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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
DVN icon
801
PUT
Devon Energy
DVN
$52.1B
$323K 0.01%
46,700
-77,300
-62% -$1.4M
NOV icon
802
NOV
NOV
$6.93B
$323K 0.01%
+32,891
New +$620K
AMCX icon
803
AMC Global Media
AMCX
$492M
$322K 0.01%
+13,256
New +$449K
BHC icon
804
Bausch Health
BHC
$2.58B
$321K 0.01%
+20,717
New +$500K
EW icon
805
PUT
Edwards Lifesciences
EW
$49.6B
$321K 0.01%
5,100
-45,600
-90% -$3.29M
ZM icon
806
CALL
Zoom
ZM
$28.2B
$321K 0.01%
2,200
-29,700
-93% -$2.93M
TAP icon
807
CALL
Molson Coors Class B
TAP
$7.79B
$320K 0.01%
8,200
-36,600
-82% -$1.85M
DGAZ
808
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$320K 0.01%
954
-935
-49% -$248K
JNK icon
809
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$319K 0.01%
+3,370
New +$354K
PG icon
810
PUT
Procter & Gamble
PG
$336B
$319K 0.01%
2,900
-75,400
-96% -$9.05M
URI icon
811
PUT
United Rentals
URI
$67.2B
$319K 0.01%
3,100
-15,300
-83% -$2.03M
DUST icon
812
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
$318K 0.01%
42
+20
+91% +$283K
UL icon
813
Unilever
UL
$137B
$317K 0.01%
+5,571
New +$349K
BIIB icon
814
PUT
Biogen
BIIB
$30B
$316K 0.01%
1,000
-16,000
-94% -$4.86M
IDV icon
815
iShares International Select Dividend ETF
IDV
$8.45B
$316K 0.01%
+13,979
New +$422K
SYK icon
816
CALL
Stryker
SYK
$125B
$316K 0.01%
1,900
-40,900
-96% -$7.99M
IWR icon
817
PUT
iShares Russell Mid-Cap ETF
IWR
$56B
$315K 0.01%
+7,300
New +$402K
HAL icon
818
PUT
Halliburton
HAL
$26.9B
$314K 0.01%
45,900
-166,900
-78% -$2.91M
IBM icon
819
IBM
IBM
$211B
$314K 0.01%
+2,961
New +$374K
IUSB icon
820
iShares Core Universal USD Bond ETF
IUSB
$42.9B
$314K 0.01%
+5,977
New +$314K
TCO
821
PUT
DELISTED
Taubman Centers Inc.
TCO
$314K 0.01%
+7,500
New +$312K
EQIX icon
822
PUT
Equinix
EQIX
$101B
$312K 0.01%
500
-3,500
-88% -$2.09M
PANW icon
823
PUT
Palo Alto Networks
PANW
$270B
$312K 0.01%
11,400
-135,600
-92% -$4.73M
PZA icon
824
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
$312K 0.01%
+12,076
New +$319K
SNX icon
825
TD Synnex
SNX
$20.4B
$312K 0.01%
+8,532
New +$523K
31 32
33
34 35

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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.