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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
-16.36%
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
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$9.3B
Cap. Flow %
-209.44%
Top 10 Hldgs %
50.22%
Holding
2,687
New
395
Increased
175
Reduced
688
Closed
1,412

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$105M
2
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$36.1M
3
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$34.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$30M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$19.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$396M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$35.8M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$9.1M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$5.78M

Sector Composition

Rank Sector Weight
1 Financials 0.71%
2 Consumer Discretionary 0.65%
3 Technology 0.58%
4 Utilities 0.56%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBM icon
226
PUT
IBM
IBM
$214B
$2.23M 0.05%
21,025
-63,806
-75% -$8.07M
COR icon
227
CALL
Cencora
COR
$62.2B
$2.2M 0.05%
24,900
-14,200
-36% -$1.25M
INTC icon
228
PUT
Intel
INTC
$435B
$2.15M 0.05%
39,700
-355,600
-90% -$21M
ABBV icon
229
PUT
AbbVie
ABBV
$465B
$2.13M 0.05%
28,000
-191,500
-87% -$16.3M
MS icon
230
PUT
Morgan Stanley
MS
$333B
$2.12M 0.05%
62,200
-154,800
-71% -$7.29M
XLK icon
231
State Street Technology Select Sector SPDR ETF
XLK
$112B
$2.1M 0.05%
52,350
-38,766
-43% -$1.77M
MDT icon
232
PUT
Medtronic
MDT
$111B
$2.06M 0.05%
22,900
-32,800
-59% -$3.49M
PRU icon
233
CALL
Prudential Financial
PRU
$43B
$2.01M 0.05%
38,600
-100,400
-72% -$7.98M
NXPI icon
234
CALL
NXP Semiconductors
NXPI
$65.4B
$1.98M 0.04%
23,900
-40,700
-63% -$4.77M
DUK icon
235
CALL
Duke Energy
DUK
$101B
$1.95M 0.04%
24,100
-120,300
-83% -$11M
AMD icon
236
PUT
Advanced Micro Devices
AMD
$741B
$1.94M 0.04%
42,700
-323,500
-88% -$15.6M
HYG icon
237
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$1.93M 0.04%
25,100
-66,700
-73% -$5.63M
CP icon
238
CALL
Canadian Pacific Kansas City
CP
$81.4B
$1.93M 0.04%
44,000
-11,000
-20% -$541K
VCLT icon
239
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.91B
$1.92M 0.04%
+19,802
New +$2.01M
BRK.B icon
240
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.9M 0.04%
10,400
-88,300
-89% -$18.8M
ISRG icon
241
Intuitive Surgical
ISRG
$130B
$1.9M 0.04%
+11,478
New +$2.1M
TLT icon
242
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$1.88M 0.04%
11,400
-74,500
-87% -$11.1M
SPLV icon
243
Invesco S&P 500 Low Volatility ETF
SPLV
$7.28B
$1.87M 0.04%
+39,919
New +$2.23M
GD icon
244
General Dynamics
GD
$106B
$1.86M 0.04%
+14,058
New +$2.34M
CME icon
245
CALL
CME Group
CME
$93.5B
$1.85M 0.04%
10,700
-10,500
-50% -$2.09M
PM icon
246
CALL
Philip Morris
PM
$312B
$1.84M 0.04%
25,200
-181,900
-88% -$15M
NKE icon
247
CALL
Nike
NKE
$63.9B
$1.84M 0.04%
22,200
-121,700
-85% -$11.3M
EFA icon
248
iShares MSCI EAFE ETF
EFA
$76.8B
$1.83M 0.04%
34,238
-30,505
-47% -$1.94M
DLTR icon
249
CALL
Dollar Tree
DLTR
$24.4B
$1.82M 0.04%
24,800
-23,400
-49% -$1.99M
LOW icon
250
CALL
Lowe's Companies
LOW
$122B
$1.82M 0.04%
21,100
-81,100
-79% -$8.86M
8 9
10
11 12

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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 Q1 2020 Portfolio in Review

As of Q1 2020, Two Sigma Securities held 2,687 positions worth $4.44B, down 70% from $14.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Two Sigma Securities withdrew a net $9.3B in Q1 2020, closing 1,412 positions and reducing 688 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $6.93M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.71% of assets, up from 0.26% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Two Sigma Securities opened a new position in State Street Financial Select Sector SPDR ETF worth $6.14M.

  • Two Sigma Securities's largest Q1 2020 buy was State Street Financial Select Sector SPDR ETF: 294,730 shares worth $6.14M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2020, an estimated $105M increase.
  • Two Sigma Securities's biggest Q1 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $396M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2020, selling an estimated $6.93M.
  • Two Sigma Securities's ten largest holdings make up 50% of its $4.44B portfolio in Q1 2020.
  • Two Sigma Securities opened 395 new positions and closed 1,412 in Q1 2020.
  • Two Sigma Securities's portfolio value fell 70% quarter-over-quarter to $4.44B.

Based on Two Sigma Securities's 13F filing for Q1 2020, filed 15 May 2020.