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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
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 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ABBV icon
101
PUT
AbbVie
ABBV
$456B
$19.4M 0.13%
219,500
+24,800
+13% +$2.06M
TGT icon
102
CALL
Target
TGT
$71.5B
$19.4M 0.13%
151,500
+7,200
+5% +$845K
EFA icon
103
PUT
iShares MSCI EAFE ETF
EFA
$77.8B
$19.3M 0.13%
278,400
+168,400
+153% +$11.4M
BMY icon
104
CALL
Bristol-Myers Squibb
BMY
$129B
$19.3M 0.13%
300,100
+107,100
+55% +$6.13M
MRK icon
105
PUT
Merck
MRK
$351B
$19.1M 0.13%
220,604
+176,274
+398% +$14.5M
MU icon
106
CALL
Micron Technology
MU
$1.06T
$19M 0.13%
352,900
+203,100
+136% +$9.7M
XLK icon
107
CALL
State Street Technology Select Sector SPDR ETF
XLK
$120B
$18.8M 0.13%
410,800
-101,000
-20% -$4.32M
UPS icon
108
CALL
United Parcel Service
UPS
$87.2B
$18.7M 0.13%
160,100
+73,800
+86% +$8.74M
PG icon
109
CALL
Procter & Gamble
PG
$336B
$18.5M 0.12%
148,300
+20,300
+16% +$2.48M
LLY icon
110
CALL
Eli Lilly
LLY
$1.02T
$18.5M 0.12%
140,700
-35,200
-20% -$4.08M
SHOP icon
111
CALL
Shopify
SHOP
$171B
$18.4M 0.12%
463,000
+263,000
+132% +$8.89M
CMCSA icon
112
CALL
Comcast
CMCSA
$87.5B
$18.3M 0.12%
408,000
+98,600
+32% +$4.39M
CAT icon
113
PUT
Caterpillar
CAT
$361B
$18.3M 0.12%
124,000
+48,600
+64% +$6.78M
XLV icon
114
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
$18.3M 0.12%
179,300
-42,100
-19% -$4.05M
PEP icon
115
PUT
PepsiCo
PEP
$184B
$18.2M 0.12%
133,200
+77,600
+140% +$10.6M
KO icon
116
CALL
Coca-Cola
KO
$380B
$17.9M 0.12%
323,400
+46,000
+17% +$2.47M
AMGN icon
117
CALL
Amgen
AMGN
$203B
$17.7M 0.12%
73,600
+25,200
+52% +$5.55M
BAC icon
118
PUT
Bank of America
BAC
$417B
$17.7M 0.12%
502,800
-44,200
-8% -$1.43M
PM icon
119
CALL
Philip Morris
PM
$298B
$17.6M 0.12%
207,100
+95,900
+86% +$7.9M
QCOM icon
120
CALL
Qualcomm
QCOM
$200B
$17.5M 0.12%
198,700
+66,600
+50% +$5.57M
JNJ icon
121
PUT
Johnson & Johnson
JNJ
$629B
$17.4M 0.12%
119,500
-16,000
-12% -$2.17M
USB icon
122
CALL
US Bancorp
USB
$98.1B
$17.4M 0.12%
+293,600
New +$17M
FDX icon
123
CALL
FedEx
FDX
$73.9B
$17.1M 0.12%
113,100
+79,700
+239% +$12.3M
XLP icon
124
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$16.9M 0.11%
267,800
+23,400
+10% +$1.44M
AMD icon
125
PUT
Advanced Micro Devices
AMD
$828B
$16.8M 0.11%
366,200
+246,400
+206% +$9.07M
3 4
5
6 7

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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's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • 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.