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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
ARW icon
1351
CALL
Arrow Electronics
ARW
$10.9B
– –
-6,900
Closed -$585K
ASM
1352
Avino Silver & Gold Mines
ASM
$969M
– –
-21,317
Closed -$12K
ASML icon
1353
PUT
ASML
ASML
$634B
– –
-7,000
Closed -$2.07M
ATI icon
1354
CALL
ATI
ATI
$24.8B
– –
-18,000
Closed -$372K
OPTU
1355
CALL
Optimum Communications Inc
OPTU
$290M
– –
-14,200
Closed -$388K
AU icon
1356
PUT
AngloGold Ashanti
AU
$41.6B
– –
-12,900
Closed -$288K
AVT icon
1357
Avnet
AVT
$7.12B
– –
-8,394
Closed -$356K
AVT icon
1358
PUT
Avnet
AVT
$7.12B
– –
-6,500
Closed -$276K
AWK icon
1359
American Water Works
AWK
$26.7B
– –
-1,924
Closed -$236K
AX icon
1360
CALL
Axos Financial
AX
$5.6B
– –
-15,500
Closed -$469K
DCH
1361
Dauch Corp
DCH
$1.39B
– –
-13,486
Closed -$145K
AXON
1362
PUT
Axon Enterprise
AXON
$42.3B
– –
-4,600
Closed -$337K
AXP icon
1363
American Express
AXP
$228B
– –
-3,549
Closed -$413K
AXSM icon
1364
Axsome Therapeutics
AXSM
$12.1B
– –
-2,957
Closed -$306K
AYI icon
1365
CALL
Acuity Brands
AYI
$10.1B
– –
-1,500
Closed -$207K
AZN icon
1366
CALL
AstraZeneca
AZN
$266B
– –
-6,100
Closed -$608K
BALL icon
1367
CALL
Ball Corp
BALL
$17.4B
– –
-5,800
Closed -$375K
BAX icon
1368
Baxter International
BAX
$13.8B
– –
-11,912
Closed -$1.03M
BAX icon
1369
PUT
Baxter International
BAX
$13.8B
– –
-32,300
Closed -$2.7M
BB icon
1370
CALL
BlackBerry
BB
$4.95B
– –
-150,000
Closed -$963K
BB icon
1371
PUT
BlackBerry
BB
$4.95B
– –
-20,300
Closed -$130K
BBWI icon
1372
CALL
Bath & Body Works
BBWI
$4.02B
– –
-108,732
Closed -$1.59M
BBWI icon
1373
Bath & Body Works
BBWI
$4.02B
– –
-31,796
Closed -$466K
BBWI icon
1374
PUT
Bath & Body Works
BBWI
$4.02B
– –
-142,997
Closed -$2.1M
BBY icon
1375
PUT
Best Buy
BBY
$18.5B
– –
-14,100
Closed -$1.24M
53 54
55
56 57

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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 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.