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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARW icon
1351
CALL
Arrow Electronics
ARW
$10.9B
– –
-6,900
Closed -$585K
ASM
1352
Avino Silver & Gold Mines
ASM
$1.07B
– –
-21,317
Closed -$12K
ASML icon
1353
PUT
ASML
ASML
$625B
– –
-7,000
Closed -$2.07M
ATI icon
1354
CALL
ATI
ATI
$24.8B
– –
-18,000
Closed -$372K
OPTU
1355
CALL
Optimum Communications Inc
OPTU
$397M
– –
-14,200
Closed -$388K
AU icon
1356
PUT
AngloGold Ashanti
AU
$51.7B
– –
-12,900
Closed -$288K
AVT icon
1357
Avnet
AVT
$7.66B
– –
-8,394
Closed -$356K
AVT icon
1358
PUT
Avnet
AVT
$7.66B
– –
-6,500
Closed -$276K
AWK icon
1359
American Water Works
AWK
$27.4B
– –
-1,924
Closed -$236K
AX icon
1360
CALL
Axos Financial
AX
$5.18B
– –
-15,500
Closed -$469K
DCH
1361
Dauch Corp
DCH
$1.46B
– –
-13,486
Closed -$145K
AXON
1362
PUT
Axon Enterprise
AXON
$36.7B
– –
-4,600
Closed -$337K
AXP icon
1363
American Express
AXP
$211B
– –
-3,549
Closed -$413K
AXSM icon
1364
Axsome Therapeutics
AXSM
$11.1B
– –
-2,957
Closed -$306K
AYI icon
1365
CALL
Acuity Brands
AYI
$8.96B
– –
-1,500
Closed -$207K
AZN icon
1366
CALL
AstraZeneca
AZN
$257B
– –
-6,100
Closed -$608K
BALL icon
1367
CALL
Ball Corp
BALL
$16.2B
– –
-5,800
Closed -$375K
BAX icon
1368
Baxter International
BAX
$12B
– –
-11,912
Closed -$1.03M
BAX icon
1369
PUT
Baxter International
BAX
$12B
– –
-32,300
Closed -$2.7M
BB icon
1370
CALL
BlackBerry
BB
$4.72B
– –
-150,000
Closed -$963K
BB icon
1371
PUT
BlackBerry
BB
$4.72B
– –
-20,300
Closed -$130K
BBWI icon
1372
CALL
Bath & Body Works
BBWI
$3.46B
– –
-108,732
Closed -$1.59M
BBWI icon
1373
Bath & Body Works
BBWI
$3.46B
– –
-31,796
Closed -$466K
BBWI icon
1374
PUT
Bath & Body Works
BBWI
$3.46B
– –
-142,997
Closed -$2.1M
BBY icon
1375
PUT
Best Buy
BBY
$19.9B
– –
-14,100
Closed -$1.24M
53 54
55
56 57

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.