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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
XLK icon
151
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$13.7M 0.09%
298,800
+99,400
+50% +$4.25M
XLE icon
152
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$13.7M 0.09%
454,800
-256,200
-36% -$7.6M
IBB icon
153
CALL
iShares Biotechnology ETF
IBB
$9.55B
$13.6M 0.09%
112,900
+63,600
+129% +$7.1M
BA icon
154
PUT
Boeing
BA
$175B
$13.4M 0.09%
41,000
-500
-1% -$177K
GM icon
155
CALL
General Motors
GM
$81.7B
$13.3M 0.09%
364,400
+197,900
+119% +$7.19M
TWTR
156
CALL
DELISTED
Twitter, Inc.
TWTR
$13.3M 0.09%
414,900
+172,400
+71% +$5.67M
DUK icon
157
CALL
Duke Energy
DUK
$101B
$13.2M 0.09%
144,400
-92,100
-39% -$8.44M
PNC icon
158
CALL
PNC Financial Services
PNC
$100B
$13.1M 0.09%
81,900
+24,000
+41% +$3.6M
KRE icon
159
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$13.1M 0.09%
224,300
+80,400
+56% +$4.46M
TMO icon
160
CALL
Thermo Fisher Scientific
TMO
$214B
$13.1M 0.09%
40,200
+15,600
+63% +$4.73M
PRU icon
161
CALL
Prudential Financial
PRU
$43B
$13M 0.09%
139,000
+91,700
+194% +$8.42M
COF icon
162
PUT
Capital One
COF
$130B
$13M 0.09%
126,100
+35,000
+38% +$3.37M
SBUX icon
163
CALL
Starbucks
SBUX
$118B
$12.9M 0.09%
147,100
+34,000
+30% +$2.9M
BRK.B icon
164
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$12.9M 0.09%
57,000
+2,500
+5% +$543K
ADM icon
165
CALL
Archer Daniels Midland
ADM
$40.1B
$12.7M 0.09%
273,200
+215,200
+371% +$9.18M
GILD icon
166
PUT
Gilead Sciences
GILD
$167B
$12.7M 0.09%
194,700
+89,800
+86% +$5.85M
BDX icon
167
CALL
Becton Dickinson
BDX
$45.8B
$12.6M 0.09%
47,663
-32,185
-40% -$8.02M
AZO icon
168
CALL
AutoZone
AZO
$50.9B
$12.6M 0.09%
10,600
+3,000
+39% +$3.46M
SLB icon
169
CALL
SLB Ltd
SLB
$74.2B
$12.6M 0.09%
313,600
+25,800
+9% +$921K
IYR icon
170
CALL
iShares US Real Estate ETF
IYR
$4.76B
$12.6M 0.08%
134,900
+29,700
+28% +$2.75M
ROKU icon
171
PUT
Roku
ROKU
$21.3B
$12.5M 0.08%
93,300
+64,300
+222% +$8.84M
WYNN icon
172
CALL
Wynn Resorts
WYNN
$10.3B
$12.4M 0.08%
89,400
+51,000
+133% +$6.2M
CAT icon
173
CALL
Caterpillar
CAT
$387B
$12.4M 0.08%
83,700
-26,300
-24% -$3.67M
MMM icon
174
CALL
3M
MMM
$94.1B
$12.3M 0.08%
83,361
-7,894
-9% -$1.11M
LOW icon
175
CALL
Lowe's Companies
LOW
$122B
$12.2M 0.08%
102,200
-137,000
-57% -$15.7M
5 6
7
8 9

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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.