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
ADSK icon
301
PUT
Autodesk
ADSK
$52.4B
$6.97M 0.05%
38,000
-9,700
-20% -$1.57M
AIZ icon
302
PUT
Assurant
AIZ
$14B
$6.96M 0.05%
53,100
-600
-1% -$77.2K
SHV icon
303
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$6.93M 0.05%
+62,711
New +$6.93M
EXPE icon
304
CALL
Expedia Group
EXPE
$36.9B
$6.92M 0.05%
64,000
+55,100
+619% +$6.47M
ADI icon
305
PUT
Analog Devices
ADI
$175B
$6.92M 0.05%
58,200
+26,700
+85% +$3.01M
ULTA icon
306
PUT
Ulta Beauty
ULTA
$22.1B
$6.91M 0.05%
27,300
-21,200
-44% -$5.18M
MAR icon
307
CALL
Marriott International
MAR
$100B
$6.89M 0.05%
45,500
+21,600
+90% +$2.89M
X
308
CALL
DELISTED
US Steel
X
$6.88M 0.05%
602,600
+354,700
+143% +$4.4M
GD icon
309
PUT
General Dynamics
GD
$105B
$6.86M 0.05%
38,900
+10,000
+35% +$1.8M
PRU icon
310
PUT
Prudential Financial
PRU
$42.8B
$6.85M 0.05%
73,100
+19,800
+37% +$1.82M
NSC icon
311
CALL
Norfolk Southern
NSC
$75.7B
$6.83M 0.05%
35,200
+32,900
+1,430% +$6.17M
IYR icon
312
PUT
iShares US Real Estate ETF
IYR
$4.75B
$6.83M 0.05%
73,400
-36,400
-33% -$3.37M
ALXN
313
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$6.81M 0.05%
63,000
+55,500
+740% +$5.94M
SYY icon
314
CALL
Sysco
SYY
$41B
$6.69M 0.05%
78,200
+38,400
+96% +$3.11M
MS icon
315
CALL
Morgan Stanley
MS
$324B
$6.53M 0.04%
127,800
-15,800
-11% -$748K
CFXA
316
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.51M 0.04%
41,255
-65,000
-61% -$9.36M
B
317
CALL
Barrick Mining
B
$60.9B
$6.5M 0.04%
349,900
-82,700
-19% -$1.42M
FXI icon
318
CALL
iShares China Large-Cap ETF
FXI
$4.32B
$6.49M 0.04%
148,700
-38,500
-21% -$1.6M
EW icon
319
CALL
Edwards Lifesciences
EW
$49B
$6.46M 0.04%
83,100
+51,300
+161% +$4.01M
EL icon
320
CALL
Estee Lauder
EL
$30.7B
$6.42M 0.04%
31,100
+13,100
+73% +$2.54M
CMCSA icon
321
PUT
Comcast
CMCSA
$87.7B
$6.35M 0.04%
141,200
-79,900
-36% -$3.56M
CI icon
322
CALL
Cigna
CI
$78.8B
$6.32M 0.04%
30,900
+15,000
+94% +$2.75M
MDT icon
323
PUT
Medtronic
MDT
$113B
$6.32M 0.04%
55,700
+21,700
+64% +$2.38M
FCX icon
324
CALL
Freeport-McMoran
FCX
$86.1B
$6.29M 0.04%
479,100
+306,800
+178% +$3.37M
PANW icon
325
CALL
Palo Alto Networks
PANW
$257B
$6.27M 0.04%
162,600
-75,600
-32% -$2.86M
11 12
13
14 15

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.