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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
WGO icon
2401
CALL
Winnebago Industries
WGO
$908M
– –
-16,600
Closed -$879K
WHR icon
2402
CALL
Whirlpool
WHR
$2.49B
– –
-32,700
Closed -$4.82M
WIX icon
2403
PUT
WIX.com
WIX
$2.45B
– –
-7,100
Closed -$869K
WLK icon
2404
CALL
Westlake Corp
WLK
$9.25B
– –
-11,300
Closed -$793K
WLK icon
2405
PUT
Westlake Corp
WLK
$9.25B
– –
-8,300
Closed -$582K
WM icon
2406
Waste Management
WM
$96.1B
– –
-24,828
Closed -$2.85M
WOLF icon
2407
CALL
Wolfspeed
WOLF
$1.14B
– –
-30,900
Closed -$1.43M
WOLF icon
2408
PUT
Wolfspeed
WOLF
$1.14B
– –
-6,900
Closed -$318K
WPC icon
2409
CALL
W.P. Carey
WPC
$16.8B
– –
-2,859
Closed -$224K
WPM icon
2410
CALL
Wheaton Precious Metals
WPM
$49.8B
– –
-107,700
Closed -$3.2M
WSM icon
2411
PUT
Williams-Sonoma
WSM
$27.8B
– –
-13,000
Closed -$477K
WU icon
2412
PUT
Western Union
WU
$2.58B
– –
-14,400
Closed -$386K
WTW icon
2413
Willis Towers Watson
WTW
$29.9B
– –
-1,080
Closed -$218K
WW
2414
CALL
DELISTED
WW International
WW
– –
-34,300
Closed -$1.31M
WW
2415
PUT
DELISTED
WW International
WW
– –
-18,200
Closed -$695K
WY icon
2416
Weyerhaeuser
WY
$17.7B
– –
-6,714
Closed -$177K
WY icon
2417
PUT
Weyerhaeuser
WY
$17.7B
– –
-33,200
Closed -$1M
XEL icon
2418
Xcel Energy
XEL
$50.1B
– –
-7,642
Closed -$485K
XHB icon
2419
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
– –
-41,400
Closed -$1.88M
XME icon
2420
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-109,000
Closed -$3.19M
XME icon
2421
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-77,978
Closed -$2.28M
XME icon
2422
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-208,400
Closed -$6.1M
XPO icon
2423
CALL
XPO
XPO
$24B
– –
-30,938
Closed -$853K
XPO icon
2424
PUT
XPO
XPO
$24B
– –
-14,746
Closed -$406K
XRAY icon
2425
CALL
Dentsply Sirona
XRAY
$2.7B
– –
-11,400
Closed -$645K
95 96
97
98 99

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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.