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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
SHOP icon
401
PUT
Shopify
SHOP
$169B
$917K 0.02%
22,000
-395,000
-95% -$17.8M
SUB icon
402
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
$913K 0.02%
+8,591
New +$914K
IWR icon
403
iShares Russell Mid-Cap ETF
IWR
$56.5B
$910K 0.02%
+21,078
New +$1.16M
LUV icon
404
PUT
Southwest Airlines
LUV
$22.7B
$904K 0.02%
25,400
-34,300
-57% -$1.7M
TWLO icon
405
PUT
Twilio
TWLO
$29.5B
$904K 0.02%
10,100
-21,400
-68% -$2.35M
RWJ icon
406
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.09B
$896K 0.02%
+64,074
New +$1.23M
PSA icon
407
CALL
Public Storage
PSA
$61.7B
$894K 0.02%
4,500
-1,500
-25% -$321K
PLD icon
408
CALL
Prologis
PLD
$137B
$892K 0.02%
+11,100
New +$970K
SDOG icon
409
ALPS Sector Dividend Dogs ETF
SDOG
$1.44B
$892K 0.02%
+28,506
New +$1.19M
XLB icon
410
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$892K 0.02%
39,600
-12,000
-23% -$329K
ITM icon
411
VanEck Intermediate Muni ETF
ITM
$2.15B
$891K 0.02%
+18,134
New +$908K
ZM icon
412
PUT
Zoom
ZM
$26.8B
$891K 0.02%
6,100
-37,300
-86% -$3.68M
TIP icon
413
iShares TIPS Bond ETF
TIP
$14.5B
$885K 0.02%
+7,506
New +$884K
PFE icon
414
Pfizer
PFE
$144B
$880K 0.02%
+28,401
New +$968K
SLV icon
415
iShares Silver Trust
SLV
$27.6B
$880K 0.02%
+67,410
New +$1.06M
MELI icon
416
PUT
Mercado Libre
MELI
$94.4B
$879K 0.02%
1,800
-3,300
-65% -$2.03M
KRE icon
417
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$864K 0.02%
26,500
-197,800
-88% -$9.68M
DFS
418
CALL
DELISTED
Discover Financial Services
DFS
$863K 0.02%
24,200
-113,300
-82% -$7.51M
MMM icon
419
PUT
3M
MMM
$94.1B
$860K 0.02%
7,535
-49,634
-87% -$6.53M
NEM icon
420
CALL
Newmont
NEM
$96.4B
$860K 0.02%
19,000
-103,600
-85% -$4.67M
CERN
421
CALL
DELISTED
Cerner Corp
CERN
$857K 0.02%
13,600
-12,700
-48% -$903K
FNV icon
422
PUT
Franco-Nevada
FNV
$40.6B
$856K 0.02%
8,600
+3,100
+56% +$337K
SLB icon
423
SLB Ltd
SLB
$74.2B
$855K 0.02%
+63,364
New +$1.83M
FXL icon
424
First Trust Technology AlphaDEX Fund
FXL
$2.45B
$845K 0.02%
+14,234
New +$990K
AMED
425
CALL
DELISTED
Amedisys
AMED
$844K 0.02%
4,600
-3,500
-43% -$623K
15 16
17
18 19

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.