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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
BZUN
726
CALL
Baozun
BZUN
$179M
$1.99M 0.01%
60,200
+30,100
+100% +$1.19M
EWC icon
727
CALL
iShares MSCI Canada ETF
EWC
$6.12B
$1.99M 0.01%
+66,600
New +$1.94M
BURL icon
728
PUT
Burlington
BURL
$23.4B
$1.98M 0.01%
8,700
-300
-3% -$62.7K
RL icon
729
CALL
Ralph Lauren
RL
$22.4B
$1.98M 0.01%
16,900
-6,700
-28% -$706K
CCL icon
730
PUT
Carnival Corporation Ltd
CCL
$38.1B
$1.98M 0.01%
38,900
-18,800
-33% -$840K
TAP icon
731
PUT
Molson Coors Class B
TAP
$8.02B
$1.96M 0.01%
36,400
-11,100
-23% -$597K
FIS icon
732
PUT
Fidelity National Information Services
FIS
$24.2B
$1.96M 0.01%
14,100
-31,400
-69% -$4.21M
RIO icon
733
CALL
Rio Tinto
RIO
$152B
$1.96M 0.01%
33,000
+17,900
+119% +$971K
BXP icon
734
PUT
Boston Properties
BXP
$11.6B
$1.96M 0.01%
14,200
+8,200
+137% +$1.1M
DELL icon
735
CALL
Dell
DELL
$239B
$1.96M 0.01%
75,171
-9,865
-12% -$257K
KMX icon
736
PUT
CarMax
KMX
$8.39B
$1.95M 0.01%
22,200
+15,400
+226% +$1.45M
LH icon
737
CALL
Labcorp
LH
$25.2B
$1.95M 0.01%
13,386
-6,984
-34% -$1.01M
FFIV icon
738
PUT
F5
FFIV
$22B
$1.94M 0.01%
+13,900
New +$1.96M
WIX icon
739
CALL
WIX.com
WIX
$2.56B
$1.93M 0.01%
15,800
+5,200
+49% +$636K
CERN
740
CALL
DELISTED
Cerner Corp
CERN
$1.93M 0.01%
26,300
-3,600
-12% -$249K
KSU
741
PUT
DELISTED
Kansas City Southern
KSU
$1.93M 0.01%
+12,600
New +$1.85M
WEC icon
742
CALL
WEC Energy
WEC
$36.3B
$1.93M 0.01%
20,900
+17,400
+497% +$1.59M
TJX icon
743
PUT
TJX Companies
TJX
$179B
$1.92M 0.01%
31,500
-48,600
-61% -$2.87M
EXAS
744
CALL
DELISTED
Exact Sciences
EXAS
$1.91M 0.01%
20,600
-10,900
-35% -$958K
RIO icon
745
PUT
Rio Tinto
RIO
$152B
$1.91M 0.01%
+32,100
New +$1.74M
MMP
746
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.91M 0.01%
30,302
+26,991
+815% +$1.68M
PINS icon
747
CALL
Pinterest
PINS
$13.7B
$1.89M 0.01%
101,400
+80,800
+392% +$1.74M
CNC icon
748
CALL
Centene
CNC
$30.5B
$1.89M 0.01%
30,000
+24,400
+436% +$1.32M
XHB icon
749
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$1.88M 0.01%
41,400
+11,400
+38% +$516K
BMRN icon
750
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$1.86M 0.01%
22,000
+17,400
+378% +$1.31M
28 29
30
31 32

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.