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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
WHR icon
751
Whirlpool
WHR
$2.43B
$362K 0.01%
+4,214
New +$554K
MLPI
752
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$362K 0.01%
44,466
+29,868
+205% +$460K
IYR icon
753
iShares US Real Estate ETF
IYR
$4.66B
$361K 0.01%
+5,193
New +$460K
SNPS icon
754
PUT
Synopsys
SNPS
$74.4B
$361K 0.01%
2,800
-2,300
-45% -$327K
QID icon
755
ProShares UltraShort QQQ
QID
$282M
$360K 0.01%
775
-221
-22% -$101K
ZS icon
756
PUT
Zscaler
ZS
$24.5B
$359K 0.01%
5,900
-10,300
-64% -$567K
XRT icon
757
State Street SPDR S&P Retail ETF
XRT
$449M
$355K 0.01%
11,931
-24,657
-67% -$998K
C icon
758
CALL
Citigroup
C
$222B
$354K 0.01%
8,400
-600,300
-99% -$40.3M
X
759
CALL
DELISTED
US Steel
X
$354K 0.01%
56,100
-546,500
-91% -$4.58M
SCHW
760
CALL
Charles Schwab
SCHW
$183B
$353K 0.01%
10,500
-44,100
-81% -$1.85M
WIX icon
761
CALL
WIX.com
WIX
$2.3B
$353K 0.01%
3,500
-12,300
-78% -$1.61M
BRK.B icon
762
Berkshire Hathaway Class B
BRK.B
$1.1T
$351K 0.01%
+1,922
New +$409K
IGIB icon
763
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$351K 0.01%
6,388
+1,680
+36% +$97K
ASHR icon
764
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
$350K 0.01%
+13,500
New +$382K
CF icon
765
CALL
CF Industries
CF
$19.2B
$345K 0.01%
12,700
-76,000
-86% -$2.82M
HACK icon
766
Amplify Cybersecurity ETF
HACK
$2.68B
$345K 0.01%
+9,669
New +$391K
ANET icon
767
CALL
Arista Networks
ANET
$227B
$344K 0.01%
27,200
-227,200
-89% -$2.95M
AUY
768
DELISTED
Yamana Gold, Inc.
AUY
$344K 0.01%
124,967
+55,783
+81% +$210K
FLOT icon
769
iShares Floating Rate Bond ETF
FLOT
$10.2B
$343K 0.01%
7,045
-14,603
-67% -$731K
VEU icon
770
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$343K 0.01%
8,371
-39,038
-82% -$1.92M
AMLP icon
771
Alerian MLP ETF
AMLP
$13B
$342K 0.01%
+19,873
New +$673K
CVNA icon
772
CALL
Carvana
CVNA
$68.6B
$342K 0.01%
31,000
-105,500
-77% -$1.63M
UUP icon
773
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$341K 0.01%
12,719
-18,928
-60% -$504K
FNX icon
774
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
$340K 0.01%
+7,057
New +$457K
TWM icon
775
ProShares UltraShort Russell2000
TWM
$44.3M
$340K 0.01%
+872
New +$272K
29 30
31
32 33

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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.