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
BKK
2126
DELISTED
Blackrock Municipal 2020 Term Trust
BKK
$164K ﹤0.01%
+11,005
New +$165K
LXP icon
2127
LXP Industrial Trust
LXP
$3.52B
$163K ﹤0.01%
3,072
+57
+2% +$3.05K
CLF icon
2128
Cleveland-Cliffs
CLF
$6.49B
$160K ﹤0.01%
19,066
+2,359
+14% +$18.1K
OMER icon
2129
Omeros
OMER
$845M
$159K ﹤0.01%
+11,311
New +$166K
JFR icon
2130
Nuveen Floating Rate Income Fund
JFR
$1.23B
$158K ﹤0.01%
+15,469
New +$149K
HDGE icon
2131
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.3M
$157K ﹤0.01%
+2,935
New +$177K
RPT
2132
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$157K ﹤0.01%
+10,468
New +$149K
VALE icon
2133
Vale
VALE
$62.3B
$156K ﹤0.01%
+11,812
New +$142K
DRH icon
2134
Diamondrock Hospitality Co
DRH
$2.68B
$155K ﹤0.01%
+14,025
New +$145K
ODP
2135
DELISTED
ODP
ODP
$153K ﹤0.01%
+5,585
New +$124K
SDC
2136
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$153K ﹤0.01%
+17,450
New +$175K
MBI icon
2137
CALL
MBIA
MBI
$275M
$152K ﹤0.01%
+16,300
New +$155K
ZNGA
2138
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$152K ﹤0.01%
24,800
-66,900
-73% -$414K
QVCGA
2139
DELISTED
QVC Group Inc Series A
QVCGA
$151K ﹤0.01%
368
+19
+5% +$8.56K
SLCA
2140
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$149K ﹤0.01%
+24,148
New +$146K
STAY
2141
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$149K ﹤0.01%
+10,039
New +$146K
MBI icon
2142
MBIA
MBI
$275M
$148K ﹤0.01%
+15,869
New +$151K
CVE icon
2143
CALL
Cenovus Energy
CVE
$54.2B
$147K ﹤0.01%
14,500
-8,100
-36% -$73.5K
PGRE
2144
DELISTED
Paramount Group
PGRE
$147K ﹤0.01%
+10,530
New +$141K
GGN
2145
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$762M
$146K ﹤0.01%
33,273
-37,881
-53% -$161K
DCH
2146
Dauch Corp
DCH
$1.31B
$145K ﹤0.01%
+13,486
New +$128K
HL icon
2147
Hecla Mining
HL
$9.49B
$144K ﹤0.01%
+42,537
New +$104K
MTEM
2148
DELISTED
Molecular Templates, Inc.
MTEM
$144K ﹤0.01%
+687
New +$98.7K
MRO
2149
DELISTED
Marathon Oil Corporation
MRO
$143K ﹤0.01%
10,523
-67,164
-86% -$819K
QEP
2150
DELISTED
QEP RESOURCES, INC.
QEP
$143K ﹤0.01%
31,694
-6,777
-18% -$23.6K
84 85
86
87 88

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.