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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
TRIP icon
1051
CALL
TripAdvisor
TRIP
$1.65B
$203K ﹤0.01%
11,700
-37,600
-76% -$952K
BRX icon
1052
Brixmor Property Group
BRX
$9.67B
$202K ﹤0.01%
21,213
+7,179
+51% +$129K
FTNT icon
1053
CALL
Fortinet
FTNT
$119B
$202K ﹤0.01%
10,000
-34,500
-78% -$739K
GCC icon
1054
WisdomTree Enhanced Commodity Strategy Fund
GCC
$270M
$202K ﹤0.01%
+13,995
New +$240K
IP icon
1055
CALL
International Paper
IP
$21.6B
$202K ﹤0.01%
6,864
-39,389
-85% -$1.46M
QQQE icon
1056
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.33B
$202K ﹤0.01%
+4,337
New +$231K
REM icon
1057
iShares Mortgage Real Estate ETF
REM
$539M
$202K ﹤0.01%
+10,818
New +$435K
GE icon
1058
PUT
GE Aerospace
GE
$374B
$201K ﹤0.01%
5,076
-101,402
-95% -$5.41M
RH icon
1059
PUT
RH
RH
$3.13B
$201K ﹤0.01%
2,000
-20,600
-91% -$3.84M
DISH
1060
PUT
DELISTED
DISH Network Corp.
DISH
$200K ﹤0.01%
10,000
-2,500
-20% -$81.1K
WMB icon
1061
Williams Companies
WMB
$87.5B
$199K ﹤0.01%
+14,065
New +$272K
CS
1062
DELISTED
Credit Suisse Group
CS
$195K ﹤0.01%
+24,141
New +$281K
JNPR
1063
DELISTED
Juniper Networks
JNPR
$193K ﹤0.01%
+10,066
New +$226K
TU icon
1064
Telus
TU
$14.9B
$192K ﹤0.01%
+12,181
New +$226K
DISCK
1065
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$189K ﹤0.01%
+10,756
New +$278K
PBR icon
1066
PUT
Petrobras
PBR
$125B
$188K ﹤0.01%
34,100
-15,400
-31% -$184K
CHEF icon
1067
Chefs' Warehouse
CHEF
$4.71B
$187K ﹤0.01%
+18,598
New +$551K
DBO icon
1068
Invesco DB Oil Fund
DBO
$403M
$185K ﹤0.01%
+30,184
New +$257K
VTRS icon
1069
CALL
Viatris
VTRS
$20.4B
$185K ﹤0.01%
12,400
-30,600
-71% -$586K
WBIY icon
1070
WBI Power Factor High Dividend ETF
WBIY
$62.5M
$184K ﹤0.01%
+12,084
New +$275K
EELV icon
1071
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$436M
$182K ﹤0.01%
+10,370
New +$222K
IFV icon
1072
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
$181K ﹤0.01%
+13,180
New +$248K
CCJ icon
1073
Cameco
CCJ
$37.6B
$179K ﹤0.01%
23,470
-7,442
-24% -$61K
WMB icon
1074
PUT
Williams Companies
WMB
$87.5B
$177K ﹤0.01%
12,500
-48,200
-79% -$933K
HAL icon
1075
Halliburton
HAL
$26.9B
$174K ﹤0.01%
+25,386
New +$442K
41 42
43
44 45

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OAM
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NOCM
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TIM
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QIM
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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.