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
TD icon
426
PUT
Toronto Dominion Bank
TD
$193B
$4.41M 0.03%
78,500
+66,600
+560% +$3.78M
WFC.PRL icon
427
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.68B
$4.4M 0.03%
3,036
+2,186
+257% +$3.23M
SYF icon
428
CALL
Synchrony
SYF
$24.4B
$4.4M 0.03%
122,200
+89,900
+278% +$3.22M
ACN icon
429
PUT
Accenture
ACN
$106B
$4.38M 0.03%
20,800
+14,000
+206% +$2.73M
COO icon
430
CALL
Cooper Companies
COO
$14.2B
$4.34M 0.03%
54,000
-3,600
-6% -$271K
D icon
431
CALL
Dominion Energy
D
$62B
$4.32M 0.03%
52,200
-34,300
-40% -$2.8M
WB icon
432
CALL
Weibo
WB
$1.97B
$4.32M 0.03%
93,100
+37,400
+67% +$1.75M
CLX icon
433
PUT
Clorox
CLX
$12B
$4.31M 0.03%
28,100
+7,100
+34% +$1.06M
UAL icon
434
PUT
United Airlines
UAL
$38.8B
$4.31M 0.03%
48,900
+12,800
+35% +$1.15M
BIIB icon
435
CALL
Biogen
BIIB
$30.9B
$4.27M 0.03%
14,400
+4,700
+48% +$1.3M
MO icon
436
PUT
Altria Group
MO
$125B
$4.26M 0.03%
85,400
+45,600
+115% +$2.15M
CME icon
437
CALL
CME Group
CME
$95.4B
$4.25M 0.03%
21,200
-9,700
-31% -$1.99M
EPD icon
438
CALL
Enterprise Products Partners
EPD
$83.7B
$4.25M 0.03%
151,000
-20,100
-12% -$545K
OIH icon
439
VanEck Oil Services ETF
OIH
$1.97B
$4.25M 0.03%
16,040
+15,122
+1,647% +$3.62M
UNP icon
440
PUT
Union Pacific
UNP
$174B
$4.25M 0.03%
23,500
+6,400
+37% +$1.1M
CF icon
441
CALL
CF Industries
CF
$19.6B
$4.24M 0.03%
88,700
+49,600
+127% +$2.32M
M icon
442
CALL
Macy's
M
$6.51B
$4.22M 0.03%
248,300
+218,100
+722% +$3.41M
DE icon
443
PUT
Deere & Co
DE
$165B
$4.21M 0.03%
24,300
+9,100
+60% +$1.57M
KMI icon
444
CALL
Kinder Morgan
KMI
$70.9B
$4.21M 0.03%
198,800
+57,100
+40% +$1.16M
RCL icon
445
CALL
Royal Caribbean
RCL
$86.8B
$4.19M 0.03%
31,400
+24,500
+355% +$2.86M
VMW
446
PUT
DELISTED
VMware, Inc
VMW
$4.19M 0.03%
27,600
+25,000
+962% +$3.92M
NEM icon
447
PUT
Newmont
NEM
$96.2B
$4.18M 0.03%
96,300
-153,300
-61% -$5.99M
WMB icon
448
CALL
Williams Companies
WMB
$85.8B
$4.18M 0.03%
176,300
+155,600
+752% +$3.56M
XLK icon
449
State Street Technology Select Sector SPDR ETF
XLK
$109B
$4.18M 0.03%
91,116
-15,656
-15% -$670K
MAR icon
450
PUT
Marriott International
MAR
$100B
$4.15M 0.03%
27,400
+10,500
+62% +$1.41M
16 17
18
19 20

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.