We are live on ! Find out more
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
PKG icon
1176
CALL
Packaging Corp of America
PKG
$22.2B
$784K 0.01%
7,000
+1,900
+37% +$210K
YINN icon
1177
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
$784K 0.01%
+1,774
New +$669K
AUY
1178
CALL
DELISTED
Yamana Gold, Inc.
AUY
$784K 0.01%
198,400
+114,600
+137% +$402K
GT icon
1179
CALL
Goodyear
GT
$2.09B
$781K 0.01%
50,200
+29,300
+140% +$458K
SNPS icon
1180
CALL
Synopsys
SNPS
$71.6B
$780K 0.01%
5,600
+3,700
+195% +$508K
DLR icon
1181
Digital Realty Trust
DLR
$69.6B
$777K 0.01%
+6,492
New +$799K
CLF icon
1182
PUT
Cleveland-Cliffs
CLF
$6.49B
$776K 0.01%
92,400
+28,600
+45% +$220K
SJNK icon
1183
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.87B
$774K 0.01%
28,720
-79,236
-73% -$2.12M
MBI icon
1184
PUT
MBIA
MBI
$275M
$772K 0.01%
83,000
+52,800
+175% +$502K
CDE icon
1185
CALL
Coeur Mining
CDE
$15.1B
$767K 0.01%
+94,900
New +$585K
CBRE icon
1186
PUT
CBRE Group
CBRE
$43.3B
$766K 0.01%
+12,500
New +$692K
GNRC icon
1187
Generac Holdings
GNRC
$11.5B
$765K 0.01%
+7,604
New +$708K
FTI icon
1188
TechnipFMC
FTI
$28.6B
$763K 0.01%
+47,815
New +$742K
RACE icon
1189
PUT
Ferrari
RACE
$67.8B
$761K 0.01%
4,600
+300
+7% +$48.5K
VMW
1190
DELISTED
VMware, Inc
VMW
$761K 0.01%
+5,014
New +$786K
CGNX icon
1191
CALL
Cognex
CGNX
$9.62B
$757K 0.01%
+13,500
New +$698K
GWRE icon
1192
CALL
Guidewire Software
GWRE
$13.9B
$757K 0.01%
6,900
+3,200
+86% +$358K
CROX icon
1193
Crocs
CROX
$6.63B
$756K 0.01%
+18,053
New +$631K
LII icon
1194
CALL
Lennox International
LII
$15B
$756K 0.01%
3,100
+100
+3% +$24.8K
IPGP icon
1195
CALL
IPG Photonics
IPGP
$3.4B
$754K 0.01%
+5,200
New +$724K
IQ icon
1196
CALL
iQIYI
IQ
$1.19B
$754K 0.01%
35,700
+13,300
+59% +$245K
ZS icon
1197
PUT
Zscaler
ZS
$24.9B
$753K 0.01%
16,200
+7,200
+80% +$334K
CC icon
1198
CALL
Chemours
CC
$2.48B
$751K 0.01%
+41,500
New +$689K
LYB icon
1199
LyondellBasell Industries
LYB
$19.5B
$751K 0.01%
7,950
-25,575
-76% -$2.34M
ABMD
1200
CALL
DELISTED
Abiomed Inc
ABMD
$751K 0.01%
4,400
+2,500
+132% +$463K
46 47
48
49 50

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.