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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$1.71B 11.52%
5,310,700
-1,040,600
-16% -$320M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$445B
$817M 5.51%
3,841,200
+1,488,600
+63% +$298M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$658M 4.43%
2,043,800
-2,036,500
-50% -$627M
SPY icon
4
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$419M 2.82%
1,301,932
+1,193,833
+1,104% +$368M
AAPL icon
5
PUT
Apple
AAPL
$4.99T
$412M 2.78%
5,612,800
+4,743,600
+546% +$305M
AAPL icon
6
CALL
Apple
AAPL
$4.99T
$399M 2.69%
5,432,800
+4,086,000
+303% +$263M
AMZN icon
7
CALL
Amazon
AMZN
$2.48T
$365M 2.46%
3,950,000
+1,858,000
+89% +$164M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$445B
$364M 2.45%
1,710,200
+512,900
+43% +$103M
AMZN icon
9
PUT
Amazon
AMZN
$2.48T
$279M 1.88%
3,020,000
+122,000
+4% +$10.8M
IWM icon
10
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$259M 1.75%
1,565,800
+623,200
+66% +$98.5M
IWM icon
11
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$255M 1.72%
1,540,100
+738,500
+92% +$117M
TSLA icon
12
PUT
Tesla
TSLA
$1.21T
$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
$46B
$168M 1.13%
589,900
-20,800
-3% -$5.73M
DIA icon
14
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$138M 0.93%
485,400
+119,300
+33% +$32.9M
MSFT icon
15
CALL
Microsoft
MSFT
$2.92T
$116M 0.78%
738,100
+239,300
+48% +$35.2M
TSLA icon
16
CALL
Tesla
TSLA
$1.21T
$111M 0.75%
3,975,000
+3,178,500
+399% +$68.9M
BKNG icon
17
PUT
Booking.com
BKNG
$154B
$108M 0.73%
1,315,000
+240,000
+22% +$18.8M
GOOGL icon
18
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$103M 0.7%
1,544,000
+646,000
+72% +$41.7M
BKNG icon
19
CALL
Booking.com
BKNG
$154B
$101M 0.68%
1,235,000
+307,500
+33% +$24.1M
MSFT icon
20
PUT
Microsoft
MSFT
$2.92T
$95.5M 0.64%
605,800
+283,400
+88% +$41.6M
GOOG icon
21
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$92.4M 0.62%
1,382,000
+272,000
+25% +$17.6M
GOOGL icon
22
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$89.1M 0.6%
1,330,000
+388,000
+41% +$25M
DIS icon
23
CALL
Walt Disney
DIS
$172B
$81.1M 0.55%
560,500
+436,700
+353% +$61M
META icon
24
CALL
Meta Platforms (Facebook)
META
$1.51T
$74.4M 0.5%
362,700
+118,900
+49% +$23M
GOOG icon
25
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$69.8M 0.47%
1,044,000
-60,000
-5% -$3.87M
1
2 3 4 5

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.