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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
MU icon
351
CALL
Micron Technology
MU
$927B
$1.16M 0.03%
27,600
-325,300
-92% -$16.9M
PRF icon
352
Invesco FTSE RAFI US 1000 ETF
PRF
$9.82B
$1.16M 0.03%
+62,645
New +$1.45M
WYNN icon
353
CALL
Wynn Resorts
WYNN
$10.3B
$1.16M 0.03%
19,200
-70,200
-79% -$7.86M
XLU icon
354
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$1.14M 0.03%
41,222
-14,234
-26% -$455K
TMO icon
355
CALL
Thermo Fisher Scientific
TMO
$214B
$1.13M 0.03%
4,000
-36,200
-90% -$11.4M
PRGO icon
356
CALL
Perrigo
PRGO
$1.43B
$1.11M 0.02%
23,000
-29,700
-56% -$1.59M
WMB icon
357
CALL
Williams Companies
WMB
$85.8B
$1.1M 0.02%
77,700
-98,600
-56% -$1.91M
CSX icon
358
PUT
CSX Corp
CSX
$94.2B
$1.09M 0.02%
57,300
-164,700
-74% -$3.85M
C icon
359
Citigroup
C
$222B
$1.09M 0.02%
25,846
+21,732
+528% +$1.46M
WMT icon
360
Walmart Inc
WMT
$900B
$1.08M 0.02%
28,536
+18,975
+198% +$730K
TOTL icon
361
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.11B
$1.08M 0.02%
+22,460
New +$1.1M
REGN icon
362
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
$1.07M 0.02%
2,200
-27,800
-93% -$11.5M
NOW icon
363
CALL
ServiceNow
NOW
$114B
$1.06M 0.02%
18,500
-143,000
-89% -$8.94M
VZ icon
364
PUT
Verizon
VZ
$201B
$1.06M 0.02%
19,700
-205,200
-91% -$11.7M
MSI icon
365
CALL
Motorola Solutions
MSI
$73.1B
$1.05M 0.02%
+7,900
New +$1.33M
IVW icon
366
iShares S&P 500 Growth ETF
IVW
$71.9B
$1.05M 0.02%
+25,408
New +$1.2M
ADSK icon
367
PUT
Autodesk
ADSK
$50.1B
$1.05M 0.02%
6,700
-31,300
-82% -$5.74M
CMCSA icon
368
CALL
Comcast
CMCSA
$85.8B
$1.04M 0.02%
30,400
-377,600
-93% -$15.9M
GNRC icon
369
CALL
Generac Holdings
GNRC
$11.5B
$1.04M 0.02%
11,200
+8,400
+300% +$865K
XHB icon
370
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
$1.04M 0.02%
34,951
-18,107
-34% -$773K
SPSB icon
371
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$1.04M 0.02%
+34,365
New +$1.05M
NKE icon
372
PUT
Nike
NKE
$63.9B
$1.03M 0.02%
12,500
-96,300
-89% -$8.96M
LLY icon
373
PUT
Eli Lilly
LLY
$1.09T
$1.03M 0.02%
7,400
-114,000
-94% -$15.7M
LQD icon
374
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$1.02M 0.02%
8,299
+4,468
+117% +$569K
CL icon
375
CALL
Colgate-Palmolive
CL
$74.2B
$1.01M 0.02%
15,300
-55,000
-78% -$3.88M
13 14
15
16 17

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AWP
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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.