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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
ITB icon
951
PUT
iShares US Home Construction ETF
ITB
$2.26B
$243K 0.01%
8,400
-23,800
-74% -$1.02M
UCON icon
952
First Trust Smith Unconstrained Bond ETF
UCON
$3.27B
$243K 0.01%
+10,049
New +$256K
QRVO icon
953
CALL
Qorvo
QRVO
$7.99B
$242K 0.01%
3,000
-18,000
-86% -$1.8M
BNS icon
954
Scotiabank
BNS
$107B
$241K 0.01%
+5,946
New +$301K
DBJP icon
955
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$679M
$241K 0.01%
+6,797
New +$270K
DECK icon
956
CALL
Deckers Outdoor
DECK
$13.2B
$241K 0.01%
10,800
-5,400
-33% -$150K
ROK icon
957
PUT
Rockwell Automation
ROK
$53.4B
$241K 0.01%
1,600
-3,700
-70% -$686K
UNG icon
958
PUT
United States Natural Gas Fund
UNG
$456M
$241K 0.01%
4,800
-42,050
-90% -$2.44M
GDDY icon
959
CALL
GoDaddy
GDDY
$11B
$240K 0.01%
+4,200
New +$278K
DHI icon
960
D.R. Horton
DHI
$40B
$239K 0.01%
+7,028
New +$365K
DTD icon
961
WisdomTree US Total Dividend Fund
DTD
$1.65B
$239K 0.01%
+6,112
New +$296K
PPL
962
PUT
PPL Corp
PPL
$26.5B
$239K 0.01%
+9,700
New +$313K
AUY
963
PUT
DELISTED
Yamana Gold, Inc.
AUY
$239K 0.01%
87,000
+14,500
+20% +$54.7K
ELAN icon
964
Elanco Animal Health
ELAN
$13.2B
$238K 0.01%
10,631
-35
-0.3% -$959
FAZ icon
965
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
$238K 0.01%
+78
New +$209K
PWR icon
966
CALL
Quanta Services
PWR
$100B
$238K 0.01%
7,500
-48,500
-87% -$1.8M
CHWY icon
967
Chewy
CHWY
$9.25B
$237K 0.01%
+6,315
New +$185K
RTX icon
968
CALL
RTX Corp
RTX
$290B
$236K 0.01%
3,973
-34,958
-90% -$2.96M
BOCT icon
969
Innovator US Equity Buffer ETF October
BOCT
$286M
$235K 0.01%
+10,506
New +$264K
NEE icon
970
NextEra Energy
NEE
$181B
$235K 0.01%
+3,904
New +$245K
MLM icon
971
Martin Marietta Materials
MLM
$31.5B
$234K 0.01%
1,239
+362
+41% +$86.6K
OKTA icon
972
Okta
OKTA
$24.7B
$234K 0.01%
+1,918
New +$241K
IGPT icon
973
Invesco AI and Next Gen Software ETF
IGPT
$1.15B
$232K 0.01%
+8,109
New +$260K
BOTZ icon
974
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.28B
$231K 0.01%
12,721
+2,830
+29% +$58.3K
GPN icon
975
CALL
Global Payments
GPN
$23B
$231K 0.01%
1,600
-2,800
-64% -$512K
37 38
39
40 41

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NOCM
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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.