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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
CPB icon
926
CALL
Campbell Soup
CPB
$6.38B
$254K 0.01%
5,500
-113,400
-95% -$5.45M
DEO icon
927
PUT
Diageo
DEO
$48.3B
$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
$117B
$252K 0.01%
10,339
+4,084
+65% +$132K
MDLZ icon
930
Mondelez International
MDLZ
$79.6B
$252K 0.01%
5,035
-3,323
-40% -$180K
MNST icon
931
Monster Beverage
MNST
$87.3B
$252K 0.01%
+17,916
New +$288K
WH icon
932
CALL
Wyndham Hotels & Resorts
WH
$5.06B
$252K 0.01%
8,000
-2,900
-27% -$147K
ACN icon
933
Accenture
ACN
$116B
$251K 0.01%
1,538
-119
-7% -$22.9K
BHC icon
934
PUT
Bausch Health
BHC
$2.13B
$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
$37.2B
$249K 0.01%
800
-1,300
-62% -$461K
TTWO icon
937
CALL
Take-Two Interactive
TTWO
$39.6B
$249K 0.01%
2,100
-17,500
-89% -$2.07M
TZA icon
938
Direxion Daily Small Cap Bear 3x ETF
TZA
$264M
$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
$9B
$246K 0.01%
5,000
-3,400
-40% -$267K
EQIX icon
941
Equinix
EQIX
$100B
$246K 0.01%
+394
New +$236K
IDHQ icon
942
Invesco S&P International Developed Quality ETF
IDHQ
$1.04B
$246K 0.01%
+11,789
New +$286K
SEDG icon
943
CALL
SolarEdge
SEDG
$2.13B
$246K 0.01%
3,000
-7,500
-71% -$793K
MMM icon
944
3M
MMM
$83.9B
$245K 0.01%
+2,147
New +$282K
PCAR icon
945
PUT
PACCAR
PCAR
$62.2B
$245K 0.01%
+6,000
New +$282K
SQQQ icon
946
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.14B
$245K 0.01%
+20
New +$262K
WTMF icon
947
WisdomTree Managed Futures Strategy Fund
WTMF
$269M
$245K 0.01%
+6,767
New +$245K
NOV icon
948
CALL
NOV
NOV
$7.33B
$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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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.