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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
NVO
1501
CALL
Novo Nordisk
NVO
$228B
$451K ﹤0.01%
15,600
+1,600
+11% +$44.3K
TRIP icon
1502
PUT
TripAdvisor
TRIP
$1.7B
$450K ﹤0.01%
14,800
+7,200
+95% +$242K
BIDU icon
1503
Baidu
BIDU
$35.7B
$449K ﹤0.01%
3,554
-1,808
-34% -$206K
FMC icon
1504
CALL
FMC
FMC
$1.25B
$449K ﹤0.01%
4,500
+1,900
+73% +$177K
PVH icon
1505
PVH
PVH
$4.07B
$449K ﹤0.01%
+4,268
New +$407K
DERM
1506
DELISTED
Dermira, Inc.
DERM
$449K ﹤0.01%
+29,619
New +$256K
HUN icon
1507
CALL
Huntsman Corp
HUN
$2.1B
$447K ﹤0.01%
+18,500
New +$429K
NSC icon
1508
PUT
Norfolk Southern
NSC
$75.4B
$446K ﹤0.01%
+2,300
New +$431K
STLD icon
1509
CALL
Steel Dynamics
STLD
$36.2B
$446K ﹤0.01%
+13,100
New +$418K
GE icon
1510
GE Aerospace
GE
$364B
$445K ﹤0.01%
8,006
-14,906
-65% -$770K
RITM icon
1511
Rithm Capital
RITM
$5.58B
$444K ﹤0.01%
27,560
+16,777
+156% +$263K
NI icon
1512
NiSource
NI
$21.5B
$443K ﹤0.01%
15,914
+8,448
+113% +$232K
NAV
1513
CALL
DELISTED
Navistar International
NAV
$443K ﹤0.01%
15,300
-1,000
-6% -$30.8K
DISH
1514
PUT
DELISTED
DISH Network Corp.
DISH
$443K ﹤0.01%
+12,500
New +$433K
AXP icon
1515
American Express
AXP
$224B
$442K ﹤0.01%
3,549
+1,649
+87% +$197K
WPX
1516
PUT
DELISTED
WPX Energy, Inc.
WPX
$442K ﹤0.01%
32,200
+13,600
+73% +$145K
HDS
1517
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
$442K ﹤0.01%
+11,000
New +$437K
SLAB icon
1518
CALL
Silicon Laboratories
SLAB
$7.14B
$441K ﹤0.01%
+3,800
New +$417K
HUM icon
1519
PUT
Humana
HUM
$43.9B
$440K ﹤0.01%
+1,200
New +$381K
SPXL icon
1520
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.27B
$440K ﹤0.01%
6,663
-39,819
-86% -$2.31M
TGTX icon
1521
TG Therapeutics
TGTX
$8.19B
$440K ﹤0.01%
+39,675
New +$302K
ALNY icon
1522
PUT
Alnylam Pharmaceuticals
ALNY
$38.3B
$438K ﹤0.01%
+3,800
New +$379K
HIG icon
1523
CALL
Hartford Financial Services
HIG
$39.9B
$438K ﹤0.01%
+7,200
New +$432K
ETN icon
1524
Eaton
ETN
$141B
$437K ﹤0.01%
+4,618
New +$410K
USO icon
1525
United States Oil Fund
USO
$2.15B
$437K ﹤0.01%
4,266
-21,799
-84% -$2.07M
59 60
61
62 63

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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.