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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
SHAK icon
2176
PUT
Shake Shack
SHAK
$2.54B
– –
-18,200
Closed -$1.08M
SH icon
2177
ProShares Short S&P500
SH
$928M
– –
-14,751
Closed -$1.42M
SHOP icon
2178
Shopify
SHOP
$168B
– –
-17,270
Closed -$779K
SHV icon
2179
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-62,711
Closed -$6.93M
SHW icon
2180
Sherwin-Williams
SHW
$84.8B
– –
-2,808
Closed -$507K
SIG icon
2181
PUT
Signet Jewelers
SIG
$3.84B
– –
-15,400
Closed -$335K
SIRI icon
2182
CALL
SiriusXM
SIRI
$11B
– –
-16,330
Closed -$1.17M
SIRI icon
2183
SiriusXM
SIRI
$11B
– –
-11,055
Closed -$790K
SIRI icon
2184
PUT
SiriusXM
SIRI
$11B
– –
-3,250
Closed -$232K
SJM icon
2185
CALL
J.M. Smucker
SJM
$13.5B
– –
-7,200
Closed -$750K
SJM icon
2186
J.M. Smucker
SJM
$13.5B
– –
-4,832
Closed -$503K
SJM icon
2187
PUT
J.M. Smucker
SJM
$13.5B
– –
-4,100
Closed -$427K
SJNK icon
2188
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.87B
– –
-28,720
Closed -$774K
SKT icon
2189
CALL
Tanger
SKT
$4.78B
– –
-92,400
Closed -$1.36M
SKT icon
2190
PUT
Tanger
SKT
$4.78B
– –
-38,800
Closed -$572K
SKX
2191
CALL
DELISTED
Skechers
SKX
– –
-35,500
Closed -$1.53M
SKX
2192
PUT
DELISTED
Skechers
SKX
– –
-26,300
Closed -$1.14M
SLAB icon
2193
CALL
Silicon Laboratories
SLAB
$7.14B
– –
-3,800
Closed -$441K
SLV icon
2194
CALL
iShares Silver Trust
SLV
$27.7B
– –
-309,500
Closed -$5.16M
SMFG icon
2195
Sumitomo Mitsui Financial
SMFG
$159B
– –
-17,115
Closed -$127K
SMG icon
2196
CALL
ScottsMiracle-Gro
SMG
$4.09B
– –
-20,200
Closed -$2.15M
SMG icon
2197
PUT
ScottsMiracle-Gro
SMG
$4.09B
– –
-5,000
Closed -$531K
SNA icon
2198
CALL
Snap-on
SNA
$21.5B
– –
-12,700
Closed -$2.15M
SNAP icon
2199
PUT
Snap
SNAP
$7.96B
– –
-154,000
Closed -$2.52M
SNPS icon
2200
CALL
Synopsys
SNPS
$71.6B
– –
-5,600
Closed -$780K
86 87
88
89 90

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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.