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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
WM icon
426
PUT
Waste Management
WM
$96.1B
$842K 0.02%
9,100
+4,200
+86% +$482K
GILD icon
427
Gilead Sciences
GILD
$167B
$839K 0.02%
11,221
+1,368
+14% +$94.5K
MSI icon
428
PUT
Motorola Solutions
MSI
$73.1B
$837K 0.02%
+6,300
New +$1.06M
QQEW icon
429
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.72B
$837K 0.02%
+13,428
New +$959K
GLW icon
430
PUT
Corning
GLW
$108B
$834K 0.02%
40,600
-17,300
-30% -$451K
IJS icon
431
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$832K 0.02%
16,652
+6,352
+62% +$440K
EWJ icon
432
CALL
iShares MSCI Japan ETF
EWJ
$21.3B
$825K 0.02%
16,700
-5,500
-25% -$303K
SOXX icon
433
CALL
iShares Semiconductor ETF
SOXX
$40.6B
$821K 0.02%
12,000
-4,200
-26% -$333K
ASML icon
434
CALL
ASML
ASML
$608B
$811K 0.02%
3,100
-2,500
-45% -$711K
VRSN icon
435
PUT
VeriSign
VRSN
$25.4B
$810K 0.02%
4,500
-2,500
-36% -$492K
ALGN icon
436
CALL
Align Technology
ALGN
$12.6B
$800K 0.02%
4,600
-9,400
-67% -$2.25M
GSIE icon
437
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
$798K 0.02%
+34,603
New +$956K
PDP icon
438
Invesco Dorsey Wright Momentum ETF
PDP
$1.42B
$798K 0.02%
+14,786
New +$926K
CHNG
439
PUT
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$798K 0.02%
+79,900
New +$1.12M
DVY icon
440
iShares Select Dividend ETF
DVY
$24.1B
$795K 0.02%
10,807
-5,126
-32% -$490K
KBE icon
441
CALL
State Street SPDR S&P Bank ETF
KBE
$1.66B
$795K 0.02%
+29,500
New +$1.18M
VNQ icon
442
Vanguard Real Estate ETF
VNQ
$40B
$795K 0.02%
11,384
+1,014
+10% +$89.1K
XHB icon
443
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
$795K 0.02%
26,700
-49,700
-65% -$2.12M
SMH icon
444
VanEck Semiconductor ETF
SMH
$63.8B
$792K 0.02%
13,520
-52,164
-79% -$3.52M
TGT icon
445
PUT
Target
TGT
$65.5B
$790K 0.02%
8,500
-80,400
-90% -$8.93M
FXO icon
446
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$789K 0.02%
+37,339
New +$1.12M
RODM icon
447
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.61B
$789K 0.02%
+35,785
New +$956K
CHRW icon
448
CALL
C.H. Robinson
CHRW
$20B
$788K 0.02%
11,900
-52,100
-81% -$3.74M
ROKU icon
449
PUT
Roku
ROKU
$21.3B
$787K 0.02%
9,000
-84,300
-90% -$9.7M
FDS icon
450
CALL
Factset
FDS
$10.1B
$782K 0.02%
3,000
+1,300
+76% +$354K
16 17
18
19 20

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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.