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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
XLU icon
51
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$8.88M 0.2%
320,400
-352,000
-52% -$11.3M
SMH icon
52
PUT
VanEck Semiconductor ETF
SMH
$63.8B
$8.23M 0.19%
140,600
-545,400
-80% -$36.8M
ABBV icon
53
CALL
AbbVie
ABBV
$465B
$8.21M 0.18%
107,800
-127,500
-54% -$10.9M
Z icon
54
PUT
Zillow
Z
$7.7B
$8.17M 0.18%
226,800
-129,200
-36% -$5.97M
XLP icon
55
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$8.15M 0.18%
149,600
-118,200
-44% -$7.17M
TSLA icon
56
CALL
Tesla
TSLA
$1.21T
$7.91M 0.18%
226,500
-3,748,500
-94% -$155M
GOOG icon
57
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$7.91M 0.18%
136,000
-908,000
-87% -$61.6M
KO icon
58
CALL
Coca-Cola
KO
$380B
$7.87M 0.18%
177,900
-145,500
-45% -$7.86M
XLI icon
59
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$7.83M 0.18%
132,600
-140,900
-52% -$10.6M
CME icon
60
CME Group
CME
$93.5B
$7.78M 0.18%
45,007
-862
-2% -$172K
XLE icon
61
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$7.78M 0.18%
535,200
-881,000
-62% -$20.9M
FXI icon
62
PUT
iShares China Large-Cap ETF
FXI
$4.27B
$7.68M 0.17%
204,500
-1,600
-0.8% -$65.1K
VTI icon
63
Vanguard Total Stock Market ETF
VTI
$656B
$7.63M 0.17%
59,201
-2,121
-3% -$328K
GFLU
64
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$7.46M 0.17%
+163,014
New +$7.32M
LLY icon
65
CALL
Eli Lilly
LLY
$1.09T
$7.43M 0.17%
53,600
-87,100
-62% -$12M
BKNG icon
66
PUT
Booking.com
BKNG
$154B
$7.4M 0.17%
137,500
-1,177,500
-90% -$82.6M
ENOV icon
67
PUT
Enovis
ENOV
$1.7B
$7.33M 0.17%
+215,086
New +$11.8M
CCI icon
68
PUT
Crown Castle
CCI
$33.1B
$7.05M 0.16%
48,800
+44,900
+1,151% +$6.7M
CSCO icon
69
PUT
Cisco
CSCO
$456B
$6.95M 0.16%
176,700
-115,500
-40% -$5.07M
BMY icon
70
CALL
Bristol-Myers Squibb
BMY
$130B
$6.89M 0.16%
123,700
-176,400
-59% -$10.8M
PEP icon
71
CALL
PepsiCo
PEP
$195B
$6.61M 0.15%
55,000
-272,400
-83% -$36.8M
MSFT icon
72
CALL
Microsoft
MSFT
$2.92T
$6.56M 0.15%
41,600
-696,500
-94% -$115M
AVGO icon
73
Broadcom
AVGO
$1.81T
$6.41M 0.14%
+270,180
New +$7.61M
BABA icon
74
CALL
Alibaba
BABA
$276B
$6.4M 0.14%
32,900
-254,300
-89% -$53.1M
INTU icon
75
CALL
Intuit
INTU
$85.6B
$6.39M 0.14%
27,800
+10,000
+56% +$2.71M
1 2
3
4 5

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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.