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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
CSX icon
276
CALL
CSX Corp
CSX
$94.2B
$1.57M 0.04%
82,200
-336,900
-80% -$7.87M
AMT icon
277
PUT
American Tower
AMT
$79.9B
$1.57M 0.04%
7,200
-8,900
-55% -$2.07M
BDX icon
278
CALL
Becton Dickinson
BDX
$45.8B
$1.56M 0.04%
6,970
-40,693
-85% -$10M
IAU icon
279
iShares Gold Trust
IAU
$62.5B
$1.55M 0.04%
51,571
+36,639
+245% +$1.11M
WMT icon
280
PUT
Walmart Inc
WMT
$900B
$1.54M 0.03%
40,800
-552,600
-93% -$21.3M
XOP icon
281
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$1.54M 0.03%
46,900
-62,775
-57% -$4.16M
AGG icon
282
iShares Core US Aggregate Bond ETF
AGG
$138B
$1.54M 0.03%
13,346
-9,634
-42% -$1.1M
FDX icon
283
PUT
FedEx
FDX
$74B
$1.54M 0.03%
12,700
-85,400
-87% -$12M
UPS icon
284
CALL
United Parcel Service
UPS
$89.7B
$1.53M 0.03%
16,400
-143,700
-90% -$14.9M
IWV icon
285
iShares Russell 3000 ETF
IWV
$19.5B
$1.52M 0.03%
10,269
-10,275
-50% -$1.83M
MA icon
286
CALL
Mastercard
MA
$497B
$1.52M 0.03%
6,300
-69,600
-92% -$20.7M
AMGN icon
287
CALL
Amgen
AMGN
$212B
$1.52M 0.03%
7,500
-66,100
-90% -$14.4M
SCHO icon
288
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$1.51M 0.03%
+58,528
New +$1.49M
AFL icon
289
CALL
Aflac
AFL
$65.9B
$1.49M 0.03%
43,600
-108,000
-71% -$4.94M
FXU icon
290
First Trust Utilities AlphaDEX Fund
FXU
$836M
$1.49M 0.03%
+60,757
New +$1.72M
XLY icon
291
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.48M 0.03%
30,200
-236,600
-89% -$14M
VMW
292
PUT
DELISTED
VMware, Inc
VMW
$1.48M 0.03%
12,200
-15,400
-56% -$2.12M
XOM icon
293
ExxonMobil
XOM
$634B
$1.47M 0.03%
38,789
+34,151
+736% +$1.89M
SWK icon
294
CALL
Stanley Black & Decker
SWK
$14.6B
$1.46M 0.03%
14,600
-1,000
-6% -$143K
TLRY icon
295
PUT
Tilray
TLRY
$498M
$1.46M 0.03%
21,220
-950
-4% -$133K
DPZ icon
296
PUT
Domino's
DPZ
$11.6B
$1.46M 0.03%
4,500
-4,100
-48% -$1.26M
MCD icon
297
PUT
McDonald's
MCD
$194B
$1.46M 0.03%
8,800
-45,300
-84% -$8.93M
XLP icon
298
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$1.45M 0.03%
+26,690
New +$1.62M
UBER icon
299
CALL
Uber
UBER
$144B
$1.44M 0.03%
51,500
-130,900
-72% -$4.31M
MA icon
300
PUT
Mastercard
MA
$497B
$1.43M 0.03%
5,900
-88,400
-94% -$26.3M
10 11
12
13 14

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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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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.