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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
126
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$16.7M 0.11%
266,800
+98,600
+59% +$6M
SHOP icon
127
PUT
Shopify
SHOP
$169B
$16.6M 0.11%
417,000
+272,000
+188% +$9.2M
AMD icon
128
CALL
Advanced Micro Devices
AMD
$741B
$16.5M 0.11%
359,700
-48,200
-12% -$1.77M
Z icon
129
PUT
Zillow
Z
$7.7B
$16.4M 0.11%
356,000
+155,300
+77% +$5.79M
IBB icon
130
PUT
iShares Biotechnology ETF
IBB
$9.55B
$16.3M 0.11%
135,300
+52,500
+63% +$5.86M
ROKU icon
131
CALL
Roku
ROKU
$21.3B
$16.2M 0.11%
121,100
+89,900
+288% +$12.4M
CVX icon
132
PUT
Chevron
CVX
$374B
$16M 0.11%
133,000
-28,000
-17% -$3.3M
LLY icon
133
PUT
Eli Lilly
LLY
$1.09T
$16M 0.11%
121,400
+113,200
+1,380% +$13.1M
WFC icon
134
CALL
Wells Fargo
WFC
$263B
$15.8M 0.11%
294,000
-25,100
-8% -$1.31M
ETN icon
135
CALL
Eaton
ETN
$150B
$15.6M 0.11%
164,700
+83,700
+103% +$7.43M
SMH icon
136
CALL
VanEck Semiconductor ETF
SMH
$63.8B
$15.2M 0.1%
215,400
-169,000
-44% -$11.1M
ORCL icon
137
CALL
Oracle
ORCL
$346B
$15.1M 0.1%
284,600
+232,900
+450% +$12.8M
CRM icon
138
PUT
Salesforce
CRM
$149B
$15M 0.1%
92,300
-116,400
-56% -$18.2M
SOLN
139
DELISTED
The Southern Company
SOLN
$15M 0.1%
277,855
+185,425
+201% +$9.82M
FDX icon
140
PUT
FedEx
FDX
$74B
$14.8M 0.1%
98,100
+48,600
+98% +$7.49M
UNH icon
141
PUT
UnitedHealth
UNH
$389B
$14.8M 0.1%
50,200
+19,200
+62% +$5.02M
NKE icon
142
CALL
Nike
NKE
$63.9B
$14.6M 0.1%
143,900
+28,500
+25% +$2.69M
AVGO icon
143
PUT
Broadcom
AVGO
$1.81T
$14.5M 0.1%
460,000
+10,000
+2% +$304K
LRCX icon
144
PUT
Lam Research
LRCX
$337B
$14.5M 0.1%
495,000
+294,000
+146% +$7.81M
XLF icon
145
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$14.2M 0.1%
461,800
+163,500
+55% +$4.8M
CSCO icon
146
PUT
Cisco
CSCO
$456B
$14M 0.09%
292,200
-167,300
-36% -$7.78M
BMY icon
147
PUT
Bristol-Myers Squibb
BMY
$130B
$14M 0.09%
218,300
+57,200
+36% +$3.28M
ACN icon
148
CALL
Accenture
ACN
$101B
$13.9M 0.09%
65,900
+61,100
+1,273% +$11.9M
FTV.PRA
149
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$13.8M 0.09%
14,224
-3,287
-19% -$3.06M
VZ icon
150
PUT
Verizon
VZ
$201B
$13.8M 0.09%
224,900
+144,800
+181% +$8.73M
4 5
6
7 8

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OAM
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NOCM
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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.