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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
CMG icon
126
CALL
Chipotle Mexican Grill
CMG
$43B
$4.19M 0.09%
320,000
-900,000
-74% -$14.2M
GILD icon
127
PUT
Gilead Sciences
GILD
$167B
$4.19M 0.09%
56,000
-138,700
-71% -$9.58M
DE icon
128
CALL
Deere & Co
DE
$173B
$4.19M 0.09%
30,300
-15,200
-33% -$2.4M
CSCO icon
129
Cisco
CSCO
$456B
$3.89M 0.09%
99,014
+86,338
+681% +$3.79M
FTV icon
130
CALL
Fortive
FTV
$19.5B
$3.86M 0.09%
111,004
– –
MDT icon
131
CALL
Medtronic
MDT
$111B
$3.86M 0.09%
42,800
-35,400
-45% -$3.77M
GOOGL icon
132
Alphabet (Google) Class A
GOOGL
$4.08T
$3.84M 0.09%
66,080
+62,880
+1,965% +$4.26M
DIS icon
133
CALL
Walt Disney
DIS
$172B
$3.79M 0.09%
39,200
-521,300
-93% -$65.9M
QTS
134
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
$3.74M 0.08%
64,500
+14,500
+29% +$810K
WFC.PRL icon
135
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
$3.73M 0.08%
2,925
-111
-4% -$160K
XLE icon
136
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$3.73M 0.08%
256,400
-198,400
-44% -$4.71M
EL icon
137
CALL
Estee Lauder
EL
$30.7B
$3.7M 0.08%
23,200
-7,900
-25% -$1.52M
PYPL icon
138
PUT
PayPal
PYPL
$51.4B
$3.7M 0.08%
38,600
-42,200
-52% -$4.66M
STZ icon
139
CALL
Constellation Brands
STZ
$22.5B
$3.68M 0.08%
25,700
-5,300
-17% -$935K
ISRG icon
140
PUT
Intuitive Surgical
ISRG
$130B
$3.67M 0.08%
22,200
-121,500
-85% -$22.3M
ACN icon
141
CALL
Accenture
ACN
$101B
$3.66M 0.08%
22,400
-43,500
-66% -$8.38M
INTC icon
142
CALL
Intel
INTC
$435B
$3.63M 0.08%
67,100
-296,800
-82% -$17.6M
XLC icon
143
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$3.61M 0.08%
81,555
+54,687
+204% +$2.83M
PFE icon
144
CALL
Pfizer
PFE
$144B
$3.58M 0.08%
115,518
-452,904
-80% -$15.4M
AVB icon
145
CALL
AvalonBay Communities
AVB
$27.2B
$3.56M 0.08%
24,200
-22,800
-49% -$4.59M
NFLX icon
146
Netflix
NFLX
$301B
$3.56M 0.08%
+94,860
New +$3.36M
ADP icon
147
CALL
Automatic Data Processing
ADP
$106B
$3.54M 0.08%
25,900
-28,200
-52% -$4.54M
NFLX icon
148
CALL
Netflix
NFLX
$301B
$3.49M 0.08%
93,000
-1,209,000
-93% -$42.8M
DPZ icon
149
CALL
Domino's
DPZ
$11.6B
$3.47M 0.08%
10,700
– –
QCOM icon
150
PUT
Qualcomm
QCOM
$172B
$3.43M 0.08%
50,700
-46,700
-48% -$3.83M
4 5
6
7 8

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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.