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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
HD icon
976
Home Depot
HD
$331B
$231K 0.01%
+1,235
New +$271K
SAM icon
977
Boston Beer
SAM
$1.91B
$231K 0.01%
+629
New +$233K
FCX icon
978
PUT
Freeport-McMoran
FCX
$90B
$230K 0.01%
34,000
-198,300
-85% -$2.07M
OUSA icon
979
ALPS O'Shares U.S. Quality Dividend ETF
OUSA
$748M
$230K 0.01%
+7,937
New +$272K
SHW icon
980
PUT
Sherwin-Williams
SHW
$82.7B
$230K 0.01%
1,500
-15,300
-91% -$2.76M
WSM icon
981
CALL
Williams-Sonoma
WSM
$26.9B
$230K 0.01%
10,800
-24,600
-69% -$782K
SPLK
982
DELISTED
Splunk Inc
SPLK
$230K 0.01%
1,826
-342
-16% -$50.3K
FXE icon
983
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
$229K 0.01%
+2,200
New +$230K
NOK icon
984
Nokia
NOK
$51B
$229K 0.01%
73,758
-346,669
-82% -$1.29M
WBA
985
DELISTED
Walgreens Boots Alliance
WBA
$229K 0.01%
+5,015
New +$255K
JPXN
986
iShares JPX-Nikkei 400 ETF
JPXN
$134M
$228K 0.01%
+4,296
New +$254K
LUV icon
987
CALL
Southwest Airlines
LUV
$22B
$228K 0.01%
6,400
-56,200
-90% -$2.79M
QTEC icon
988
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.52B
$228K 0.01%
+2,701
New +$262K
XYLD icon
989
Global X S&P 500 Covered Call ETF
XYLD
$3.24B
$227K 0.01%
+5,939
New +$281K
SIVB
990
CALL
DELISTED
SVB Financial Group
SIVB
$227K 0.01%
1,500
-400
-21% -$88K
EFAV icon
991
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
$226K 0.01%
+3,645
New +$256K
PVH icon
992
CALL
PVH
PVH
$4B
$226K 0.01%
6,000
-3,700
-38% -$283K
ETN icon
993
PUT
Eaton
ETN
$161B
$225K 0.01%
2,900
-39,900
-93% -$3.66M
MNST icon
994
CALL
Monster Beverage
MNST
$94.3B
$225K 0.01%
8,000
-69,400
-90% -$2.23M
TJX icon
995
CALL
TJX Companies
TJX
$174B
$225K 0.01%
4,700
-43,600
-90% -$2.51M
TMO icon
996
Thermo Fisher Scientific
TMO
$213B
$225K 0.01%
792
-178
-18% -$56.1K
UGL icon
997
ProShares Ultra Gold
UGL
$650M
$225K 0.01%
+17,284
New +$228K
NOV icon
998
PUT
NOV
NOV
$6.93B
$224K 0.01%
22,800
-13,000
-36% -$245K
STT icon
999
PUT
State Street
STT
$50.6B
$224K 0.01%
4,200
-19,300
-82% -$1.34M
COUP
1000
PUT
DELISTED
Coupa Software Incorporated
COUP
$224K 0.01%
1,600
-1,900
-54% -$294K
38 39
40
41 42

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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.