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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
XLY icon
76
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$23.2M 0.16%
370,600
+263,000
+244% +$16M
T icon
77
CALL
AT&T
T
$169B
$23M 0.16%
780,366
+208,530
+36% +$6.02M
BA icon
78
CALL
Boeing
BA
$175B
$22.9M 0.15%
70,300
+6,800
+11% +$2.41M
ABT icon
79
CALL
Abbott
ABT
$187B
$22.8M 0.15%
262,300
+38,200
+17% +$3.2M
MA icon
80
CALL
Mastercard
MA
$497B
$22.7M 0.15%
75,900
-6,300
-8% -$1.78M
MDY icon
81
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$22.4M 0.15%
59,700
+51,800
+656% +$18.7M
BRK.B icon
82
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$22.4M 0.15%
98,700
+30,800
+45% +$6.69M
XLI icon
83
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$22.3M 0.15%
273,500
-94,600
-26% -$7.55M
ADBE icon
84
CALL
Adobe
ADBE
$99B
$22.1M 0.15%
66,900
+16,200
+32% +$4.77M
INTC icon
85
CALL
Intel
INTC
$435B
$21.8M 0.15%
363,900
+75,200
+26% +$4.21M
GILD icon
86
CALL
Gilead Sciences
GILD
$167B
$21.7M 0.15%
334,700
+221,800
+196% +$14.4M
XLU icon
87
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$21.7M 0.15%
672,400
+143,400
+27% +$4.55M
MU icon
88
PUT
Micron Technology
MU
$927B
$21.6M 0.15%
401,600
+103,900
+35% +$4.96M
UNH icon
89
CALL
UnitedHealth
UNH
$389B
$21.2M 0.14%
72,100
+8,500
+13% +$2.22M
PFE icon
90
CALL
Pfizer
PFE
$144B
$21.1M 0.14%
568,422
-177,705
-24% -$6.33M
ABBV icon
91
CALL
AbbVie
ABBV
$465B
$20.8M 0.14%
235,300
-82,200
-26% -$6.82M
AIZP
92
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$20.8M 0.14%
161,526
+71,228
+79% +$9.06M
XBI icon
93
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$20.7M 0.14%
217,600
+139,300
+178% +$12M
CMG icon
94
CALL
Chipotle Mexican Grill
CMG
$43B
$20.4M 0.14%
1,220,000
+470,000
+63% +$7.54M
TFC icon
95
CALL
Truist Financial
TFC
$64.7B
$20.4M 0.14%
362,300
+266,100
+277% +$14.4M
BIDU icon
96
CALL
Baidu
BIDU
$35.7B
$19.9M 0.13%
157,800
+74,900
+90% +$8.51M
ISRG icon
97
CALL
Intuitive Surgical
ISRG
$130B
$19.9M 0.13%
101,100
-6,600
-6% -$1.24M
WFC icon
98
PUT
Wells Fargo
WFC
$263B
$19.9M 0.13%
369,300
+67,700
+22% +$3.55M
HD icon
99
PUT
Home Depot
HD
$343B
$19.7M 0.13%
90,100
-165,700
-65% -$37.5M
AVGO icon
100
CALL
Broadcom
AVGO
$1.81T
$19.5M 0.13%
617,000
+49,000
+9% +$1.49M
2 3
4
5 6

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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.