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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
META icon
51
PUT
Meta Platforms (Facebook)
META
$1.51T
$34.6M 0.23%
168,400
+28,400
+20% +$5.5M
CMG icon
52
PUT
Chipotle Mexican Grill
CMG
$43B
$34.2M 0.23%
2,040,000
+1,495,000
+274% +$24M
JNJ icon
53
CALL
Johnson & Johnson
JNJ
$643B
$33.2M 0.22%
227,800
-261,200
-53% -$35.4M
BAC icon
54
CALL
Bank of America
BAC
$439B
$32.9M 0.22%
935,400
+405,500
+77% +$13.1M
XOM icon
55
PUT
ExxonMobil
XOM
$634B
$31.5M 0.21%
451,800
+230,700
+104% +$16M
GS icon
56
CALL
Goldman Sachs
GS
$305B
$31.2M 0.21%
135,900
+18,900
+16% +$4.1M
LMT icon
57
CALL
Lockheed Martin
LMT
$134B
$31.2M 0.21%
80,200
+30,500
+61% +$11.7M
IQ icon
58
PUT
iQIYI
IQ
$1.21B
$30.2M 0.2%
1,430,000
-8,200
-0.6% -$151K
HD icon
59
CALL
Home Depot
HD
$343B
$30.2M 0.2%
138,100
-68,700
-33% -$15.6M
GLD icon
60
PUT
SPDR Gold Trust
GLD
$131B
$28.4M 0.19%
198,700
+12,300
+7% +$1.72M
ISRG icon
61
PUT
Intuitive Surgical
ISRG
$130B
$28.3M 0.19%
143,700
+90,300
+169% +$16.9M
JPM icon
62
PUT
JPMorgan Chase
JPM
$950B
$28.3M 0.19%
202,800
-60,000
-23% -$7.7M
CRM icon
63
CALL
Salesforce
CRM
$149B
$28.3M 0.19%
173,800
+92,600
+114% +$14.5M
MA icon
64
PUT
Mastercard
MA
$497B
$28.2M 0.19%
94,300
-7,500
-7% -$2.11M
ADBE icon
65
PUT
Adobe
ADBE
$99B
$28M 0.19%
85,000
+26,500
+45% +$7.8M
COST icon
66
CALL
Costco
COST
$429B
$27.7M 0.19%
94,200
+13,400
+17% +$3.98M
CSCO icon
67
CALL
Cisco
CSCO
$456B
$25.9M 0.17%
540,300
+118,400
+28% +$5.5M
COST icon
68
PUT
Costco
COST
$429B
$25.8M 0.17%
87,900
+12,000
+16% +$3.57M
NEE.PRO
69
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$25.6M 0.17%
500,000
+50,000
+11% +$2.51M
MCD icon
70
CALL
McDonald's
MCD
$194B
$25.5M 0.17%
128,900
+2,100
+2% +$417K
MDY icon
71
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$25.3M 0.17%
67,355
+34,578
+105% +$12.5M
MRK icon
72
CALL
Merck
MRK
$326B
$25.1M 0.17%
289,667
-49,990
-15% -$4.11M
C icon
73
PUT
Citigroup
C
$222B
$24.3M 0.16%
304,000
-138,900
-31% -$10.3M
INTC icon
74
PUT
Intel
INTC
$435B
$23.7M 0.16%
395,300
+151,500
+62% +$8.48M
WMT icon
75
PUT
Walmart Inc
WMT
$900B
$23.5M 0.16%
593,400
+226,800
+62% +$9.01M
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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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.