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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
XRT icon
2426
CALL
State Street SPDR S&P Retail ETF
XRT
$458M
– –
-76,000
Closed -$3.5M
XRT icon
2427
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
– –
-157,900
Closed -$7.26M
XXII
2428
22nd Century Group
XXII
$1.36M
– –
0
– -$19K
XYL icon
2429
CALL
Xylem
XYL
$29.2B
– –
-6,800
Closed -$536K
YELP icon
2430
CALL
Yelp
YELP
$1.51B
– –
-43,800
Closed -$1.53M
YELP icon
2431
PUT
Yelp
YELP
$1.51B
– –
-15,400
Closed -$536K
YETI icon
2432
CALL
Yeti Holdings
YETI
$3.93B
– –
-24,800
Closed -$863K
YETI icon
2433
PUT
Yeti Holdings
YETI
$3.93B
– –
-7,900
Closed -$275K
YUM icon
2434
CALL
Yum! Brands
YUM
$41.4B
– –
-109,600
Closed -$11M
YUM icon
2435
PUT
Yum! Brands
YUM
$41.4B
– –
-43,900
Closed -$4.42M
Z icon
2436
Zillow
Z
$7.7B
– –
-17,155
Closed -$792K
ZBH icon
2437
CALL
Zimmer Biomet
ZBH
$18.5B
– –
-20,600
Closed -$2.99M
ZBH icon
2438
Zimmer Biomet
ZBH
$18.5B
– –
-3,173
Closed -$461K
ZBH icon
2439
PUT
Zimmer Biomet
ZBH
$18.5B
– –
-2,575
Closed -$374K
ZION icon
2440
CALL
Zions Bancorporation
ZION
$10.1B
– –
-43,600
Closed -$2.26M
ZS icon
2441
CALL
Zscaler
ZS
$24.5B
– –
-26,500
Closed -$1.23M
ZS icon
2442
Zscaler
ZS
$24.5B
– –
-8,116
Closed -$447K
ZTS icon
2443
Zoetis
ZTS
$32.5B
– –
-10,207
Closed -$1.34M
ZTS icon
2444
PUT
Zoetis
ZTS
$32.5B
– –
-4,700
Closed -$622K
DAY
2445
DELISTED
Dayforce
DAY
– –
-4,601
Closed -$312K
PRKS icon
2446
CALL
United Parks & Resorts
PRKS
$2.21B
– –
-22,600
Closed -$717K
CPAY icon
2447
Corpay
CPAY
$25.1B
– –
-1,314
Closed -$378K
NBIS
2448
CALL
Nebius Group N.V.
NBIS
$43.1B
– –
-14,600
Closed -$635K
NBIS
2449
PUT
Nebius Group N.V.
NBIS
$43.1B
– –
-12,200
Closed -$531K
GAP
2450
CALL
The Gap Inc
GAP
$7.28B
– –
-45,300
Closed -$801K
96 97
98
99 100

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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.