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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
IJH icon
826
iShares Core S&P Mid-Cap ETF
IJH
$122B
$311K 0.01%
10,795
-3,030
-22% -$113K
DBX icon
827
CALL
Dropbox
DBX
$7.6B
$310K 0.01%
17,100
-49,100
-74% -$893K
DES icon
828
WisdomTree US SmallCap Dividend Fund
DES
$2.18B
$310K 0.01%
+17,177
New +$425K
BBD icon
829
Banco Bradesco
BBD
$38.2B
$309K 0.01%
101,235
+62,404
+161% +$321K
VRIG icon
830
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
$309K 0.01%
+13,591
New +$332K
WB icon
831
CALL
Weibo
WB
$2B
$308K 0.01%
9,300
-83,800
-90% -$3.55M
PIZ icon
832
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$724M
$307K 0.01%
+13,533
New +$366K
OKTA icon
833
CALL
Okta
OKTA
$24.7B
$306K 0.01%
2,500
-28,200
-92% -$3.54M
BMO icon
834
Bank of Montreal
BMO
$126B
$305K 0.01%
+6,061
New +$411K
HSY icon
835
PUT
Hershey
HSY
$35.5B
$305K 0.01%
2,300
+500
+28% +$73.8K
JWN
836
DELISTED
Nordstrom
JWN
$305K 0.01%
+19,894
New +$663K
URE icon
837
PUT
ProShares Ultra Real Estate
URE
$57.8M
$305K 0.01%
7,000
+3,000
+75% +$237K
MLM icon
838
PUT
Martin Marietta Materials
MLM
$31.5B
$303K 0.01%
1,600
-2,800
-64% -$670K
RACE icon
839
Ferrari
RACE
$69.3B
$302K 0.01%
1,982
-2,186
-52% -$352K
VOE icon
840
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
$302K 0.01%
+3,720
New +$401K
BHP icon
841
CALL
BHP
BHP
$215B
$301K 0.01%
9,192
-27,353
-75% -$1.14M
HBAN icon
842
CALL
Huntington Bancshares
HBAN
$34.4B
$301K 0.01%
36,700
-38,700
-51% -$476K
PTMC icon
843
Pacer Trendpilot US Mid Cap ETF
PTMC
$392M
$301K 0.01%
10,639
-1,019
-9% -$30.3K
FGD icon
844
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.54B
$300K 0.01%
+18,854
New +$416K
TFLO icon
845
iShares Treasury Floating Rate Bond ETF
TFLO
$6.54B
$300K 0.01%
+5,960
New +$300K
RCL icon
846
CALL
Royal Caribbean
RCL
$85.1B
$299K 0.01%
9,300
-22,100
-70% -$2.02M
TNA icon
847
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$299K 0.01%
+18,084
New +$983K
TM icon
848
Toyota
TM
$224B
$298K 0.01%
2,486
-9,247
-79% -$1.23M
ADSK icon
849
CALL
Autodesk
ADSK
$49.5B
$297K 0.01%
1,900
-53,800
-97% -$9.87M
BSX icon
850
CALL
Boston Scientific
BSX
$69.5B
$297K 0.01%
9,100
-106,800
-92% -$4.17M
32 33
34
35 36

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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.