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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
TXN icon
651
PUT
Texas Instruments
TXN
$252B
$450K 0.01%
4,500
-8,500
-65% -$1.02M
IBDN
652
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
$449K 0.01%
+18,129
New +$455K
DAL icon
653
PUT
Delta Air Lines
DAL
$57.5B
$448K 0.01%
15,700
-59,800
-79% -$2.96M
ROBO icon
654
ROBO Global Robotics & Automation Index ETF
ROBO
$1.96B
$448K 0.01%
+13,345
New +$525K
FYX icon
655
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.36B
$446K 0.01%
+10,837
New +$612K
BIIB icon
656
CALL
Biogen
BIIB
$30B
$443K 0.01%
1,400
-13,000
-90% -$3.95M
EZM icon
657
WisdomTree US MidCap Fund
EZM
$940M
$443K 0.01%
+16,772
New +$620K
RY icon
658
CALL
Royal Bank of Canada
RY
$291B
$443K 0.01%
7,200
-39,800
-85% -$2.95M
PBP icon
659
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$442K 0.01%
+26,410
New +$532K
GGB icon
660
Gerdau
GGB
$9.74B
$441K 0.01%
+290,625
New +$921K
MRSH
661
PUT
Marsh
MRSH
$90.5B
$441K 0.01%
+5,100
New +$544K
D icon
662
PUT
Dominion Energy
D
$60.8B
$440K 0.01%
6,100
-1,500
-20% -$122K
UPRO icon
663
ProShares UltraPro S&P 500
UPRO
$5.23B
$440K 0.01%
+31,816
New +$949K
WORK
664
CALL
DELISTED
Slack Technologies, Inc.
WORK
$437K 0.01%
16,300
-60,000
-79% -$1.45M
INFY icon
665
Infosys
INFY
$48.7B
$436K 0.01%
53,103
+27,609
+108% +$278K
FPX icon
666
First Trust US Equity Opportunities ETF
FPX
$1.47B
$435K 0.01%
+6,897
New +$532K
CRWD icon
667
PUT
CrowdStrike
CRWD
$194B
$434K 0.01%
31,200
-89,600
-74% -$1.27M
POWA icon
668
Invesco Bloomberg Pricing Power ETF
POWA
$178M
$434K 0.01%
9,690
+4,262
+79% +$227K
RL icon
669
CALL
Ralph Lauren
RL
$22.6B
$434K 0.01%
6,500
-10,400
-62% -$1.09M
CMI icon
670
PUT
Cummins
CMI
$87.5B
$433K 0.01%
3,200
-26,000
-89% -$4.05M
RIO icon
671
CALL
Rio Tinto
RIO
$158B
$433K 0.01%
9,500
-23,500
-71% -$1.21M
COUP
672
CALL
DELISTED
Coupa Software Incorporated
COUP
$433K 0.01%
3,100
-8,400
-73% -$1.3M
GBIL icon
673
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
$432K 0.01%
+4,291
New +$431K
DIS icon
674
Walt Disney
DIS
$167B
$431K 0.01%
+4,458
New +$564K
SNAP icon
675
CALL
Snap
SNAP
$7.89B
$430K 0.01%
36,200
-325,200
-90% -$4.99M
25 26
27
28 29

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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.