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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
FAX
2176
abrdn Asia-Pacific Income Fund
FAX
$592M
$118K ﹤0.01%
+4,644
New +$119K
FOSL icon
2177
Fossil Group
FOSL
$260M
$118K ﹤0.01%
+14,938
New +$138K
IGD
2178
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$118K ﹤0.01%
+19,066
New +$116K
EXPR
2179
CALL
DELISTED
Express, Inc.
EXPR
$117K ﹤0.01%
+1,205
New +$94.7K
BWMCU
2180
DELISTED
Boxwood Merger Corp. Unit
BWMCU
$115K ﹤0.01%
11,658
-200
-2% -$2.13K
UNIT
2181
Uniti Group
UNIT
$2.52B
$113K ﹤0.01%
+13,775
New +$99.7K
EGO icon
2182
PUT
Eldorado Gold
EGO
$8.33B
$112K ﹤0.01%
+13,900
New +$108K
MUX icon
2183
McEwen Inc
MUX
$1B
$109K ﹤0.01%
8,619
+71
+0.8% +$1K
BMY.RT
2184
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$109K ﹤0.01%
+36,136
New +$94K
HIO
2185
Western Asset High Income Opportunity Fund
HIO
$331M
$107K ﹤0.01%
+21,153
New +$106K
GMZ
2186
DELISTED
Goldman Sachs MLP Income Opportunities Fund
GMZ
$104K ﹤0.01%
+2,441
New +$104K
ENLC
2187
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$102K ﹤0.01%
+16,579
New +$101K
AEF
2188
abrdn Emerging Markets Equity Income Fund
AEF
$329M
$100K ﹤0.01%
+13,097
New +$94.4K
VVR icon
2189
Invesco Senior Income Trust
VVR
$456M
$100K ﹤0.01%
+23,264
New +$97.1K
QVCGA
2190
CALL
DELISTED
QVC Group Inc Series A
QVCGA
$99K ﹤0.01%
+241
New +$109K
SWBI icon
2191
CALL
Smith & Wesson
SWBI
$649M
$97K ﹤0.01%
+13,530
New +$82.5K
KGC icon
2192
Kinross Gold
KGC
$27.7B
$96K ﹤0.01%
+20,193
New +$91.1K
DNR
2193
DELISTED
Denbury Resources, Inc.
DNR
$95K ﹤0.01%
67,387
-61,887
-48% -$69K
CENX icon
2194
Century Aluminum
CENX
$4.22B
$93K ﹤0.01%
+12,395
New +$85.9K
CNDT icon
2195
Conduent
CNDT
$253M
$93K ﹤0.01%
+14,927
New +$93.4K
SPWR
2196
DELISTED
SunPower Corporation Common Stock
SPWR
$92K ﹤0.01%
+18,081
New +$101K
DO
2197
CALL
DELISTED
Diamond Offshore Drilling
DO
$92K ﹤0.01%
+12,800
New +$74.4K
ORC
2198
Orchid Island Capital
ORC
$1.31B
$89K ﹤0.01%
+3,042
New +$87.2K
AM icon
2199
Antero Midstream
AM
$10.2B
$88K ﹤0.01%
+11,529
New +$72.9K
TEF
2200
DELISTED
Telefonica
TEF
$88K ﹤0.01%
15,636
-71,083
-82% -$432K
86 87
88
89 90

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.