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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
TGT icon
201
CALL
Target
TGT
$65.5B
$2.53M 0.06%
27,200
-124,300
-82% -$13.8M
ETR icon
202
CALL
Entergy
ETR
$52.4B
$2.53M 0.06%
53,800
+400
+0.7% +$23.7K
TCOM icon
203
PUT
Trip.com Group
TCOM
$28.5B
$2.52M 0.06%
107,300
+56,500
+111% +$1.76M
T icon
204
CALL
AT&T
T
$169B
$2.5M 0.06%
113,732
-666,634
-85% -$18.2M
PRU icon
205
PUT
Prudential Financial
PRU
$43B
$2.5M 0.06%
47,900
-25,200
-34% -$2M
XBI icon
206
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$2.49M 0.06%
32,100
-185,500
-85% -$16.4M
GES
207
PUT
DELISTED
Guess Inc
GES
$2.48M 0.06%
367,100
+134,000
+57% +$2.33M
MDLZ icon
208
CALL
Mondelez International
MDLZ
$80.2B
$2.46M 0.06%
49,200
-104,400
-68% -$5.66M
BA icon
209
PUT
Boeing
BA
$175B
$2.45M 0.06%
16,400
-24,600
-60% -$6.73M
GILD icon
210
CALL
Gilead Sciences
GILD
$167B
$2.44M 0.05%
32,600
-302,100
-90% -$20.9M
KBE icon
211
State Street SPDR S&P Bank ETF
KBE
$1.66B
$2.4M 0.05%
88,984
+67,957
+323% +$2.72M
T icon
212
PUT
AT&T
T
$169B
$2.4M 0.05%
108,965
-291,148
-73% -$7.95M
AVGO icon
213
CALL
Broadcom
AVGO
$1.81T
$2.4M 0.05%
101,000
-516,000
-84% -$14.5M
BIDU icon
214
Baidu
BIDU
$35.7B
$2.37M 0.05%
23,548
+19,994
+563% +$2.44M
DFS
215
PUT
DELISTED
Discover Financial Services
DFS
$2.37M 0.05%
66,400
+27,600
+71% +$1.83M
KRE icon
216
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$2.36M 0.05%
72,353
+27,621
+62% +$1.35M
CRM icon
217
CALL
Salesforce
CRM
$149B
$2.33M 0.05%
16,200
-157,600
-91% -$27M
IWD icon
218
iShares Russell 1000 Value ETF
IWD
$82.2B
$2.33M 0.05%
23,487
+4,793
+26% +$597K
XOM icon
219
PUT
ExxonMobil
XOM
$634B
$2.31M 0.05%
60,800
-391,000
-87% -$21.6M
AMD icon
220
CALL
Advanced Micro Devices
AMD
$741B
$2.3M 0.05%
50,600
-309,100
-86% -$14.9M
GDX icon
221
VanEck Gold Miners ETF
GDX
$22.7B
$2.3M 0.05%
+99,838
New +$2.73M
UNH icon
222
CALL
UnitedHealth
UNH
$389B
$2.29M 0.05%
9,200
-62,900
-87% -$17.3M
GS icon
223
CALL
Goldman Sachs
GS
$305B
$2.27M 0.05%
14,700
-121,200
-89% -$25.7M
IJT icon
224
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
$2.24M 0.05%
+32,450
New +$2.86M
ABT icon
225
PUT
Abbott
ABT
$187B
$2.23M 0.05%
28,300
-32,300
-53% -$2.7M
7 8
9
10 11

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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.