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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WGO icon
2401
CALL
Winnebago Industries
WGO
$772M
– –
-16,600
Closed -$879K
WHR icon
2402
CALL
Whirlpool
WHR
$2.15B
– –
-32,700
Closed -$4.82M
WIX icon
2403
PUT
WIX.com
WIX
$3.46B
– –
-7,100
Closed -$869K
WLK icon
2404
CALL
Westlake Corp
WLK
$8.95B
– –
-11,300
Closed -$793K
WLK icon
2405
PUT
Westlake Corp
WLK
$8.95B
– –
-8,300
Closed -$582K
WM icon
2406
Waste Management
WM
$86.8B
– –
-24,828
Closed -$2.85M
WOLF icon
2407
CALL
Wolfspeed
WOLF
$1.25B
– –
-30,900
Closed -$1.43M
WOLF icon
2408
PUT
Wolfspeed
WOLF
$1.25B
– –
-6,900
Closed -$318K
WPC icon
2409
CALL
W.P. Carey
WPC
$15.6B
– –
-2,859
Closed -$224K
WPM icon
2410
CALL
Wheaton Precious Metals
WPM
$68.1B
– –
-107,700
Closed -$3.2M
WSM icon
2411
PUT
Williams-Sonoma
WSM
$26.1B
– –
-13,000
Closed -$477K
WU icon
2412
PUT
Western Union
WU
$2.14B
– –
-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
$16.1B
– –
-6,714
Closed -$177K
WY icon
2417
PUT
Weyerhaeuser
WY
$16.1B
– –
-33,200
Closed -$1M
XEL icon
2418
Xcel Energy
XEL
$45.3B
– –
-7,642
Closed -$485K
XHB icon
2419
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
– –
-41,400
Closed -$1.88M
XME icon
2420
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
– –
-109,000
Closed -$3.19M
XME icon
2421
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
– –
-77,978
Closed -$2.28M
XME icon
2422
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
– –
-208,400
Closed -$6.1M
XPO icon
2423
CALL
XPO
XPO
$20.9B
– –
-30,938
Closed -$853K
XPO icon
2424
PUT
XPO
XPO
$20.9B
– –
-14,746
Closed -$406K
XRAY icon
2425
CALL
Dentsply Sirona
XRAY
$1.96B
– –
-11,400
Closed -$645K
95 96
97
98 99

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.