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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
QTS.PRB
26
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$15.6M 0.35%
121,700
+51,028
+72% +$6.66M
META icon
27
CALL
Meta Platforms (Facebook)
META
$1.51T
$15.6M 0.35%
93,300
-269,400
-74% -$52.7M
AMZN icon
28
Amazon
AMZN
$2.48T
$15.4M 0.35%
157,940
+151,640
+2,407% +$14.7M
META icon
29
PUT
Meta Platforms (Facebook)
META
$1.51T
$14.4M 0.32%
86,400
-82,000
-49% -$16.1M
IWN icon
30
iShares Russell 2000 Value ETF
IWN
$14.5B
$14.1M 0.32%
172,338
+97,112
+129% +$10.9M
IJR icon
31
iShares Core S&P Small-Cap ETF
IJR
$110B
$13.9M 0.31%
247,117
+186,493
+308% +$13.9M
BABA icon
32
PUT
Alibaba
BABA
$276B
$12.9M 0.29%
66,500
-193,500
-74% -$40.4M
XLK icon
33
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$12.7M 0.29%
317,000
+18,200
+6% +$831K
OEF icon
34
iShares S&P 100 ETF
OEF
$19.8B
$12.7M 0.29%
106,908
+73,399
+219% +$10.1M
GOOG icon
35
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$11.7M 0.26%
202,000
-1,180,000
-85% -$80.1M
IWO icon
36
iShares Russell 2000 Growth ETF
IWO
$14.4B
$11.7M 0.26%
73,792
+38,438
+109% +$7.63M
MSFT icon
37
PUT
Microsoft
MSFT
$2.92T
$11.4M 0.26%
72,100
-533,700
-88% -$87.8M
NVDA icon
38
CALL
NVIDIA
NVDA
$4.77T
$11.3M 0.26%
1,720,000
-5,908,000
-77% -$37.3M
JNJ icon
39
CALL
Johnson & Johnson
JNJ
$643B
$11.1M 0.25%
84,600
-143,200
-63% -$20.3M
IWF icon
40
iShares Russell 1000 Growth ETF
IWF
$119B
$10.9M 0.25%
289,512
+57,988
+25% +$2.5M
DIA icon
41
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$10.9M 0.24%
49,569
+24,471
+98% +$6.5M
AAPL icon
42
PUT
Apple
AAPL
$4.99T
$10.7M 0.24%
168,400
-5,444,400
-97% -$400M
MDY icon
43
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$10.6M 0.24%
40,508
-26,847
-40% -$9.1M
GOOGL icon
44
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$10.1M 0.23%
174,000
-1,156,000
-87% -$78.3M
AAPL icon
45
CALL
Apple
AAPL
$4.99T
$10M 0.23%
157,600
-5,275,200
-97% -$388M
CSCO icon
46
CALL
Cisco
CSCO
$456B
$9.75M 0.22%
248,100
-292,200
-54% -$12.8M
X
47
PUT
DELISTED
US Steel
X
$9.62M 0.22%
1,524,500
+482,400
+46% +$4.04M
HD icon
48
CALL
Home Depot
HD
$343B
$9.54M 0.21%
51,100
-87,000
-63% -$19.1M
QQQ icon
49
Invesco QQQ Trust
QQQ
$445B
$9.41M 0.21%
49,418
-169,116
-77% -$35.8M
XOP icon
50
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$8.94M 0.2%
271,700
+148,275
+120% +$9.81M
1
2
3 4 5

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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.