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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
XOM icon
701
CALL
ExxonMobil
XOM
$644B
$399K 0.01%
10,500
-527,400
-98% -$29.1M
KSU
702
DELISTED
Kansas City Southern
KSU
$399K 0.01%
+3,141
New +$479K
FNV icon
703
CALL
Franco-Nevada
FNV
$41.1B
$398K 0.01%
4,000
-12,600
-76% -$1.37M
FYC icon
704
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.26B
$395K 0.01%
+12,127
New +$517K
MLPX icon
705
Global X MLP & Energy Infrastructure ETF
MLPX
$3.61B
$395K 0.01%
+21,440
New +$653K
CYBR
706
CALL
DELISTED
CyberArk
CYBR
$394K 0.01%
4,600
-14,900
-76% -$1.72M
TWLO icon
707
CALL
Twilio
TWLO
$30B
$394K 0.01%
4,400
-26,800
-86% -$2.94M
EWT icon
708
iShares MSCI Taiwan ETF
EWT
$9.86B
$390K 0.01%
+11,823
New +$449K
RSG icon
709
CALL
Republic Services
RSG
$64.8B
$390K 0.01%
+5,200
New +$470K
SPG icon
710
PUT
Simon Property Group
SPG
$74.4B
$390K 0.01%
7,100
-31,300
-82% -$3.74M
LNG icon
711
CALL
Cheniere Energy
LNG
$55.2B
$389K 0.01%
11,600
-26,500
-70% -$1.36M
LYFT icon
712
CALL
Lyft
LYFT
$6.02B
$389K 0.01%
14,500
-107,000
-88% -$4.25M
MMP
713
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$387K 0.01%
10,600
-51,200
-83% -$2.75M
GIS icon
714
CALL
General Mills
GIS
$19.1B
$385K 0.01%
7,300
-144,000
-95% -$7.6M
PII icon
715
CALL
Polaris
PII
$3.82B
$385K 0.01%
8,000
-2,500
-24% -$205K
ENB icon
716
CALL
Enbridge
ENB
$119B
$384K 0.01%
13,200
-4,500
-25% -$167K
ERY icon
717
PUT
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
$384K 0.01%
+330
New +$297K
SYK icon
718
PUT
Stryker
SYK
$125B
$383K 0.01%
2,300
-3,000
-57% -$586K
KMI icon
719
Kinder Morgan
KMI
$71.7B
$382K 0.01%
+27,429
New +$522K
NSC icon
720
CALL
Norfolk Southern
NSC
$75.4B
$380K 0.01%
2,600
-32,600
-93% -$6.02M
SQQQ icon
721
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$378K 0.01%
+31
New +$406K
DDS icon
722
CALL
Dillards
DDS
$9.19B
$377K 0.01%
10,200
+2,300
+29% +$134K
RGLD icon
723
CALL
Royal Gold
RGLD
$16.8B
$377K 0.01%
4,300
-9,700
-69% -$1M
BBY icon
724
CALL
Best Buy
BBY
$18.2B
$376K 0.01%
6,600
-53,500
-89% -$4.24M
ITB icon
725
iShares US Home Construction ETF
ITB
$2.26B
$376K 0.01%
12,988
-6,680
-34% -$286K
27 28
29
30 31

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NOCM
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QIM
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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.