We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
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 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IVV icon
1051
iShares Core S&P 500 ETF
IVV
$843B
$968K 0.01%
+2,994
New +$927K
AG icon
1052
CALL
First Majestic Silver
AG
$9.61B
$967K 0.01%
78,900
+36,500
+86% +$384K
BB icon
1053
CALL
BlackBerry
BB
$4.65B
$963K 0.01%
+150,000
New +$823K
ON icon
1054
PUT
ON Semiconductor
ON
$26.6B
$963K 0.01%
39,500
+29,300
+287% +$619K
VNQ icon
1055
Vanguard Real Estate ETF
VNQ
$37.1B
$962K 0.01%
10,370
-22,404
-68% -$2.07M
FDS icon
1056
Factset
FDS
$9.92B
$959K 0.01%
3,575
+2,365
+195% +$607K
SRPT icon
1057
Sarepta Therapeutics
SRPT
$2.18B
$959K 0.01%
+7,434
New +$750K
TEL icon
1058
CALL
TE Connectivity
TEL
$59.8B
$958K 0.01%
+10,000
New +$926K
URTH icon
1059
iShares MSCI World ETF
URTH
$8.21B
$958K 0.01%
+9,694
New +$923K
MT icon
1060
ArcelorMittal
MT
$56.6B
$957K 0.01%
54,575
+43,545
+395% +$706K
EDIT icon
1061
Editas Medicine
EDIT
$418M
$952K 0.01%
+32,149
New +$803K
FTNT icon
1062
CALL
Fortinet
FTNT
$127B
$950K 0.01%
44,500
+17,000
+62% +$320K
STT icon
1063
CALL
State Street
STT
$50.3B
$949K 0.01%
12,000
-33,000
-73% -$2.32M
BEN icon
1064
PUT
Franklin Templeton
BEN
$16.8B
$948K 0.01%
36,500
-3,500
-9% -$95.1K
GH icon
1065
CALL
Guardant Health
GH
$24.6B
$945K 0.01%
12,100
+2,800
+30% +$202K
CSIQ icon
1066
PUT
Canadian Solar
CSIQ
$798M
$944K 0.01%
42,700
+21,100
+98% +$382K
AYX
1067
CALL
DELISTED
Alteryx Inc
AYX
$941K 0.01%
9,400
+2,900
+45% +$295K
KKR icon
1068
PUT
KKR & Co
KKR
$88.1B
$939K 0.01%
32,200
-15,700
-33% -$447K
DGRO icon
1069
iShares Core Dividend Growth ETF
DGRO
$42.6B
$937K 0.01%
+22,267
New +$901K
SHW icon
1070
CALL
Sherwin-Williams
SHW
$77.9B
$934K 0.01%
4,800
-9,900
-67% -$1.89M
CHDN icon
1071
CALL
Churchill Downs
CHDN
$5.73B
$933K 0.01%
+13,600
New +$886K
OC icon
1072
CALL
Owens Corning
OC
$9.84B
$931K 0.01%
14,300
+5,100
+55% +$327K
DD icon
1073
DuPont de Nemours
DD
$17.3B
$929K 0.01%
11,534
+7,075
+159% +$587K
CM icon
1074
PUT
Canadian Imperial Bank of Commerce
CM
$103B
$924K 0.01%
22,200
+15,400
+226% +$651K
SRE icon
1075
CALL
Sempra
SRE
$53.7B
$924K 0.01%
12,200
-58,800
-83% -$4.31M
41 42
43
44 45

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • 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.