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
DAY
1751
DELISTED
Dayforce
DAY
$312K ﹤0.01%
+4,601
New +$254K
IMMU
1752
DELISTED
Immunomedics Inc
IMMU
$312K ﹤0.01%
+14,750
New +$260K
ACAD icon
1753
Acadia Pharmaceuticals
ACAD
$4.51B
$311K ﹤0.01%
7,269
-2,716
-27% -$118K
KEY icon
1754
KeyCorp
KEY
$23.8B
$311K ﹤0.01%
+15,344
New +$289K
WELL icon
1755
PUT
Welltower
WELL
$174B
$311K ﹤0.01%
+3,800
New +$325K
FTCH
1756
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$311K ﹤0.01%
+30,083
New +$270K
AEO icon
1757
PUT
American Eagle Outfitters
AEO
$2.94B
$310K ﹤0.01%
+21,100
New +$322K
GEN icon
1758
Gen Digital
GEN
$16.5B
$310K ﹤0.01%
12,162
+805
+7% +$19.7K
HSIC icon
1759
Henry Schein
HSIC
$9.78B
$310K ﹤0.01%
+4,653
New +$308K
SCCO icon
1760
PUT
Southern Copper
SCCO
$138B
$310K ﹤0.01%
+7,875
New +$274K
TD icon
1761
Toronto Dominion Bank
TD
$193B
$310K ﹤0.01%
5,526
-2,401
-30% -$136K
ALLY icon
1762
PUT
Ally Financial
ALLY
$13.1B
$309K ﹤0.01%
10,100
-30,100
-75% -$940K
CLH icon
1763
CALL
Clean Harbors
CLH
$17.2B
$309K ﹤0.01%
+3,600
New +$293K
DIN icon
1764
CALL
Dine Brands
DIN
$462M
$309K ﹤0.01%
3,700
-4,100
-53% -$319K
TLH icon
1765
iShares 10-20 Year Treasury Bond ETF
TLH
$11B
$309K ﹤0.01%
+2,150
New +$315K
CBRE icon
1766
CBRE Group
CBRE
$43.3B
$307K ﹤0.01%
+5,014
New +$278K
RMD icon
1767
ResMed
RMD
$31.1B
$307K ﹤0.01%
1,981
-992
-33% -$143K
AXSM icon
1768
Axsome Therapeutics
AXSM
$11.7B
$306K ﹤0.01%
+2,957
New +$119K
DUST icon
1769
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
$306K ﹤0.01%
22
+11
+100% +$203K
LII icon
1770
Lennox International
LII
$15B
$306K ﹤0.01%
+1,254
New +$311K
VIAV icon
1771
Viavi Solutions
VIAV
$7.95B
$306K ﹤0.01%
+20,433
New +$306K
RPAI
1772
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$306K ﹤0.01%
22,825
+10,516
+85% +$141K
ODFL icon
1773
PUT
Old Dominion Freight Line
ODFL
$46.3B
$304K ﹤0.01%
4,800
-4,500
-48% -$276K
BRX icon
1774
Brixmor Property Group
BRX
$9.72B
$303K ﹤0.01%
+14,034
New +$300K
FLEX icon
1775
PUT
Flex
FLEX
$37.7B
$303K ﹤0.01%
+31,848
New +$275K
69 70
71
72 73

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.