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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
XLI icon
101
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$5.05M 0.11%
85,622
+57,303
+202% +$4.32M
UNP icon
102
CALL
Union Pacific
UNP
$175B
$4.91M 0.11%
34,800
-22,000
-39% -$3.64M
KO icon
103
PUT
Coca-Cola
KO
$380B
$4.88M 0.11%
110,200
-50,800
-32% -$2.74M
META icon
104
Meta Platforms (Facebook)
META
$1.51T
$4.85M 0.11%
29,100
+27,698
+1,976% +$5.42M
VZ icon
105
CALL
Verizon
VZ
$201B
$4.74M 0.11%
88,200
-531,700
-86% -$30.4M
XLY icon
106
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$4.74M 0.11%
96,588
+60,606
+168% +$3.58M
HD icon
107
PUT
Home Depot
HD
$343B
$4.65M 0.1%
24,900
-65,200
-72% -$14.3M
COST icon
108
PUT
Costco
COST
$429B
$4.62M 0.1%
16,200
-71,700
-82% -$21.8M
SOLN
109
CALL
DELISTED
The Southern Company
SOLN
$4.62M 0.1%
+85,300
New +$4.47M
WMT icon
110
CALL
Walmart Inc
WMT
$900B
$4.6M 0.1%
121,500
-755,100
-86% -$29M
GS icon
111
Goldman Sachs
GS
$305B
$4.58M 0.1%
29,633
+28,323
+2,162% +$6.01M
BAC icon
112
CALL
Bank of America
BAC
$439B
$4.56M 0.1%
214,900
-720,500
-77% -$21.6M
VXX icon
113
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
$4.5M 0.1%
1,522
-1,392
-48% -$2.26M
GLD icon
114
PUT
SPDR Gold Trust
GLD
$131B
$4.5M 0.1%
30,400
-168,300
-85% -$25.1M
SE icon
115
PUT
Sea Limited
SE
$65.8B
$4.47M 0.1%
101,000
-19,900
-16% -$892K
IBM icon
116
CALL
IBM
IBM
$214B
$4.45M 0.1%
41,945
-52,718
-56% -$6.67M
DIS icon
117
PUT
Walt Disney
DIS
$172B
$4.44M 0.1%
46,000
-271,300
-86% -$34.3M
XLI icon
118
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$4.43M 0.1%
75,100
-67,500
-47% -$5.09M
FXI icon
119
iShares China Large-Cap ETF
FXI
$4.27B
$4.41M 0.1%
117,474
+66,766
+132% +$2.72M
STNG icon
120
PUT
Scorpio Tankers
STNG
$3.94B
$4.4M 0.1%
230,200
-62,000
-21% -$1.47M
V icon
121
PUT
Visa
V
$697B
$4.33M 0.1%
26,900
-225,500
-89% -$42.5M
ISRG icon
122
CALL
Intuitive Surgical
ISRG
$130B
$4.31M 0.1%
26,100
-75,000
-74% -$13.7M
CAT icon
123
CALL
Caterpillar
CAT
$387B
$4.28M 0.1%
36,900
-46,800
-56% -$5.98M
HYG icon
124
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$4.26M 0.1%
55,319
-6,535
-11% -$552K
IWB icon
125
iShares Russell 1000 ETF
IWB
$47.9B
$4.25M 0.1%
30,011
+11,988
+67% +$2.03M
3 4
5
6 7

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.