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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
BOX icon
1401
Box
BOX
$4.31B
– –
-13,746
Closed -$231K
BTE icon
1402
Baytex Energy
BTE
$3.04B
– –
-20,564
Closed -$30K
BUD icon
1403
CALL
AB InBev
BUD
$166B
– –
-41,400
Closed -$3.4M
BUD icon
1404
AB InBev
BUD
$166B
– –
-19,173
Closed -$1.57M
BUD icon
1405
PUT
AB InBev
BUD
$166B
– –
-54,100
Closed -$4.44M
BURL icon
1406
CALL
Burlington
BURL
$23.4B
– –
-5,800
Closed -$1.32M
BURL icon
1407
Burlington
BURL
$23.4B
– –
-1,880
Closed -$429K
BURL icon
1408
PUT
Burlington
BURL
$23.4B
– –
-8,700
Closed -$1.98M
BWA icon
1409
BorgWarner
BWA
$13.2B
– –
-10,883
Closed -$416K
BWA icon
1410
PUT
BorgWarner
BWA
$13.2B
– –
-7,043
Closed -$269K
BXP icon
1411
CALL
Boston Properties
BXP
$11.4B
– –
-19,400
Closed -$2.67M
BXP icon
1412
PUT
Boston Properties
BXP
$11.4B
– –
-14,200
Closed -$1.96M
BYD icon
1413
CALL
Boyd Gaming
BYD
$6.47B
– –
-20,300
Closed -$608K
BYD icon
1414
Boyd Gaming
BYD
$6.47B
– –
-8,724
Closed -$261K
BYD icon
1415
PUT
Boyd Gaming
BYD
$6.47B
– –
-76,900
Closed -$2.3M
BZUN
1416
CALL
Baozun
BZUN
$173M
– –
-60,200
Closed -$1.99M
BZUN
1417
PUT
Baozun
BZUN
$173M
– –
-19,200
Closed -$636K
CACI icon
1418
CALL
CACI
CACI
$10.5B
– –
-2,200
Closed -$550K
CACI icon
1419
PUT
CACI
CACI
$10.5B
– –
-1,100
Closed -$275K
CAG icon
1420
CALL
Conagra Brands
CAG
$7.19B
– –
-52,800
Closed -$1.81M
CAG icon
1421
PUT
Conagra Brands
CAG
$7.19B
– –
-31,400
Closed -$1.07M
CAH icon
1422
CALL
Cardinal Health
CAH
$53.2B
– –
-6,600
Closed -$334K
CAH icon
1423
Cardinal Health
CAH
$53.2B
– –
-7,674
Closed -$388K
CAR icon
1424
CALL
Avis
CAR
$5.37B
– –
-12,500
Closed -$403K
CARS icon
1425
PUT
Cars.com
CARS
$664M
– –
-14,500
Closed -$177K
55 56
57
58 59

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.