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
NS
1251
CALL
DELISTED
NuStar Energy L.P.
NS
$688K ﹤0.01%
26,600
+14,300
+116% +$398K
EFX icon
1252
CALL
Equifax
EFX
$22B
$687K ﹤0.01%
4,900
-1,000
-17% -$139K
SHOP icon
1253
Shopify
SHOP
$168B
$687K ﹤0.01%
+17,270
New +$584K
LEA icon
1254
PUT
Lear
LEA
$7.39B
$686K ﹤0.01%
5,000
-1,400
-22% -$173K
WH icon
1255
CALL
Wyndham Hotels & Resorts
WH
$5.61B
$685K ﹤0.01%
10,900
+3,400
+45% +$189K
CRUS icon
1256
CALL
Cirrus Logic
CRUS
$6.76B
$684K ﹤0.01%
8,300
-12,300
-60% -$833K
DVA icon
1257
CALL
DaVita
DVA
$15.5B
$683K ﹤0.01%
9,100
+1,600
+21% +$106K
HSIC icon
1258
CALL
Henry Schein
HSIC
$9.78B
$681K ﹤0.01%
+10,200
New +$675K
PAA icon
1259
Plains All American Pipeline
PAA
$17.6B
$680K ﹤0.01%
+36,954
New +$679K
IRBT
1260
PUT
DELISTED
iRobot
IRBT
$678K ﹤0.01%
13,400
-7,400
-36% -$372K
BIG
1261
PUT
DELISTED
Big Lots, Inc.
BIG
$678K ﹤0.01%
+23,600
New +$545K
PARA
1262
DELISTED
Paramount Global Class B
PARA
$676K ﹤0.01%
+16,109
New +$624K
ETFC
1263
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$676K ﹤0.01%
14,900
-19,500
-57% -$833K
WPX
1264
CALL
DELISTED
WPX Energy, Inc.
WPX
$675K ﹤0.01%
49,100
+23,700
+93% +$253K
CBRE icon
1265
CALL
CBRE Group
CBRE
$43.3B
$674K ﹤0.01%
11,000
+6,100
+124% +$338K
CXO
1266
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$674K ﹤0.01%
7,700
-9,100
-54% -$657K
GRMN
1267
PUT
Garmin
GRMN
$56.9B
$673K ﹤0.01%
6,900
-1,500
-18% -$140K
MGM icon
1268
PUT
MGM Resorts International
MGM
$11.7B
$672K ﹤0.01%
20,200
-59,900
-75% -$1.83M
VYX icon
1269
PUT
NCR Voyix
VYX
$1.19B
$672K ﹤0.01%
+31,133
New +$606K
AVB icon
1270
PUT
AvalonBay Communities
AVB
$27.5B
$671K ﹤0.01%
3,200
-6,300
-66% -$1.35M
NUAN
1271
DELISTED
Nuance Communications, Inc.
NUAN
$671K ﹤0.01%
37,619
+25,045
+199% +$415K
AGNC icon
1272
AGNC Investment
AGNC
$12.7B
$669K ﹤0.01%
+37,853
New +$644K
LBTYK icon
1273
Liberty Global Class C
LBTYK
$3.5B
$665K ﹤0.01%
+30,518
New +$686K
DDS icon
1274
PUT
Dillards
DDS
$9.2B
$661K ﹤0.01%
9,000
-1,000
-10% -$70.9K
SPXU icon
1275
ProShares UltraPro Short S&P 500
SPXU
$435M
$661K ﹤0.01%
330
+34
+11% +$79.3K
49 50
51
52 53

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.