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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
TBT icon
2251
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
– –
-32,000
Closed -$849K
TCOM icon
2252
CALL
Trip.com Group
TCOM
$29B
– –
-39,800
Closed -$1.33M
TD icon
2253
CALL
Toronto Dominion Bank
TD
$193B
– –
-40,500
Closed -$2.27M
TDC icon
2254
CALL
Teradata
TDC
$2.88B
– –
-9,800
Closed -$262K
TDC icon
2255
Teradata
TDC
$2.88B
– –
-19,794
Closed -$530K
TDG icon
2256
PUT
TransDigm Group
TDG
$70.7B
– –
-3,200
Closed -$1.79M
TDOC icon
2257
Teladoc Health
TDOC
$1.66B
– –
-3,182
Closed -$266K
TEAM icon
2258
CALL
Atlassian
TEAM
$26.5B
– –
-19,700
Closed -$2.37M
TEAM icon
2259
PUT
Atlassian
TEAM
$26.5B
– –
-8,400
Closed -$1.01M
TECK icon
2260
Teck Resources
TECK
$28.2B
– –
-19,480
Closed -$233K
TECK icon
2261
PUT
Teck Resources
TECK
$28.2B
– –
-13,900
Closed -$241K
TEF
2262
DELISTED
Telefonica
TEF
– –
-15,636
Closed -$88K
TEL icon
2263
CALL
TE Connectivity
TEL
$60B
– –
-10,000
Closed -$958K
TEL icon
2264
PUT
TE Connectivity
TEL
$60B
– –
-3,600
Closed -$345K
TFC icon
2265
Truist Financial
TFC
$63.9B
– –
-19,137
Closed -$905K
TFC icon
2266
PUT
Truist Financial
TFC
$63.9B
– –
-42,700
Closed -$2.4M
TGNA
2267
DELISTED
TEGNA Inc
TGNA
– –
-32,102
Closed -$536K
TGTX icon
2268
TG Therapeutics
TGTX
$8.19B
– –
-39,675
Closed -$440K
THC icon
2269
CALL
Tenet Healthcare
THC
$22.2B
– –
-8,800
Closed -$335K
THC icon
2270
Tenet Healthcare
THC
$22.2B
– –
-22,126
Closed -$841K
THC icon
2271
PUT
Tenet Healthcare
THC
$22.2B
– –
-6,600
Closed -$251K
THO icon
2272
CALL
Thor Industries
THO
$4.06B
– –
-7,900
Closed -$587K
TKR icon
2273
CALL
Timken Company
TKR
$9.19B
– –
-6,400
Closed -$360K
TLH icon
2274
iShares 10-20 Year Treasury Bond ETF
TLH
$11B
– –
-2,150
Closed -$309K
TLRY icon
2275
Tilray
TLRY
$493M
– –
-2,294
Closed -$320K
89 90
91
92 93

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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.