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
TUP
1876
DELISTED
Tupperware Brands Corporation
TUP
$266K ﹤0.01%
+30,958
New +$338K
HSY icon
1877
PUT
Hershey
HSY
$37.3B
$265K ﹤0.01%
1,800
-6,800
-79% -$1.01M
PAYC icon
1878
PUT
Paycom
PAYC
$7.88B
$265K ﹤0.01%
1,000
-400
-29% -$94.7K
SO icon
1879
Southern Company
SO
$108B
$265K ﹤0.01%
4,156
-1,500
-27% -$93K
VC icon
1880
Visteon
VC
$2.85B
$265K ﹤0.01%
+3,060
New +$273K
SINA
1881
CALL
DELISTED
Sina Corp
SINA
$264K ﹤0.01%
+6,600
New +$253K
DAL icon
1882
Delta Air Lines
DAL
$56.7B
$263K ﹤0.01%
4,501
-18,077
-80% -$1.01M
INFY icon
1883
Infosys
INFY
$51B
$263K ﹤0.01%
+25,494
New +$256K
SSYS icon
1884
CALL
Stratasys
SSYS
$666M
$263K ﹤0.01%
+13,000
New +$259K
HQY icon
1885
HealthEquity
HQY
$8.71B
$262K ﹤0.01%
+3,541
New +$221K
TDC icon
1886
CALL
Teradata
TDC
$2.88B
$262K ﹤0.01%
+9,800
New +$272K
URE icon
1887
CALL
ProShares Ultra Real Estate
URE
$60.1M
$262K ﹤0.01%
+3,000
New +$258K
BBD icon
1888
Banco Bradesco
BBD
$37.4B
$261K ﹤0.01%
38,831
-17,259
-31% -$108K
BYD icon
1889
Boyd Gaming
BYD
$6.75B
$261K ﹤0.01%
+8,724
New +$246K
MCO icon
1890
PUT
Moody's
MCO
$83.7B
$261K ﹤0.01%
1,100
-700
-39% -$156K
SAIC icon
1891
CALL
Saic
SAIC
$4.95B
$261K ﹤0.01%
+3,000
New +$251K
GPRO icon
1892
GoPro
GPRO
$120M
$259K ﹤0.01%
+59,708
New +$248K
OPK icon
1893
Opko Health
OPK
$1.02B
$259K ﹤0.01%
176,300
+128,514
+269% +$215K
RXI icon
1894
iShares Global Consumer Discretionary ETF
RXI
$252M
$259K ﹤0.01%
+2,059
New +$253K
SVC
1895
Service Properties Trust
SVC
$1.05B
$259K ﹤0.01%
2,128
+511
+32% +$62.2K
NJR icon
1896
New Jersey Resources
NJR
$6B
$258K ﹤0.01%
+5,780
New +$250K
AEO icon
1897
CALL
American Eagle Outfitters
AEO
$2.94B
$257K ﹤0.01%
17,500
+2,300
+15% +$35.1K
CXW icon
1898
CALL
CoreCivic
CXW
$2.94B
$257K ﹤0.01%
+14,800
New +$234K
HI
1899
DELISTED
Hillenbrand
HI
$257K ﹤0.01%
+7,720
New +$244K
HAE icon
1900
Haemonetics
HAE
$3.88B
$255K ﹤0.01%
+2,218
New +$268K
74 75
76
77 78

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.