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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FDS icon
776
PUT
Factset
FDS
$9.83B
$339K 0.01%
1,300
-200
-13% -$54.4K
PANW icon
777
Palo Alto Networks
PANW
$307B
$339K 0.01%
+12,408
New +$433K
CIEN icon
778
CALL
Ciena
CIEN
$48.3B
$338K 0.01%
8,500
-25,700
-75% -$1.05M
FAST icon
779
PUT
Fastenal
FAST
$56.3B
$338K 0.01%
21,600
+7,000
+48% +$123K
SU icon
780
PUT
Suncor Energy
SU
$80.6B
$338K 0.01%
21,400
-78,000
-78% -$2.05M
EWZ icon
781
PUT
iShares MSCI Brazil ETF
EWZ
$8.53B
$337K 0.01%
14,300
-11,500
-45% -$444K
WYNN icon
782
PUT
Wynn Resorts
WYNN
$8.67B
$337K 0.01%
5,600
-73,400
-93% -$8.22M
ZION icon
783
Zions Bancorporation
ZION
$9.56B
$337K 0.01%
+12,589
New +$518K
FUTY icon
784
Fidelity MSCI Utilities Index ETF
FUTY
$2.2B
$336K 0.01%
+9,355
New +$389K
STNG icon
785
Scorpio Tankers
STNG
$4.29B
$336K 0.01%
+17,590
New +$418K
XLC icon
786
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.9B
$336K 0.01%
7,600
-19,200
-72% -$993K
DVN icon
787
Devon Energy
DVN
$53.3B
$335K 0.01%
+48,422
New +$875K
IDOG icon
788
ALPS International Sector Dividend Dogs ETF
IDOG
$571M
$334K 0.01%
+16,933
New +$413K
COP icon
789
ConocoPhillips
COP
$159B
$333K 0.01%
+10,810
New +$550K
LFC
790
DELISTED
China Life Insurance Company Ltd.
LFC
$332K 0.01%
+34,007
New +$407K
COO icon
791
PUT
Cooper Companies
COO
$10.4B
$331K 0.01%
4,800
-22,800
-83% -$1.86M
ORLY icon
792
CALL
O'Reilly Automotive
ORLY
$67.7B
$331K 0.01%
16,500
-88,500
-84% -$2.26M
CB icon
793
Chubb
CB
$132B
$328K 0.01%
+2,934
New +$421K
PGF icon
794
Invesco Financial Preferred ETF
PGF
$642M
$328K 0.01%
19,446
+7,461
+62% +$136K
GSY icon
795
Invesco Ultra Short Duration ETF
GSY
$3.93B
$327K 0.01%
6,632
-17,549
-73% -$879K
SONY icon
796
CALL
Sony
SONY
$139B
$325K 0.01%
27,500
-84,500
-75% -$1.11M
TDG icon
797
TransDigm Group
TDG
$59.7B
$325K 0.01%
+1,016
New +$553K
DAL icon
798
Delta Air Lines
DAL
$51.2B
$324K 0.01%
11,339
+6,838
+152% +$339K
DHR icon
799
Danaher
DHR
$146B
$324K 0.01%
2,640
-3,318
-56% -$447K
DXJ icon
800
WisdomTree Japan Hedged Equity Fund
DXJ
$7.1B
$324K 0.01%
7,682
-3,505
-31% -$172K
30 31
32
33 34

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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.