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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
BAC.PRL icon
76
Bank of America Series L
BAC.PRL
$3.98B
$6.32M 0.14%
+4,991
New +$7.28M
COST icon
77
CALL
Costco
COST
$429B
$6.3M 0.14%
22,100
-72,100
-77% -$21.9M
IYR icon
78
PUT
iShares US Real Estate ETF
IYR
$4.76B
$6.29M 0.14%
90,400
+17,000
+23% +$1.5M
NVDA icon
79
PUT
NVIDIA
NVDA
$4.77T
$6.27M 0.14%
952,000
-5,304,000
-85% -$33.5M
GS icon
80
PUT
Goldman Sachs
GS
$305B
$6.25M 0.14%
40,400
-118,100
-75% -$25.1M
NFLX icon
81
PUT
Netflix
NFLX
$301B
$6.2M 0.14%
165,000
-958,000
-85% -$33.9M
GLD icon
82
CALL
SPDR Gold Trust
GLD
$131B
$6.17M 0.14%
41,700
-260,300
-86% -$38.8M
GOOGL icon
83
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$6.16M 0.14%
106,000
-1,438,000
-93% -$97.4M
XLF icon
84
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$6.14M 0.14%
+294,730
New +$8.11M
BAC icon
85
PUT
Bank of America
BAC
$439B
$5.93M 0.13%
279,500
-223,300
-44% -$6.69M
SBAC icon
86
CALL
SBA Communications
SBAC
$18.6B
$5.91M 0.13%
21,900
+9,000
+70% +$2.37M
SMH icon
87
CALL
VanEck Semiconductor ETF
SMH
$63.8B
$5.79M 0.13%
98,800
-116,600
-54% -$7.86M
SRE icon
88
PUT
Sempra
SRE
$59.2B
$5.76M 0.13%
102,000
-5,200
-5% -$369K
JPM icon
89
CALL
JPMorgan Chase
JPM
$950B
$5.68M 0.13%
63,100
-398,000
-86% -$48.4M
XLV icon
90
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$5.64M 0.13%
63,643
+36,468
+134% +$3.54M
GD icon
91
CALL
General Dynamics
GD
$106B
$5.58M 0.13%
42,200
-5,100
-11% -$847K
BABA icon
92
Alibaba
BABA
$276B
$5.47M 0.12%
+28,104
New +$5.87M
AIZ icon
93
PUT
Assurant
AIZ
$14B
$5.46M 0.12%
52,500
-600
-1% -$74K
GDX icon
94
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$5.44M 0.12%
236,100
-33,200
-12% -$908K
XLU icon
95
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$5.42M 0.12%
195,800
-985,000
-83% -$31.5M
XLY icon
96
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$5.38M 0.12%
109,800
-260,800
-70% -$15.4M
JPM icon
97
PUT
JPMorgan Chase
JPM
$950B
$5.35M 0.12%
59,400
-143,400
-71% -$17.4M
CAT icon
98
PUT
Caterpillar
CAT
$387B
$5.25M 0.12%
45,200
-78,800
-64% -$10.1M
DCUE
99
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$5.15M 0.12%
56,019
-40,681
-42% -$4.24M
CVS icon
100
CALL
CVS Health
CVS
$140B
$5.05M 0.11%
85,200
-15,700
-16% -$1.05M
2 3
4
5 6

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.