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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
RSP icon
326
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$1.28M 0.03%
15,212
-7,482
-33% -$795K
MDLZ icon
327
PUT
Mondelez International
MDLZ
$80.2B
$1.27M 0.03%
25,400
-24,400
-49% -$1.32M
BIDU icon
328
CALL
Baidu
BIDU
$35.6B
$1.26M 0.03%
12,500
-145,300
-92% -$17.7M
MET icon
329
CALL
MetLife
MET
$62.7B
$1.26M 0.03%
41,100
-132,000
-76% -$5.85M
COF icon
330
CALL
Capital One
COF
$130B
$1.25M 0.03%
24,900
-49,500
-67% -$4.35M
XBI icon
331
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$1.25M 0.03%
+16,103
New +$1.43M
TWTR
332
CALL
DELISTED
Twitter, Inc.
TWTR
$1.25M 0.03%
50,700
-364,200
-88% -$11.8M
MS icon
333
Morgan Stanley
MS
$333B
$1.24M 0.03%
+36,385
New +$1.71M
MNA icon
334
IQ ARB Merger Arbitrage ETF
MNA
$252M
$1.24M 0.03%
+41,010
New +$1.33M
MELI icon
335
CALL
Mercado Libre
MELI
$94.4B
$1.22M 0.03%
2,500
-4,700
-65% -$2.9M
ED icon
336
CALL
Consolidated Edison
ED
$41.3B
$1.22M 0.03%
15,600
-39,200
-72% -$3.44M
IBB icon
337
CALL
iShares Biotechnology ETF
IBB
$9.55B
$1.22M 0.03%
11,300
-101,600
-90% -$11.7M
XBI icon
338
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$1.22M 0.03%
15,700
-81,200
-84% -$7.19M
BAX icon
339
CALL
Baxter International
BAX
$12.6B
$1.21M 0.03%
14,900
-41,700
-74% -$3.6M
XLF icon
340
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$1.21M 0.03%
58,000
-132,600
-70% -$3.65M
SBAC icon
341
PUT
SBA Communications
SBAC
$18.6B
$1.19M 0.03%
4,400
+2,800
+175% +$739K
FDX icon
342
FedEx
FDX
$74B
$1.19M 0.03%
9,773
+3,151
+48% +$444K
EXC icon
343
CALL
Exelon
EXC
$48.4B
$1.18M 0.03%
45,004
-102,206
-69% -$3.21M
TJX icon
344
PUT
TJX Companies
TJX
$178B
$1.18M 0.03%
24,700
-6,800
-22% -$391K
ADI icon
345
Analog Devices
ADI
$178B
$1.17M 0.03%
13,094
+3,798
+41% +$415K
XYZ
346
Block Inc
XYZ
$49.5B
$1.17M 0.03%
22,350
+15,093
+208% +$1.03M
VMW
347
DELISTED
VMware, Inc
VMW
$1.17M 0.03%
9,625
+4,611
+92% +$634K
CMI icon
348
CALL
Cummins
CMI
$88.5B
$1.16M 0.03%
8,600
-57,600
-87% -$8.98M
BA icon
349
Boeing
BA
$175B
$1.16M 0.03%
+7,788
New +$2.13M
COP icon
350
PUT
ConocoPhillips
COP
$139B
$1.16M 0.03%
37,700
-33,700
-47% -$1.71M
12 13
14
15 16

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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.