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
RDS.A
276
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$7.66M 0.05%
129,900
+35,400
+37% +$2.07M
COF icon
277
CALL
Capital One
COF
$130B
$7.66M 0.05%
74,400
+19,200
+35% +$1.85M
O icon
278
CALL
Realty Income
O
$61.4B
$7.63M 0.05%
106,915
+53,354
+100% +$3.97M
AXP icon
279
PUT
American Express
AXP
$226B
$7.59M 0.05%
61,000
+32,200
+112% +$3.85M
IWO icon
280
iShares Russell 2000 Growth ETF
IWO
$14.1B
$7.57M 0.05%
35,354
-24,672
-41% -$5.01M
EEM icon
281
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$7.55M 0.05%
168,228
+149,783
+812% +$6.43M
CVS icon
282
CALL
CVS Health
CVS
$138B
$7.5M 0.05%
100,900
-62,500
-38% -$4.39M
EEM icon
283
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$7.46M 0.05%
166,200
-20,900
-11% -$897K
APA icon
284
CALL
APA Corp
APA
$12.8B
$7.44M 0.05%
290,900
+47,100
+19% +$1.07M
AMAT icon
285
CALL
Applied Materials
AMAT
$356B
$7.43M 0.05%
121,700
+17,700
+17% +$995K
XYZ
286
CALL
Block Inc
XYZ
$48.9B
$7.4M 0.05%
118,300
-27,800
-19% -$1.78M
BP icon
287
CALL
BP
BP
$112B
$7.36M 0.05%
194,900
-40,800
-17% -$1.55M
HON icon
288
CALL
Honeywell
HON
$76.4B
$7.35M 0.05%
44,032
-21,644
-33% -$3.54M
BLK icon
289
PUT
Blackrock
BLK
$170B
$7.29M 0.05%
14,500
-1,600
-10% -$759K
LK
290
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$7.29M 0.05%
+185,200
New +$4.68M
XRT icon
291
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
$7.26M 0.05%
157,900
-7,700
-5% -$339K
REGN icon
292
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
$7.25M 0.05%
19,300
+9,500
+97% +$3.2M
DD icon
293
PUT
DuPont de Nemours
DD
$18.5B
$7.21M 0.05%
89,466
+9,481
+12% +$787K
CLX icon
294
CALL
Clorox
CLX
$12.1B
$7.16M 0.05%
46,600
-7,300
-14% -$1.09M
DIA icon
295
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
$7.16M 0.05%
+25,098
New +$6.91M
SOXX icon
296
PUT
iShares Semiconductor ETF
SOXX
$39B
$7.13M 0.05%
85,200
+37,500
+79% +$2.88M
CCI.PRA
297
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$7.05M 0.05%
5,501
-9,551
-63% -$11.7M
OLED icon
298
CALL
Universal Display
OLED
$3.76B
$7.03M 0.05%
34,100
+3,200
+10% +$605K
TT icon
299
CALL
Trane Technologies
TT
$98.7B
$7.02M 0.05%
52,800
+38,600
+272% +$4.89M
TWTR
300
PUT
DELISTED
Twitter, Inc.
TWTR
$6.99M 0.05%
218,200
+138,500
+174% +$4.56M
10 11
12
13 14

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.