172B
$45.9M 0.31%
317,300
+208,300
+191% +$29.1M
NVDA icon
36
CALL
NVIDIA
NVDA
$4.77T
$44.9M 0.3%
7,628,000
+3,192,000
+72% +$16.6M
PEP icon
37
CALL
PepsiCo
PEP
$195B
$44.7M 0.3%
327,400
+150,600
+85% +$20.5M
GLD icon
38
CALL
SPDR Gold Trust
GLD
$131B
$43.2M 0.29%
302,000
-14,400
-5% -$2.01M
XLE icon
39
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$42.5M 0.29%
1,416,200
+669,600
+90% +$19.9M
NFLX icon
40
CALL
Netflix
NFLX
$301B
$42.1M 0.28%
1,302,000
+596,000
+84% +$17.7M
V icon
41
CALL
Visa
V
$697B
$40.5M 0.27%
215,700
+125,100
+138% +$22.5M
CVX icon
42
CALL
Chevron
CVX
$374B
$38.8M 0.26%
321,700
-72,600
-18% -$8.55M
XLU icon
43
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$38.2M 0.26%
1,180,800
+606,600
+106% +$19.3M
SRE.PRA
44
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$38.1M 0.26%
317,200
+125,906
+66% +$14.8M
VZ icon
45
CALL
Verizon
VZ
$201B
$38.1M 0.26%
619,900
+44,800
+8% +$2.7M
XOM icon
46
CALL
ExxonMobil
XOM
$634B
$37.5M 0.25%
537,900
-252,200
-32% -$17.4M
NVDA icon
47
PUT
NVIDIA
NVDA
$4.77T
$36.8M 0.25%
6,256,000
+2,768,000
+79% +$14.4M
GS icon
48
PUT
Goldman Sachs
GS
$305B
$36.4M 0.25%
158,500
+13,200
+9% +$2.86M
NFLX icon
49
PUT
Netflix
NFLX
$301B
$36.3M 0.25%
1,123,000
+628,000
+127% +$18.6M
WMT icon
50
CALL
Walmart Inc
WMT
$900B
$34.7M 0.23%
876,600
+45,300
+5% +$1.8M
1
2
3 4 5

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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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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.