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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
DFS
251
DELISTED
Discover Financial Services
DFS
$1.81M 0.04%
+50,788
New +$3.36M
BLK icon
252
PUT
Blackrock
BLK
$170B
$1.8M 0.04%
4,100
-10,400
-72% -$5.12M
XLK icon
253
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$1.8M 0.04%
44,800
-366,000
-89% -$16.7M
ORCL icon
254
PUT
Oracle
ORCL
$346B
$1.78M 0.04%
36,900
-150,200
-80% -$7.75M
BA icon
255
CALL
Boeing
BA
$175B
$1.77M 0.04%
11,900
-58,400
-83% -$16M
XYZ
256
PUT
Block Inc
XYZ
$49.5B
$1.77M 0.04%
33,800
-65,000
-66% -$4.45M
PFE icon
257
PUT
Pfizer
PFE
$144B
$1.75M 0.04%
56,600
-222,921
-80% -$7.6M
SCHP icon
258
Schwab US TIPS ETF
SCHP
$16.4B
$1.75M 0.04%
60,754
+39,218
+182% +$1.12M
MDY icon
259
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$1.71M 0.04%
6,500
-14,000
-68% -$4.75M
MU icon
260
PUT
Micron Technology
MU
$927B
$1.71M 0.04%
40,600
-361,000
-90% -$18.8M
PYPL icon
261
PayPal
PYPL
$51.4B
$1.7M 0.04%
17,758
+11,379
+178% +$1.26M
D icon
262
CALL
Dominion Energy
D
$62.1B
$1.7M 0.04%
23,500
-28,700
-55% -$2.34M
EEM icon
263
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.69M 0.04%
49,600
-116,600
-70% -$4.78M
VRSN icon
264
CALL
VeriSign
VRSN
$25.4B
$1.69M 0.04%
9,400
-7,300
-44% -$1.44M
UAL icon
265
CALL
United Airlines
UAL
$40.2B
$1.69M 0.04%
53,500
-42,200
-44% -$2.79M
QCOM icon
266
Qualcomm
QCOM
$172B
$1.67M 0.04%
+24,689
New +$2.02M
PRU icon
267
Prudential Financial
PRU
$43B
$1.66M 0.04%
+31,886
New +$2.53M
TWTR
268
DELISTED
Twitter, Inc.
TWTR
$1.66M 0.04%
+67,442
New +$2.18M
TMO icon
269
PUT
Thermo Fisher Scientific
TMO
$214B
$1.65M 0.04%
5,800
-4,000
-41% -$1.26M
SOXX icon
270
PUT
iShares Semiconductor ETF
SOXX
$40.6B
$1.64M 0.04%
24,000
-61,200
-72% -$4.85M
EWZ icon
271
iShares MSCI Brazil ETF
EWZ
$9.13B
$1.61M 0.04%
68,471
+57,700
+536% +$2.23M
UNP icon
272
Union Pacific
UNP
$175B
$1.61M 0.04%
11,435
+10,104
+759% +$1.67M
FDX icon
273
CALL
FedEx
FDX
$74B
$1.6M 0.04%
13,200
-99,900
-88% -$14.1M
ROST icon
274
CALL
Ross Stores
ROST
$80.5B
$1.59M 0.04%
18,300
-51,600
-74% -$5.51M
IBB icon
275
PUT
iShares Biotechnology ETF
IBB
$9.55B
$1.57M 0.04%
14,600
-120,700
-89% -$13.9M
9 10
11
12 13

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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.