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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
FIW icon
851
First Trust Water ETF
FIW
$1.85B
$296K 0.01%
6,208
+1,749
+39% +$100K
RSPH icon
852
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$764M
$296K 0.01%
+15,660
New +$332K
HIW icon
853
Highwoods Properties
HIW
$3.65B
$294K 0.01%
+8,289
New +$379K
TW icon
854
CALL
Tradeweb Markets
TW
$21.4B
$294K 0.01%
7,000
-7,900
-53% -$362K
EBAY icon
855
eBay
EBAY
$50.6B
$293K 0.01%
+9,746
New +$339K
REGN icon
856
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
$293K 0.01%
600
-18,700
-97% -$7.71M
AAPL icon
857
Apple
AAPL
$4.54T
$292K 0.01%
+4,596
New +$338K
LNC icon
858
CALL
Lincoln National
LNC
$8.72B
$292K 0.01%
+11,100
New +$527K
TMV icon
859
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
$292K 0.01%
21,944
+15,737
+254% +$346K
TRGP icon
860
Targa Resources
TRGP
$58B
$292K 0.01%
+42,306
New +$1.26M
GM icon
861
CALL
General Motors
GM
$80.4B
$289K 0.01%
13,900
-350,500
-96% -$10.7M
RPV icon
862
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$289K 0.01%
+7,238
New +$426K
TSN icon
863
PUT
Tyson Foods
TSN
$20.4B
$289K 0.01%
5,000
-44,100
-90% -$3.29M
EUM icon
864
ProShares Trust Short MSCI Emerging Markets
EUM
$9.65M
$288K 0.01%
+6,891
New +$256K
RWO icon
865
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$287K 0.01%
+7,964
New +$378K
GLW icon
866
CALL
Corning
GLW
$119B
$286K 0.01%
13,900
-103,900
-88% -$2.71M
SHE icon
867
State Street SPDR MSCI USA Gender Diversity ETF
SHE
$325M
$286K 0.01%
+4,848
New +$350K
VOD icon
868
Vodafone
VOD
$36.3B
$286K 0.01%
20,786
+5,157
+33% +$92.1K
RY icon
869
Royal Bank of Canada
RY
$291B
$285K 0.01%
4,624
-626
-12% -$46.5K
XIFR
870
XPLR Infrastructure LP
XIFR
$1.12B
$285K 0.01%
+6,632
New +$351K
SONY icon
871
PUT
Sony
SONY
$137B
$284K 0.01%
24,000
-34,000
-59% -$446K
BSX icon
872
Boston Scientific
BSX
$69.5B
$283K 0.01%
+8,671
New +$339K
CMA
873
DELISTED
Comerica
CMA
$283K 0.01%
9,654
+3,068
+47% +$167K
GPC icon
874
CALL
Genuine Parts
GPC
$17.1B
$283K 0.01%
4,200
-24,300
-85% -$2.16M
HIW icon
875
PUT
Highwoods Properties
HIW
$3.65B
$283K 0.01%
+8,000
New +$366K
33 34
35
36 37

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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
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.