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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
IBM icon
176
CALL
IBM
IBM
$214B
$12.1M 0.08%
94,663
-71,128
-43% -$9.24M
PYPL icon
177
CALL
PayPal
PYPL
$51.4B
$12M 0.08%
111,100
+35,600
+47% +$3.71M
AMGN icon
178
PUT
Amgen
AMGN
$212B
$11.9M 0.08%
49,500
-14,500
-23% -$3.2M
AEP icon
179
CALL
American Electric Power
AEP
$72.4B
$11.9M 0.08%
126,100
+93,900
+292% +$8.67M
X
180
PUT
DELISTED
US Steel
X
$11.9M 0.08%
1,042,100
+966,500
+1,278% +$12M
CMI icon
181
CALL
Cummins
CMI
$88.5B
$11.8M 0.08%
66,200
+16,500
+33% +$2.9M
T icon
182
PUT
AT&T
T
$169B
$11.8M 0.08%
400,113
+46,340
+13% +$1.34M
AZO icon
183
PUT
AutoZone
AZO
$50.9B
$11.8M 0.08%
9,900
+4,900
+98% +$5.66M
HLF icon
184
PUT
Herbalife
HLF
$1.3B
$11.8M 0.08%
247,400
+239,200
+2,917% +$10.4M
XOP icon
185
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$11.7M 0.08%
123,425
+7,850
+7% +$680K
DFS
186
CALL
DELISTED
Discover Financial Services
DFS
$11.7M 0.08%
137,500
+40,200
+41% +$3.32M
TLT icon
187
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$11.6M 0.08%
85,900
+6,500
+8% +$905K
COP icon
188
CALL
ConocoPhillips
COP
$139B
$11.6M 0.08%
178,800
+94,900
+113% +$5.58M
XLI icon
189
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$11.6M 0.08%
142,600
-93,900
-40% -$7.5M
DAL icon
190
CALL
Delta Air Lines
DAL
$58.8B
$11.6M 0.08%
198,600
+153,400
+339% +$8.6M
STNG icon
191
PUT
Scorpio Tankers
STNG
$3.94B
$11.5M 0.08%
+292,200
New +$10M
AXP icon
192
CALL
American Express
AXP
$227B
$11.5M 0.08%
92,000
+46,000
+100% +$5.5M
TGT icon
193
PUT
Target
TGT
$65.5B
$11.4M 0.08%
88,900
+17,800
+25% +$2.09M
EOG icon
194
CALL
EOG Resources
EOG
$74.4B
$11.4M 0.08%
135,600
+96,700
+249% +$7.08M
LULU icon
195
CALL
lululemon athletica
LULU
$13.7B
$11.3M 0.08%
48,800
+8,200
+20% +$1.75M
NOC icon
196
CALL
Northrop Grumman
NOC
$78B
$11.3M 0.08%
32,800
+4,700
+17% +$1.65M
PAYX icon
197
CALL
Paychex
PAYX
$42.3B
$11.3M 0.08%
132,500
+115,900
+698% +$9.78M
REGN icon
198
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
$11.3M 0.08%
30,000
+19,400
+183% +$6.53M
ELV icon
199
CALL
Elevance Health
ELV
$83.7B
$11.2M 0.08%
37,100
-26,800
-42% -$7.37M
MS icon
200
PUT
Morgan Stanley
MS
$333B
$11.1M 0.07%
217,000
-92,400
-30% -$4.37M
6 7
8
9 10

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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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RB
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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.