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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
LMT icon
301
CALL
Lockheed Martin
LMT
$134B
$1.42M 0.03%
4,200
-76,000
-95% -$29.9M
AVGO icon
302
PUT
Broadcom
AVGO
$1.81T
$1.42M 0.03%
60,000
-400,000
-87% -$11.3M
IVE icon
303
iShares S&P 500 Value ETF
IVE
$49.6B
$1.42M 0.03%
14,787
-3,361
-19% -$400K
NEM icon
304
PUT
Newmont
NEM
$96.4B
$1.41M 0.03%
31,200
-65,100
-68% -$2.94M
XOP icon
305
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$1.4M 0.03%
42,614
-11,726
-22% -$776K
AMT icon
306
CALL
American Tower
AMT
$79.9B
$1.39M 0.03%
6,400
-15,600
-71% -$3.63M
ADI icon
307
PUT
Analog Devices
ADI
$178B
$1.39M 0.03%
15,500
-42,700
-73% -$4.67M
GLD icon
308
SPDR Gold Trust
GLD
$131B
$1.39M 0.03%
9,361
+3,287
+54% +$489K
COST icon
309
Costco
COST
$429B
$1.38M 0.03%
+4,839
New +$1.47M
ADP icon
310
PUT
Automatic Data Processing
ADP
$106B
$1.37M 0.03%
10,000
-5,700
-36% -$918K
IBB icon
311
iShares Biotechnology ETF
IBB
$9.55B
$1.37M 0.03%
+12,685
New +$1.46M
BAC icon
312
Bank of America
BAC
$439B
$1.35M 0.03%
+63,537
New +$1.9M
CL icon
313
PUT
Colgate-Palmolive
CL
$74.2B
$1.35M 0.03%
20,300
-36,100
-64% -$2.55M
DHR icon
314
CALL
Danaher
DHR
$140B
$1.34M 0.03%
10,942
-18,386
-63% -$2.48M
COF icon
315
PUT
Capital One
COF
$130B
$1.34M 0.03%
26,500
-99,600
-79% -$8.76M
NOC icon
316
CALL
Northrop Grumman
NOC
$78B
$1.33M 0.03%
4,400
-28,400
-87% -$9.88M
CI icon
317
CALL
Cigna
CI
$79.6B
$1.33M 0.03%
7,500
-23,400
-76% -$4.54M
PSQ icon
318
ProShares Short QQQ
PSQ
$840M
$1.33M 0.03%
+10,460
New +$1.28M
B
319
CALL
Barrick Mining
B
$61.5B
$1.32M 0.03%
72,300
-277,600
-79% -$5.2M
AXP icon
320
CALL
American Express
AXP
$227B
$1.32M 0.03%
15,400
-76,600
-83% -$8.91M
NTES icon
321
CALL
NetEase
NTES
$81.5B
$1.32M 0.03%
20,500
-81,000
-80% -$5.33M
WGO icon
322
PUT
Winnebago Industries
WGO
$908M
$1.31M 0.03%
47,300
-8,300
-15% -$401K
CVS icon
323
PUT
CVS Health
CVS
$140B
$1.3M 0.03%
22,000
-119,100
-84% -$7.95M
SPTI icon
324
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$1.29M 0.03%
+38,930
New +$1.24M
CLX icon
325
CALL
Clorox
CLX
$12.1B
$1.28M 0.03%
7,400
-39,200
-84% -$6.48M
11 12
13
14 15

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.