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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
SNPS icon
2201
Synopsys
SNPS
$71.6B
– –
-1,585
Closed -$225K
SNV
2202
CALL
DELISTED
Synovus
SNV
– –
-15,700
Closed -$615K
SNY icon
2203
PUT
Sanofi
SNY
$107B
– –
-7,800
Closed -$392K
SO icon
2204
CALL
Southern Company
SO
$108B
– –
-127,300
Closed -$8.11M
SO icon
2205
Southern Company
SO
$108B
– –
-4,156
Closed -$265K
SO icon
2206
PUT
Southern Company
SO
$108B
– –
-22,700
Closed -$1.45M
SONO icon
2207
Sonos
SONO
$2.09B
– –
-15,081
Closed -$236K
SONY icon
2208
Sony
SONY
$137B
– –
-136,475
Closed -$1.79M
SPCE icon
2209
CALL
Virgin Galactic
SPCE
$315M
– –
-850
Closed -$196K
SPFF icon
2210
Global X SuperIncome Preferred ETF
SPFF
$139M
– –
-14,748
Closed -$173K
SPIB icon
2211
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
– –
-10,497
Closed -$371K
SPOT icon
2212
Spotify
SPOT
$108B
– –
-2,453
Closed -$347K
SPOT icon
2213
PUT
Spotify
SPOT
$108B
– –
-9,200
Closed -$1.38M
SPR
2214
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-4,900
Closed -$357K
SPXU icon
2215
ProShares UltraPro Short S&P 500
SPXU
$435M
– –
-330
Closed -$661K
SPYV icon
2216
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
– –
-10,215
Closed -$357K
SRE icon
2217
CALL
Sempra
SRE
$58.1B
– –
-12,200
Closed -$924K
SRE icon
2218
Sempra
SRE
$58.1B
– –
-2,918
Closed -$207K
SRPT icon
2219
CALL
Sarepta Therapeutics
SRPT
$1.64B
– –
-5,700
Closed -$736K
SRPT icon
2220
Sarepta Therapeutics
SRPT
$1.64B
– –
-7,434
Closed -$959K
SRPT icon
2221
PUT
Sarepta Therapeutics
SRPT
$1.64B
– –
-4,400
Closed -$568K
SSYS icon
2222
CALL
Stratasys
SSYS
$666M
– –
-13,000
Closed -$263K
STAG icon
2223
STAG Industrial
STAG
$7.44B
– –
-6,698
Closed -$211K
STE icon
2224
Steris
STE
$22.9B
– –
-2,307
Closed -$352K
STLA icon
2225
CALL
Stellantis
STLA
$17.4B
– –
-27,800
Closed -$408K
87 88
89
90 91

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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.