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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
UNG icon
876
CALL
United States Natural Gas Fund
UNG
$456M
$281K 0.01%
5,600
-60,400
-92% -$3.51M
FLDR icon
877
Fidelity Low Duration Bond Factor ETF
FLDR
$1.97B
$280K 0.01%
+5,738
New +$288K
NTAP icon
878
PUT
NetApp
NTAP
$35B
$279K 0.01%
6,700
-30,100
-82% -$1.56M
VFC icon
879
VF Corp
VFC
$5.63B
$279K 0.01%
5,160
-5,453
-51% -$425K
IYLD icon
880
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
$278K 0.01%
+13,885
New +$336K
SPLK
881
PUT
DELISTED
Splunk Inc
SPLK
$278K 0.01%
2,200
-10,100
-82% -$1.49M
SLM icon
882
SLM Corp
SLM
$4.89B
$277K 0.01%
38,592
+20,180
+110% +$195K
HES
883
CALL
DELISTED
Hess
HES
$276K 0.01%
8,300
-31,900
-79% -$1.73M
ROK icon
884
Rockwell Automation
ROK
$53.4B
$275K 0.01%
1,821
-150
-8% -$27.8K
TCOM icon
885
Trip.com Group
TCOM
$29.6B
$274K 0.01%
+11,667
New +$364K
GWW icon
886
PUT
W.W. Grainger
GWW
$65.3B
$273K 0.01%
1,100
-1,300
-54% -$384K
LRCX icon
887
Lam Research
LRCX
$367B
$273K 0.01%
+11,370
New +$327K
CMCSA icon
888
Comcast
CMCSA
$85B
$272K 0.01%
+7,905
New +$333K
DPZ icon
889
Domino's
DPZ
$11.5B
$272K 0.01%
+840
New +$259K
USRT icon
890
iShares Core US REIT ETF
USRT
$4.62B
$272K 0.01%
+6,944
New +$355K
TME icon
891
CALL
Tencent Music
TME
$15.5B
$271K 0.01%
26,900
-65,400
-71% -$805K
HCA icon
892
PUT
HCA Healthcare
HCA
$87.2B
$270K 0.01%
3,000
-2,500
-45% -$324K
PDD icon
893
CALL
Pinduoduo
PDD
$126B
$270K 0.01%
7,500
-11,400
-60% -$416K
RF icon
894
PUT
Regions Financial
RF
$26.4B
$270K 0.01%
30,100
+3,200
+12% +$44.8K
PBCT
895
DELISTED
People's United Financial Inc
PBCT
$269K 0.01%
+24,326
New +$361K
CNI icon
896
Canadian National Railway
CNI
$76.9B
$267K 0.01%
+3,444
New +$300K
NBIS
897
Nebius Group N.V.
NBIS
$48.3B
$267K 0.01%
7,855
+3,119
+66% +$129K
B
898
PUT
Barrick Mining
B
$61.5B
$266K 0.01%
14,500
-293,900
-95% -$5.51M
IGSB icon
899
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$266K 0.01%
+5,084
New +$271K
VEEV icon
900
PUT
Veeva Systems
VEEV
$33.1B
$266K 0.01%
1,700
-20,100
-92% -$2.95M
34 35
36
37 38

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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.