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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
MFD
2701
DELISTED
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund
MFD
– –
-13,607
Closed -$135K
VBIV
2702
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
– –
-1,134
Closed -$16K
CONN
2703
CALL
DELISTED
Conn's Inc.
CONN
– –
-10,400
Closed -$259K
CONN
2704
PUT
DELISTED
Conn's Inc.
CONN
– –
-9,000
Closed -$224K
WRK
2705
DELISTED
WestRock Company
WRK
– –
-15,810
Closed -$617K
WRK
2706
PUT
DELISTED
WestRock Company
WRK
– –
-15,000
Closed -$547K
FBGX
2707
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
– –
-833
Closed -$231K
PXD
2708
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-13,190
Closed -$1.76M
MDC
2709
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-5,616
Closed -$224K
AYX
2710
DELISTED
Alteryx Inc
AYX
– –
-2,291
Closed -$233K
TRTN
2711
PUT
DELISTED
Triton International Limited
TRTN
– –
-6,400
Closed -$217K
NSL
2712
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-11,078
Closed -$64K
LSI
2713
CALL
DELISTED
Life Storage, Inc.
LSI
– –
-4,050
Closed -$285K
LSI
2714
DELISTED
Life Storage, Inc.
LSI
– –
-3,584
Closed -$252K
FIHD
2715
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
– –
-2,063
Closed -$378K
CS
2716
DELISTED
Credit Suisse Group
CS
– –
-15,838
Closed -$202K
ABB
2717
PUT
DELISTED
ABB Ltd
ABB
– –
-13,400
Closed -$264K
VYNT
2718
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
– –
-248
Closed -$4K
BBBY
2719
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-34,038
Closed -$477K
ALR
2720
DELISTED
AlerisLife Inc
ALR
– –
-1,217
Closed -$6K
RSX
2721
DELISTED
VanEck Russia ETF
RSX
– –
-66,933
Closed -$1.53M
TMBR
2722
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-25
Closed -$5K
TWTR
2723
DELISTED
Twitter, Inc.
TWTR
– –
-8,921
Closed -$293K
Y
2724
DELISTED
Alleghany Corp
Y
– –
-798
Closed -$637K
AXU
2725
DELISTED
Alexco Resource Corp
AXU
– –
-13,743
Closed -$24K
107 108
109
110 111

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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.