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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
APD icon
2301
Air Products & Chemicals
APD
$65.5B
– –
-1,860
Closed -$420K
APH icon
2302
CALL
Amphenol
APH
$188B
– –
-82,000
Closed -$1.98M
APPN icon
2303
Appian
APPN
$2.13B
– –
-6,830
Closed -$324K
AR icon
2304
Antero Resources
AR
$10.9B
– –
-17,164
Closed -$52K
ARCC icon
2305
Ares Capital
ARCC
$13.5B
– –
-14,625
Closed -$272K
DCH
2306
CALL
Dauch Corp
DCH
$1.34B
– –
-11,100
Closed -$91K
BA icon
2307
Boeing
BA
$172B
– –
-3,550
Closed -$1.26M
BAC icon
2308
Bank of America
BAC
$432B
– –
-41,296
Closed -$1.33M
BAC.PRL icon
2309
Bank of America Series L
BAC.PRL
$3.95B
– –
-317
Closed -$474K
BB icon
2310
BlackBerry
BB
$4.71B
– –
-32,849
Closed -$180K
BBY icon
2311
Best Buy
BBY
$19.2B
– –
-3,360
Closed -$257K
BCX icon
2312
BlackRock Resources & Commodities Strategy Trust
BCX
$894M
– –
-10,396
Closed -$78K
BEN icon
2313
CALL
Franklin Resources
BEN
$17B
– –
-20,000
Closed -$577K
BEN icon
2314
Franklin Resources
BEN
$17B
– –
-10,689
Closed -$290K
BG icon
2315
Bunge Global
BG
$21.3B
– –
-4,618
Closed -$255K
BGY icon
2316
BlackRock Enhanced International Dividend Trust
BGY
$514M
– –
-13,940
Closed -$76K
BHC icon
2317
Bausch Health
BHC
$1.74B
– –
-10,457
Closed -$272K
BKE icon
2318
CALL
Buckle
BKE
$2.33B
– –
-11,300
Closed -$233K
BKNG icon
2319
Booking.com
BKNG
$158B
– –
-38,900
Closed -$3.05M
BLK icon
2320
Blackrock
BLK
$171B
– –
-531
Closed -$252K
BLUE
2321
PUT
DELISTED
bluebird bio
BLUE
– –
-262
Closed -$312K
BN icon
2322
Brookfield
BN
$103B
– –
-27,248
Closed -$543K
BND icon
2323
Vanguard Total Bond Market
BND
$158B
– –
-51,186
Closed -$4.32M
BMY icon
2324
Bristol-Myers Squibb
BMY
$130B
– –
-74,023
Closed -$4.24M
BNDX icon
2325
Vanguard Total International Bond ETF
BNDX
$82.1B
– –
-8,090
Closed -$476K
91 92
93
94 95

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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
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TIM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.