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
DVA icon
1076
PUT
DaVita
DVA
$15.5B
$923K 0.01%
12,300
-12,700
-51% -$842K
ETSY icon
1077
PUT
Etsy
ETSY
$8.12B
$921K 0.01%
20,800
+13,900
+201% +$662K
IWO icon
1078
PUT
iShares Russell 2000 Growth ETF
IWO
$14.1B
$921K 0.01%
4,300
-1,100
-20% -$223K
INTU icon
1079
Intuit
INTU
$91.1B
$919K 0.01%
3,509
+2,697
+332% +$705K
AON icon
1080
CALL
Aon
AON
$80.6B
$916K 0.01%
4,400
+1,000
+29% +$198K
LYV icon
1081
CALL
Live Nation Entertainment
LYV
$42.9B
$908K 0.01%
12,700
+1,900
+18% +$129K
IEF icon
1082
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$905K 0.01%
8,209
+5,547
+208% +$618K
MLCO icon
1083
Melco Resorts & Entertainment
MLCO
$2.21B
$903K 0.01%
+37,372
New +$813K
APTV icon
1084
PUT
Aptiv
APTV
$12.3B
$902K 0.01%
+9,500
New +$870K
HLT icon
1085
CALL
Hilton Worldwide
HLT
$72.4B
$898K 0.01%
+8,100
New +$813K
BKR icon
1086
PUT
Baker Hughes
BKR
$58.3B
$897K 0.01%
35,000
-21,500
-38% -$489K
NOV icon
1087
PUT
NOV
NOV
$6.84B
$897K 0.01%
35,800
-156,800
-81% -$3.53M
VOD icon
1088
CALL
Vodafone
VOD
$37.1B
$897K 0.01%
46,400
+26,100
+129% +$520K
MCHP icon
1089
Microchip Technology
MCHP
$38.8B
$895K 0.01%
17,086
+11,758
+221% +$568K
SWK icon
1090
PUT
Stanley Black & Decker
SWK
$14.5B
$895K 0.01%
5,400
-6,300
-54% -$976K
RACE icon
1091
CALL
Ferrari
RACE
$67.8B
$894K 0.01%
5,400
-300
-5% -$48.5K
BN icon
1092
CALL
Brookfield
BN
$102B
$890K 0.01%
+43,162
New +$860K
HBI
1093
CALL
DELISTED
Hanesbrands
HBI
$890K 0.01%
59,900
+17,300
+41% +$263K
AMTD
1094
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$890K 0.01%
17,900
-22,300
-55% -$966K
DDS icon
1095
Dillards
DDS
$9.2B
$889K 0.01%
12,095
-3,777
-24% -$268K
GWPH
1096
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$889K 0.01%
8,500
+5,600
+193% +$628K
TSCO icon
1097
PUT
Tractor Supply
TSCO
$16.3B
$888K 0.01%
+47,500
New +$901K
W icon
1098
PUT
Wayfair
W
$11.8B
$886K 0.01%
9,800
+200
+2% +$18.7K
JNPR
1099
PUT
DELISTED
Juniper Networks
JNPR
$882K 0.01%
+35,800
New +$881K
WEN icon
1100
CALL
Wendy's
WEN
$1.46B
$882K 0.01%
39,700
+19,900
+101% +$422K
42 43
44
45 46

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.