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
EMR icon
201
CALL
Emerson Electric
EMR
$85B
$11.1M 0.07%
145,200
+40,900
+39% +$2.95M
YUM icon
202
CALL
Yum! Brands
YUM
$41.4B
$11M 0.07%
109,600
+54,200
+98% +$5.61M
NKE icon
203
PUT
Nike
NKE
$63.9B
$11M 0.07%
108,800
-34,700
-24% -$3.27M
WYNN icon
204
PUT
Wynn Resorts
WYNN
$10.3B
$11M 0.07%
79,000
+55,500
+236% +$6.75M
IBM icon
205
PUT
IBM
IBM
$214B
$10.9M 0.07%
84,831
+12,657
+18% +$1.65M
TLT icon
206
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$10.7M 0.07%
79,200
-2,400
-3% -$334K
MCD icon
207
PUT
McDonald's
MCD
$194B
$10.7M 0.07%
54,100
+26,300
+95% +$5.22M
XLNX
208
CALL
DELISTED
Xilinx Inc
XLNX
$10.6M 0.07%
108,800
+56,900
+110% +$5.35M
BIDU icon
209
PUT
Baidu
BIDU
$35.7B
$10.6M 0.07%
84,000
+21,400
+34% +$2.43M
CVS icon
210
PUT
CVS Health
CVS
$140B
$10.5M 0.07%
141,100
+12,200
+9% +$857K
EFA icon
211
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
$10.4M 0.07%
150,300
-44,000
-23% -$2.97M
XOP icon
212
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$10.4M 0.07%
109,675
+28,325
+35% +$2.46M
PFE icon
213
PUT
Pfizer
PFE
$144B
$10.4M 0.07%
279,521
+63,029
+29% +$2.25M
LMT icon
214
PUT
Lockheed Martin
LMT
$134B
$10.4M 0.07%
26,600
-7,700
-22% -$2.95M
DCUE
215
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$10.3M 0.07%
+96,700
New +$10.3M
UNP icon
216
CALL
Union Pacific
UNP
$175B
$10.3M 0.07%
56,800
-52,200
-48% -$8.94M
ADSK icon
217
CALL
Autodesk
ADSK
$50.1B
$10.2M 0.07%
55,700
+22,300
+67% +$3.61M
IWF icon
218
iShares Russell 1000 Growth ETF
IWF
$119B
$10.2M 0.07%
231,524
-28,500
-11% -$1.19M
PSX icon
219
CALL
Phillips 66
PSX
$82.5B
$10.1M 0.07%
91,000
+66,000
+264% +$7.41M
SBUX icon
220
PUT
Starbucks
SBUX
$118B
$10.1M 0.07%
115,000
+57,600
+100% +$4.91M
CSX icon
221
CALL
CSX Corp
CSX
$94.2B
$10.1M 0.07%
419,100
+220,500
+111% +$5.22M
VLO icon
222
CALL
Valero Energy
VLO
$88.7B
$10.1M 0.07%
107,800
-70,000
-39% -$6.62M
VTI icon
223
Vanguard Total Stock Market ETF
VTI
$656B
$10M 0.07%
61,322
-48,653
-44% -$7.62M
LULU icon
224
PUT
lululemon athletica
LULU
$13.7B
$9.96M 0.07%
43,000
+2,900
+7% +$618K
ORCL icon
225
PUT
Oracle
ORCL
$346B
$9.91M 0.07%
187,100
+144,600
+340% +$7.96M
7 8
9
10 11

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.