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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
151
PUT
Chipotle Mexican Grill
CMG
$43B
$3.4M 0.08%
260,000
-1,780,000
-87% -$28.1M
XLF icon
152
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$3.39M 0.08%
162,700
-299,100
-65% -$8.23M
KSU
153
CALL
DELISTED
Kansas City Southern
KSU
$3.32M 0.07%
26,100
+3,400
+15% +$519K
XLB icon
154
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$3.26M 0.07%
144,600
+47,400
+49% +$1.3M
XYZ
155
CALL
Block Inc
XYZ
$49.5B
$3.23M 0.07%
61,700
-56,600
-48% -$3.87M
GD icon
156
PUT
General Dynamics
GD
$106B
$3.23M 0.07%
24,400
-14,500
-37% -$2.41M
LULU icon
157
CALL
lululemon athletica
LULU
$13.7B
$3.2M 0.07%
16,900
-31,900
-65% -$7.14M
COO icon
158
CALL
Cooper Companies
COO
$14.1B
$3.2M 0.07%
46,400
-7,600
-14% -$619K
FXI icon
159
CALL
iShares China Large-Cap ETF
FXI
$4.27B
$3.17M 0.07%
84,400
-64,300
-43% -$2.62M
XLB icon
160
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$3.16M 0.07%
140,122
+124,296
+785% +$3.41M
MRK icon
161
CALL
Merck
MRK
$326B
$3.15M 0.07%
42,968
-246,699
-85% -$19.4M
MINT icon
162
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$3.14M 0.07%
+31,724
New +$3.21M
CRM icon
163
PUT
Salesforce
CRM
$149B
$3.08M 0.07%
21,400
-70,900
-77% -$12.2M
CAT icon
164
Caterpillar
CAT
$387B
$3.06M 0.07%
+26,381
New +$3.37M
V icon
165
CALL
Visa
V
$697B
$3.04M 0.07%
18,900
-196,800
-91% -$37.1M
XLP icon
166
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$3.04M 0.07%
55,900
+6,200
+12% +$376K
OLED icon
167
CALL
Universal Display
OLED
$3.85B
$3.04M 0.07%
23,100
-11,000
-32% -$1.89M
MRK icon
168
PUT
Merck
MRK
$326B
$3.02M 0.07%
41,186
-179,418
-81% -$14.1M
UNP icon
169
PUT
Union Pacific
UNP
$175B
$2.99M 0.07%
21,200
-2,300
-10% -$380K
SPTS icon
170
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$2.99M 0.07%
97,197
+80,155
+470% +$2.42M
BIDU icon
171
PUT
Baidu
BIDU
$35.7B
$2.97M 0.07%
29,500
-54,500
-65% -$6.64M
PG icon
172
CALL
Procter & Gamble
PG
$347B
$2.94M 0.07%
26,700
-121,600
-82% -$14.6M
ABT icon
173
CALL
Abbott
ABT
$187B
$2.94M 0.07%
37,200
-225,100
-86% -$18.8M
EFA icon
174
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
$2.93M 0.07%
54,800
-95,500
-64% -$6.06M
NEE icon
175
CALL
NextEra Energy
NEE
$186B
$2.91M 0.07%
48,400
-37,600
-44% -$2.36M
5 6
7
8 9

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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.