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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
MS icon
2526
Morgan Stanley
MS
$333B
– –
-107,694
Closed -$5.1M
MSI icon
2527
CALL
Motorola Solutions
MSI
$73.1B
– –
-6,500
Closed -$1.11M
MSI icon
2528
PUT
Motorola Solutions
MSI
$73.1B
– –
-2,000
Closed -$341K
MTCH icon
2529
PUT
Match Group
MTCH
$9.16B
– –
-8,800
Closed -$629K
MTB icon
2530
PUT
M&T Bank
MTB
$36.6B
– –
-3,300
Closed -$521K
MTN icon
2531
PUT
Vail Resorts
MTN
$5.6B
– –
-2,500
Closed -$569K
MUE
2532
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
– –
-10,702
Closed -$137K
MUR icon
2533
CALL
Murphy Oil
MUR
$5.25B
– –
-25,900
Closed -$573K
MUR icon
2534
PUT
Murphy Oil
MUR
$5.25B
– –
-24,300
Closed -$537K
NEE icon
2535
NextEra Energy
NEE
$186B
– –
-4,884
Closed -$285K
NET icon
2536
Cloudflare
NET
$93.7B
– –
-10,592
Closed -$180K
NI icon
2537
CALL
NiSource
NI
$21.9B
– –
-10,300
Closed -$308K
NMR icon
2538
Nomura Holdings
NMR
$28.1B
– –
-27,963
Closed -$119K
NOG icon
2539
Northern Oil and Gas
NOG
$2.16B
– –
-2,770
Closed -$54K
NOV icon
2540
NOV
NOV
$7.11B
– –
-74,504
Closed -$1.68M
NOW icon
2541
ServiceNow
NOW
$114B
– –
-16,875
Closed -$889K
NSC icon
2542
Norfolk Southern
NSC
$76.1B
– –
-7,400
Closed -$1.39M
NTRS icon
2543
Northern Trust
NTRS
$22.2B
– –
-7,954
Closed -$814K
NVDA icon
2544
NVIDIA
NVDA
$4.77T
– –
-62,480
Closed -$325K
NVO
2545
PUT
Novo Nordisk
NVO
$225B
– –
-13,600
Closed -$352K
NVS icon
2546
Novartis
NVS
$304B
– –
-9,732
Closed -$873K
OI icon
2547
O-I Glass
OI
$1.39B
– –
-25,012
Closed -$250K
OKTA icon
2548
Okta
OKTA
$23.7B
– –
-5,139
Closed -$592K
OLED icon
2549
Universal Display
OLED
$3.85B
– –
-2,835
Closed -$536K
OMC icon
2550
Omnicom Group
OMC
$24.6B
– –
-2,762
Closed -$216K
100 101
102
103 104

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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.