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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
501
CALL
Waste Management
WM
$90.6B
$676K 0.02%
7,300
-27,500
-79% -$3.15M
TSN icon
502
CALL
Tyson Foods
TSN
$20.4B
$671K 0.02%
11,600
-44,500
-79% -$3.32M
EBAY icon
503
PUT
eBay
EBAY
$50.6B
$664K 0.01%
22,100
-34,600
-61% -$1.21M
MELI icon
504
Mercado Libre
MELI
$95.2B
$663K 0.01%
+1,357
New +$837K
FVD icon
505
First Trust Value Line Dividend Fund
FVD
$8.32B
$662K 0.01%
23,926
-66
-0.3% -$2.22K
LUV icon
506
Southwest Airlines
LUV
$22B
$662K 0.01%
+18,578
New +$921K
BSJK
507
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$662K 0.01%
+28,785
New +$679K
SSO icon
508
ProShares Ultra S&P500
SSO
$7.87B
$661K 0.01%
59,512
+31,744
+114% +$536K
DEM icon
509
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.9B
$658K 0.01%
+20,413
New +$827K
CSM icon
510
ProShares Large Cap Core Plus
CSM
$518M
$656K 0.01%
+22,170
New +$799K
RTN
511
CALL
DELISTED
Raytheon Company
RTN
$656K 0.01%
5,000
+2,000
+67% +$396K
AMAT icon
512
PUT
Applied Materials
AMAT
$403B
$651K 0.01%
14,200
-73,100
-84% -$4.2M
FDT icon
513
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$650K 0.01%
16,334
+9,793
+150% +$488K
ULTA icon
514
CALL
Ulta Beauty
ULTA
$22B
$650K 0.01%
3,700
-33,700
-90% -$8.4M
TJX icon
515
TJX Companies
TJX
$174B
$649K 0.01%
+13,568
New +$781K
ETR icon
516
PUT
Entergy
ETR
$50.2B
$648K 0.01%
13,800
+400
+3% +$23.7K
WPM icon
517
Wheaton Precious Metals
WPM
$49.5B
$646K 0.01%
23,460
+3,544
+18% +$102K
GM icon
518
PUT
General Motors
GM
$80.4B
$640K 0.01%
30,800
-183,200
-86% -$5.59M
RGLD icon
519
PUT
Royal Gold
RGLD
$16.8B
$640K 0.01%
7,300
-3,100
-30% -$320K
DELL icon
520
CALL
Dell
DELL
$262B
$637K 0.01%
31,765
-43,406
-58% -$1M
VALE icon
521
PUT
Vale
VALE
$64.1B
$637K 0.01%
76,800
+15,100
+24% +$164K
HSY icon
522
CALL
Hershey
HSY
$35.2B
$636K 0.01%
4,800
-10,900
-69% -$1.61M
ATVI
523
CALL
DELISTED
Activision Blizzard
ATVI
$636K 0.01%
10,700
-75,200
-88% -$4.46M
BP icon
524
PUT
BP
BP
$116B
$634K 0.01%
26,000
-42,600
-62% -$1.38M
TNL icon
525
CALL
Travel + Leisure Co
TNL
$4.66B
$634K 0.01%
29,200
-1,700
-6% -$70.9K
19 20
21
22 23

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.