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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
MAN icon
901
CALL
ManpowerGroup
MAN
$2.44B
$265K 0.01%
5,000
+2,700
+117% +$225K
VTR icon
902
CALL
Ventas
VTR
$48B
$265K 0.01%
9,900
-42,900
-81% -$2.13M
ZM icon
903
Zoom
ZM
$28.2B
$265K 0.01%
1,815
-3,873
-68% -$382K
CHEF icon
904
PUT
Chefs' Warehouse
CHEF
$4.71B
$264K 0.01%
26,200
-6,900
-21% -$205K
DLTR icon
905
PUT
Dollar Tree
DLTR
$24.4B
$264K 0.01%
3,600
-21,700
-86% -$1.85M
NOW icon
906
ServiceNow
NOW
$115B
$264K 0.01%
+4,600
New +$288K
SMG icon
907
ScottsMiracle-Gro
SMG
$3.82B
$264K 0.01%
+2,581
New +$284K
PBR icon
908
Petrobras
PBR
$125B
$263K 0.01%
47,886
+26,378
+123% +$315K
PANW icon
909
CALL
Palo Alto Networks
PANW
$270B
$262K 0.01%
9,600
-153,000
-94% -$5.34M
RTN
910
PUT
DELISTED
Raytheon Company
RTN
$262K 0.01%
+2,000
New +$396K
CF icon
911
PUT
CF Industries
CF
$19.2B
$261K 0.01%
9,600
-15,400
-62% -$572K
CVX icon
912
PUT
Chevron
CVX
$392B
$261K 0.01%
3,600
-129,400
-97% -$12.8M
COP icon
913
CALL
ConocoPhillips
COP
$147B
$259K 0.01%
8,400
-170,400
-95% -$8.67M
MRSH
914
CALL
Marsh
MRSH
$90.5B
$259K 0.01%
3,000
-24,700
-89% -$2.63M
AAL icon
915
PUT
American Airlines Group
AAL
$10.1B
$258K 0.01%
21,200
-85,900
-80% -$1.96M
PHO icon
916
Invesco Water Resources ETF
PHO
$2.01B
$258K 0.01%
+8,235
New +$305K
PNQI icon
917
Invesco NASDAQ Internet ETF
PNQI
$528M
$258K 0.01%
+10,250
New +$290K
CRWD icon
918
CrowdStrike
CRWD
$194B
$257K 0.01%
18,484
-47,448
-72% -$670K
NTRS icon
919
PUT
Northern Trust
NTRS
$22.4B
$257K 0.01%
3,400
-11,000
-76% -$1.01M
OSK icon
920
CALL
Oshkosh
OSK
$8.79B
$257K 0.01%
4,000
+500
+14% +$39.2K
SAM icon
921
CALL
Boston Beer
SAM
$1.91B
$257K 0.01%
700
-1,000
-59% -$371K
CVY icon
922
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$256K 0.01%
+18,526
New +$371K
ERX icon
923
Direxion Daily Energy Bull 2X ETF
ERX
$238M
$256K 0.01%
+26,323
New +$2.59M
NUE icon
924
PUT
Nucor
NUE
$58.6B
$256K 0.01%
7,100
-47,800
-87% -$2.12M
TT icon
925
CALL
Trane Technologies
TT
$101B
$256K 0.01%
3,100
-49,700
-94% -$6.03M
35 36
37
38 39

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OAM
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NOCM
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TIM
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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.