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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
SPLK
526
CALL
DELISTED
Splunk Inc
SPLK
$3.35M 0.02%
22,400
+9,500
+74% +$1.25M
COR icon
527
CALL
Cencora
COR
$62B
$3.32M 0.02%
39,100
+4,400
+13% +$377K
BDXA
528
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$3.31M 0.02%
50,544
+544
+1% +$33.7K
HWM icon
529
CALL
Howmet Aerospace
HWM
$109B
$3.31M 0.02%
140,050
+47,596
+51% +$1.06M
BHC icon
530
CALL
Bausch Health
BHC
$1.75B
$3.29M 0.02%
110,100
+51,200
+87% +$1.33M
DFS
531
PUT
DELISTED
Discover Financial Services
DFS
$3.29M 0.02%
38,800
-25,500
-40% -$2.1M
FE icon
532
CALL
FirstEnergy
FE
$28.4B
$3.27M 0.02%
67,300
+23,500
+54% +$1.12M
SHW icon
533
PUT
Sherwin-Williams
SHW
$84.8B
$3.27M 0.02%
16,800
+2,700
+19% +$515K
HRL icon
534
CALL
Hormel Foods
HRL
$14.2B
$3.26M 0.02%
72,300
+60,000
+488% +$2.58M
SU icon
535
PUT
Suncor Energy
SU
$77.7B
$3.26M 0.02%
99,400
+41,800
+73% +$1.3M
LNC icon
536
PUT
Lincoln National
LNC
$7.92B
$3.25M 0.02%
55,100
+28,700
+109% +$1.69M
PXD
537
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$3.24M 0.02%
21,400
-12,100
-36% -$1.61M
ANET icon
538
CALL
Arista Networks
ANET
$199B
$3.23M 0.02%
254,400
+136,000
+115% +$1.79M
LUV icon
539
PUT
Southwest Airlines
LUV
$21.7B
$3.22M 0.02%
59,700
+25,300
+74% +$1.4M
DVN icon
540
PUT
Devon Energy
DVN
$51.3B
$3.22M 0.02%
124,000
-21,500
-15% -$484K
VRSN icon
541
CALL
VeriSign
VRSN
$26.3B
$3.22M 0.02%
16,700
+900
+6% +$169K
IWB icon
542
iShares Russell 1000 ETF
IWB
$47.1B
$3.22M 0.02%
18,023
-54,990
-75% -$9.38M
WPM icon
543
CALL
Wheaton Precious Metals
WPM
$49.7B
$3.2M 0.02%
107,700
-35,900
-25% -$981K
ETR icon
544
CALL
Entergy
ETR
$50.3B
$3.2M 0.02%
53,400
+3,400
+7% +$200K
XME icon
545
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$3.19M 0.02%
109,000
+43,600
+67% +$1.19M
TMO icon
546
PUT
Thermo Fisher Scientific
TMO
$214B
$3.18M 0.02%
9,800
-2,700
-22% -$819K
DG icon
547
CALL
Dollar General
DG
$28.4B
$3.18M 0.02%
20,400
+12,300
+152% +$1.95M
UNG icon
548
PUT
United States Natural Gas Fund
UNG
$450M
$3.16M 0.02%
+46,850
New +$3.63M
DOW icon
549
CALL
Dow Inc
DOW
$22B
$3.15M 0.02%
57,500
+2,600
+5% +$134K
DPZ icon
550
CALL
Domino's
DPZ
$11.9B
$3.14M 0.02%
10,700
-4,000
-27% -$1.1M
20 21
22
23 24

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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.