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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
IBDL
626
DELISTED
iShares iBonds Dec 2020 Term Corporate ETF
IBDL
$493K 0.01%
+19,547
New +$493K
JD icon
627
JD.com
JD
$44.6B
$490K 0.01%
+12,111
New +$484K
BLK icon
628
Blackrock
BLK
$169B
$487K 0.01%
+1,106
New +$545K
USO icon
629
United States Oil Fund
USO
$2.15B
$487K 0.01%
14,450
+10,184
+239% +$785K
CTAS icon
630
CALL
Cintas
CTAS
$81.9B
$485K 0.01%
11,200
-25,600
-70% -$1.67M
TSM icon
631
TSMC
TSM
$2.1T
$485K 0.01%
+10,157
New +$556K
ADI icon
632
CALL
Analog Devices
ADI
$179B
$484K 0.01%
5,400
-46,400
-90% -$5.07M
ZION icon
633
PUT
Zions Bancorporation
ZION
$10.2B
$484K 0.01%
18,100
-6,900
-28% -$284K
DBEU icon
634
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$770M
$483K 0.01%
+19,963
New +$576K
AZO icon
635
AutoZone
AZO
$49.2B
$480K 0.01%
567
-564
-50% -$586K
IDLV icon
636
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$469K 0.01%
+17,840
New +$567K
LH icon
637
CALL
Labcorp
LH
$25B
$468K 0.01%
4,307
-9,079
-68% -$1.31M
AYX
638
CALL
DELISTED
Alteryx Inc
AYX
$466K 0.01%
4,900
-4,500
-48% -$559K
BMRN icon
639
CALL
BioMarin Pharmaceuticals
BMRN
$11.6B
$465K 0.01%
5,500
-3,000
-35% -$258K
USO icon
640
PUT
United States Oil Fund
USO
$2.15B
$464K 0.01%
13,788
-2,450
-15% -$189K
JWN
641
PUT
DELISTED
Nordstrom
JWN
$463K 0.01%
30,200
-36,800
-55% -$1.23M
UBER icon
642
PUT
Uber
UBER
$143B
$461K 0.01%
16,500
-132,700
-89% -$4.37M
KLAC icon
643
PUT
KLA
KLAC
$239B
$460K 0.01%
32,000
-1,000
-3% -$16.1K
AMD icon
644
Advanced Micro Devices
AMD
$776B
$458K 0.01%
10,068
+4,547
+82% +$219K
HCA icon
645
CALL
HCA Healthcare
HCA
$87.2B
$458K 0.01%
5,100
-19,100
-79% -$2.47M
GE icon
646
CALL
GE Aerospace
GE
$374B
$457K 0.01%
11,537
-84,307
-88% -$4.5M
CHNG
647
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$456K 0.01%
+45,646
New +$638K
RL icon
648
PUT
Ralph Lauren
RL
$22.6B
$454K 0.01%
6,800
-6,500
-49% -$683K
RDS.B
649
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$452K 0.01%
+13,847
New +$649K
SNY icon
650
CALL
Sanofi
SNY
$103B
$450K 0.01%
10,300
-83,100
-89% -$3.98M
24 25
26
27 28

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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.