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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
GUNR icon
476
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.2B
$739K 0.02%
32,821
+25,770
+365% +$746K
TDG icon
477
CALL
TransDigm Group
TDG
$70.2B
$736K 0.02%
2,300
+200
+10% +$109K
AMGN icon
478
PUT
Amgen
AMGN
$208B
$730K 0.02%
3,600
-45,900
-93% -$10M
USB icon
479
CALL
US Bancorp
USB
$98.2B
$727K 0.02%
21,100
-272,500
-93% -$13.1M
VMW
480
CALL
DELISTED
VMware, Inc
VMW
$727K 0.02%
6,000
-20,500
-77% -$2.82M
V icon
481
Visa
V
$684B
$726K 0.02%
+4,503
New +$848K
GLW icon
482
Corning
GLW
$119B
$725K 0.02%
+35,285
New +$920K
MU icon
483
Micron Technology
MU
$930B
$722K 0.02%
17,161
+10,303
+150% +$536K
BP icon
484
CALL
BP
BP
$116B
$717K 0.02%
29,400
-165,500
-85% -$5.35M
SHY icon
485
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$717K 0.02%
8,269
-47,635
-85% -$4.07M
FDS icon
486
Factset
FDS
$9.36B
$708K 0.02%
2,715
-860
-24% -$234K
MRVL icon
487
CALL
Marvell Technology
MRVL
$168B
$704K 0.02%
31,100
-59,900
-66% -$1.44M
WY icon
488
CALL
Weyerhaeuser
WY
$18B
$703K 0.02%
41,500
-4,900
-11% -$129K
DAL icon
489
CALL
Delta Air Lines
DAL
$57.5B
$702K 0.02%
24,600
-174,000
-88% -$8.62M
EL icon
490
PUT
Estee Lauder
EL
$30.4B
$701K 0.02%
4,400
-22,300
-84% -$4.3M
FV icon
491
First Trust Dorsey Wright Focus 5 ETF
FV
$3.61B
$700K 0.02%
+27,234
New +$823K
CHTR icon
492
CALL
Charter Communications
CHTR
$17.3B
$698K 0.02%
1,600
-9,700
-86% -$4.74M
NVDA icon
493
NVIDIA
NVDA
$4.86T
$697K 0.02%
+105,840
New +$668K
EWJ icon
494
PUT
iShares MSCI Japan ETF
EWJ
$21.9B
$696K 0.02%
14,100
-9,100
-39% -$501K
JD icon
495
PUT
JD.com
JD
$44.6B
$693K 0.02%
17,100
-92,900
-84% -$3.71M
NXPI icon
496
NXP Semiconductors
NXPI
$57.8B
$691K 0.02%
+8,329
New +$976K
CM icon
497
Canadian Imperial Bank of Commerce
CM
$108B
$685K 0.02%
+23,632
New +$879K
EWC icon
498
iShares MSCI Canada ETF
EWC
$6.13B
$682K 0.02%
+31,196
New +$854K
ROKU icon
499
CALL
Roku
ROKU
$21.5B
$682K 0.02%
7,800
-113,300
-94% -$13M
AXP icon
500
PUT
American Express
AXP
$227B
$676K 0.02%
7,900
-53,100
-87% -$6.18M
18 19
20
21 22

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
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RB
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OMG
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MCM
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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.