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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$1.71B 11.52%
5,310,700
-1,040,600
-16% -$320M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$477B
$817M 5.51%
3,841,200
+1,488,600
+63% +$298M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$658M 4.43%
2,043,800
-2,036,500
-50% -$627M
SPY icon
4
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$419M 2.82%
1,301,932
+1,193,833
+1,104% +$368M
AAPL icon
5
PUT
Apple
AAPL
$4.86T
$412M 2.78%
5,612,800
+4,743,600
+546% +$305M
AAPL icon
6
CALL
Apple
AAPL
$4.86T
$399M 2.69%
5,432,800
+4,086,000
+303% +$263M
AMZN icon
7
CALL
Amazon
AMZN
$2.73T
$365M 2.46%
3,950,000
+1,858,000
+89% +$164M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$477B
$364M 2.45%
1,710,200
+512,900
+43% +$103M
AMZN icon
9
PUT
Amazon
AMZN
$2.73T
$279M 1.88%
3,020,000
+122,000
+4% +$10.8M
IWM icon
10
PUT
iShares Russell 2000 ETF
IWM
$77.6B
$259M 1.75%
1,565,800
+623,200
+66% +$98.5M
IWM icon
11
CALL
iShares Russell 2000 ETF
IWM
$77.6B
$255M 1.72%
1,540,100
+738,500
+92% +$117M
TSLA icon
12
PUT
Tesla
TSLA
$1.42T
$179M 1.21%
6,435,000
+4,432,500
+221% +$96.1M
DIA icon
13
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$168M 1.13%
589,900
-20,800
-3% -$5.73M
DIA icon
14
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$138M 0.93%
485,400
+119,300
+33% +$32.9M
MSFT icon
15
CALL
Microsoft
MSFT
$3.75T
$116M 0.78%
738,100
+239,300
+48% +$35.2M
TSLA icon
16
CALL
Tesla
TSLA
$1.42T
$111M 0.75%
3,975,000
+3,178,500
+399% +$68.9M
BKNG icon
17
PUT
Booking.com
BKNG
$132B
$108M 0.73%
1,315,000
+240,000
+22% +$18.8M
GOOGL icon
18
CALL
Alphabet (Google) Class A
GOOGL
$4.27T
$103M 0.7%
1,544,000
+646,000
+72% +$41.7M
BKNG icon
19
CALL
Booking.com
BKNG
$132B
$101M 0.68%
1,235,000
+307,500
+33% +$24.1M
MSFT icon
20
PUT
Microsoft
MSFT
$3.75T
$95.5M 0.64%
605,800
+283,400
+88% +$41.6M
GOOG icon
21
CALL
Alphabet (Google) Class C
GOOG
$4.23T
$92.4M 0.62%
1,382,000
+272,000
+25% +$17.6M
GOOGL icon
22
PUT
Alphabet (Google) Class A
GOOGL
$4.27T
$89.1M 0.6%
1,330,000
+388,000
+41% +$25M
DIS icon
23
CALL
Walt Disney
DIS
$188B
$81.1M 0.55%
560,500
+436,700
+353% +$61M
META icon
24
CALL
Meta Platforms (Facebook)
META
$1.7T
$74.4M 0.5%
362,700
+118,900
+49% +$23M
GOOG icon
25
PUT
Alphabet (Google) Class C
GOOG
$4.23T
$69.8M 0.47%
1,044,000
-60,000
-5% -$3.87M
1
2 3 4 5

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.