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
STAG icon
2051
STAG Industrial
STAG
$7.44B
$211K ﹤0.01%
+6,698
New +$205K
FTCH
2052
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$211K ﹤0.01%
20,400
+7,300
+56% +$65.5K
WWE
2053
DELISTED
World Wrestling Entertainment
WWE
$211K ﹤0.01%
+3,259
New +$206K
S
2054
DELISTED
Sprint Corporation
S
$211K ﹤0.01%
40,464
+22,559
+126% +$132K
HUM icon
2055
Humana
HUM
$43.9B
$210K ﹤0.01%
574
-297
-34% -$94.2K
BRSL
2056
PUT
Brightstar Lottery PLC
BRSL
$1.9B
$210K ﹤0.01%
+14,000
New +$199K
VNLA icon
2057
Janus Henderson Short Duration Income ETF
VNLA
$3.34B
$210K ﹤0.01%
+4,228
New +$211K
IPHI
2058
DELISTED
INPHI CORPORATION
IPHI
$210K ﹤0.01%
+2,842
New +$195K
AES icon
2059
CALL
AES
AES
$10.6B
$209K ﹤0.01%
+10,500
New +$188K
CSL icon
2060
Carlisle Companies
CSL
$13.5B
$208K ﹤0.01%
+1,283
New +$198K
KGC icon
2061
CALL
Kinross Gold
KGC
$27.7B
$208K ﹤0.01%
43,800
-3,700
-8% -$16.7K
AYI icon
2062
CALL
Acuity Brands
AYI
$9.99B
$207K ﹤0.01%
1,500
-600
-29% -$77.1K
CTVA icon
2063
PUT
Corteva
CTVA
$60.5B
$207K ﹤0.01%
+7,000
New +$185K
FSK icon
2064
FS KKR Capital
FSK
$3.01B
$207K ﹤0.01%
8,447
+5,931
+236% +$142K
KLIC icon
2065
PUT
Kulicke & Soffa
KLIC
$4.34B
$207K ﹤0.01%
+7,600
New +$187K
TNDM icon
2066
Tandem Diabetes Care
TNDM
$1.27B
$207K ﹤0.01%
+3,468
New +$214K
OI icon
2067
CALL
O-I Glass
OI
$1.18B
$206K ﹤0.01%
+17,300
New +$173K
NBIS
2068
Nebius Group N.V.
NBIS
$37.6B
$206K ﹤0.01%
+4,736
New +$177K
CDLX icon
2069
Cardlytics
CDLX
$22.2M
$205K ﹤0.01%
+325
New +$159K
ODFL icon
2070
Old Dominion Freight Line
ODFL
$46.3B
$205K ﹤0.01%
+3,246
New +$199K
RTH icon
2071
VanEck Retail ETF
RTH
$253M
$205K ﹤0.01%
+1,710
New +$202K
SUI icon
2072
Sun Communities
SUI
$15.8B
$205K ﹤0.01%
+1,368
New +$213K
CTVA icon
2073
Corteva
CTVA
$60.5B
$204K ﹤0.01%
+6,909
New +$183K
KBWB icon
2074
Invesco KBW Bank ETF
KBWB
$6.72B
$204K ﹤0.01%
+3,495
New +$193K
UBER icon
2075
Uber
UBER
$145B
$204K ﹤0.01%
+6,873
New +$204K
81 82
83
84 85

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.