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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
VRTX icon
676
PUT
Vertex Pharmaceuticals
VRTX
$121B
$428K 0.01%
1,800
-8,300
-82% -$1.9M
TEVA icon
677
PUT
Teva Pharmaceuticals
TEVA
$40.8B
$427K 0.01%
+47,500
New +$487K
SU icon
678
Suncor Energy
SU
$79.4B
$425K 0.01%
+26,869
New +$704K
VNQI icon
679
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$425K 0.01%
+9,910
New +$534K
AZO icon
680
CALL
AutoZone
AZO
$49.2B
$423K 0.01%
500
-10,100
-95% -$10.5M
WGO icon
681
Winnebago Industries
WGO
$856M
$423K 0.01%
+15,227
New +$735K
OLED icon
682
PUT
Universal Display
OLED
$3.68B
$422K 0.01%
3,200
-22,100
-87% -$3.8M
EWH icon
683
iShares MSCI Hong Kong ETF
EWH
$1.24B
$421K 0.01%
21,132
+9,220
+77% +$211K
SCHZ icon
684
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$419K 0.01%
+15,444
New +$417K
FDL icon
685
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.74B
$417K 0.01%
+18,690
New +$539K
PSCT icon
686
Invesco S&P SmallCap Information Technology ETF
PSCT
$498M
$417K 0.01%
+17,616
New +$511K
CL icon
687
Colgate-Palmolive
CL
$73.1B
$414K 0.01%
6,246
-19,072
-75% -$1.35M
UAL icon
688
PUT
United Airlines
UAL
$39.4B
$413K 0.01%
13,100
-35,800
-73% -$2.37M
AAP icon
689
CALL
Advance Auto Parts
AAP
$3.35B
$411K 0.01%
4,400
-12,000
-73% -$1.55M
DWM icon
690
WisdomTree International Equity Fund
DWM
$679M
$411K 0.01%
10,404
+4,412
+74% +$212K
AXON
691
CALL
Axon Enterprise
AXON
$42.5B
$410K 0.01%
5,800
-8,700
-60% -$651K
KDP icon
692
Keurig Dr Pepper
KDP
$42.3B
$404K 0.01%
16,639
+2,957
+22% +$79.7K
NVS icon
693
CALL
Novartis
NVS
$297B
$404K 0.01%
4,900
-27,500
-85% -$2.45M
PH icon
694
CALL
Parker-Hannifin
PH
$123B
$402K 0.01%
3,100
-2,900
-48% -$525K
BLV icon
695
Vanguard Long-Term Bond ETF
BLV
$5.71B
$400K 0.01%
+3,752
New +$392K
CWI icon
696
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
$400K 0.01%
20,308
+2,325
+13% +$54.8K
SPXL icon
697
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$400K 0.01%
15,362
+8,699
+131% +$490K
STIP icon
698
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
$400K 0.01%
+4,008
New +$403K
FM
699
DELISTED
iShares Frontier and Select EM ETF
FM
$400K 0.01%
+18,717
New +$518K
EES icon
700
WisdomTree US SmallCap Earnings Fund
EES
$719M
$399K 0.01%
+17,883
New +$577K
26 27
28
29 30

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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.