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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
CPB icon
926
CALL
Campbell Soup
CPB
$6.55B
$254K 0.01%
5,500
-113,400
-95% -$5.45M
DEO icon
927
PUT
Diageo
DEO
$49B
$254K 0.01%
+2,000
New +$300K
TD icon
928
Toronto Dominion Bank
TD
$198B
$253K 0.01%
5,975
+449
+8% +$23K
BP icon
929
BP
BP
$116B
$252K 0.01%
10,339
+4,084
+65% +$132K
MDLZ icon
930
Mondelez International
MDLZ
$79.5B
$252K 0.01%
5,035
-3,323
-40% -$180K
MNST icon
931
Monster Beverage
MNST
$94.3B
$252K 0.01%
+8,958
New +$288K
WH icon
932
CALL
Wyndham Hotels & Resorts
WH
$5.56B
$252K 0.01%
8,000
-2,900
-27% -$147K
ACN icon
933
Accenture
ACN
$102B
$251K 0.01%
1,538
-119
-7% -$22.9K
BHC icon
934
PUT
Bausch Health
BHC
$2.57B
$251K 0.01%
16,200
-7,500
-32% -$181K
EXAS
935
CALL
DELISTED
Exact Sciences
EXAS
$249K 0.01%
4,300
-16,300
-79% -$1.32M
ROP icon
936
CALL
Roper Technologies
ROP
$38.8B
$249K 0.01%
800
-1,300
-62% -$461K
TTWO icon
937
CALL
Take-Two Interactive
TTWO
$45.4B
$249K 0.01%
2,100
-17,500
-89% -$2.07M
TZA icon
938
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$248K 0.01%
52
-98
-65% -$380K
XRLV
939
DELISTED
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
XRLV
$247K 0.01%
+7,900
New +$303K
APTV icon
940
CALL
Aptiv
APTV
$12B
$246K 0.01%
5,000
-3,400
-40% -$267K
EQIX icon
941
Equinix
EQIX
$101B
$246K 0.01%
+394
New +$236K
IDHQ icon
942
Invesco S&P International Developed Quality ETF
IDHQ
$928M
$246K 0.01%
+11,789
New +$286K
SEDG icon
943
CALL
SolarEdge
SEDG
$2.51B
$246K 0.01%
3,000
-7,500
-71% -$793K
MMM icon
944
3M
MMM
$90.9B
$245K 0.01%
+2,147
New +$282K
PCAR icon
945
PUT
PACCAR
PCAR
$69.8B
$245K 0.01%
+6,000
New +$282K
SQQQ icon
946
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$245K 0.01%
+20
New +$262K
WTMF icon
947
WisdomTree Managed Futures Strategy Fund
WTMF
$245M
$245K 0.01%
+6,767
New +$245K
NOV icon
948
CALL
NOV
NOV
$6.93B
$244K 0.01%
24,800
-32,900
-57% -$620K
SOLN
949
PUT
DELISTED
The Southern Company
SOLN
$244K 0.01%
+4,500
New +$236K
CTRA
950
DELISTED
Coterra Energy
CTRA
$243K 0.01%
14,112
-27,085
-66% -$429K
36 37
38
39 40

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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.