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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
DD icon
1526
CALL
DuPont de Nemours
DD
$18.6B
– –
-97,592
Closed -$7.86M
DD icon
1527
DuPont de Nemours
DD
$18.6B
– –
-11,534
Closed -$929K
DD icon
1528
PUT
DuPont de Nemours
DD
$18.6B
– –
-89,466
Closed -$7.21M
DDOG icon
1529
PUT
Datadog
DDOG
$94B
– –
-8,900
Closed -$336K
DDS icon
1530
Dillards
DDS
$9.2B
– –
-12,095
Closed -$707K
DDS icon
1531
PUT
Dillards
DDS
$9.2B
– –
-9,000
Closed -$661K
DECK icon
1532
Deckers Outdoor
DECK
$14.1B
– –
-8,850
Closed -$246K
DECK icon
1533
PUT
Deckers Outdoor
DECK
$14.1B
– –
-19,800
Closed -$557K
DELL icon
1534
PUT
Dell
DELL
$239B
– –
-21,308
Closed -$555K
DEO icon
1535
CALL
Diageo
DEO
$49.6B
– –
-12,000
Closed -$2.02M
DG icon
1536
Dollar General
DG
$28.4B
– –
-1,396
Closed -$216K
DG icon
1537
PUT
Dollar General
DG
$28.4B
– –
-19,600
Closed -$3.06M
DGRO icon
1538
iShares Core Dividend Growth ETF
DGRO
$42.8B
– –
-22,267
Closed -$937K
DGX icon
1539
CALL
Quest Diagnostics
DGX
$26B
– –
-26,100
Closed -$2.79M
DHI icon
1540
CALL
D.R. Horton
DHI
$41.2B
– –
-67,300
Closed -$3.55M
DHI icon
1541
PUT
D.R. Horton
DHI
$41.2B
– –
-24,200
Closed -$1.28M
DHF
1542
BNY Mellon High Yield Strategies Fund
DHF
$170M
– –
-15,092
Closed -$47K
DHY
1543
Credit Suisse High Yield Credit Fund
DHY
$240M
– –
-20,037
Closed -$50K
DIN icon
1544
CALL
Dine Brands
DIN
$462M
– –
-3,700
Closed -$309K
DINO icon
1545
CALL
HF Sinclair
DINO
$16.2B
– –
-41,500
Closed -$2.1M
DINO icon
1546
HF Sinclair
DINO
$16.2B
– –
-8,990
Closed -$456K
DINO icon
1547
PUT
HF Sinclair
DINO
$16.2B
– –
-23,400
Closed -$1.19M
DKS icon
1548
CALL
Dick's Sporting Goods
DKS
$18.4B
– –
-54,100
Closed -$2.68M
DKS icon
1549
PUT
Dick's Sporting Goods
DKS
$18.4B
– –
-47,500
Closed -$2.35M
DLR icon
1550
CALL
Digital Realty Trust
DLR
$69.6B
– –
-11,300
Closed -$1.35M
60 61
62
63 64

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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
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TIM
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QIM
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SLT
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RB
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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.