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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
EB
1576
CALL
DELISTED
Eventbrite
EB
– –
-17,000
Closed -$343K
EBAY icon
1577
CALL
eBay
EBAY
$51.2B
– –
-28,000
Closed -$1.01M
ECL icon
1578
CALL
Ecolab
ECL
$79.8B
– –
-11,800
Closed -$2.28M
ECL icon
1579
PUT
Ecolab
ECL
$79.8B
– –
-5,300
Closed -$1.02M
ED icon
1580
Consolidated Edison
ED
$41.4B
– –
-3,133
Closed -$275K
EDIT icon
1581
CALL
Editas Medicine
EDIT
$399M
– –
-16,200
Closed -$480K
EDIT icon
1582
Editas Medicine
EDIT
$399M
– –
-32,149
Closed -$952K
EDIT icon
1583
PUT
Editas Medicine
EDIT
$399M
– –
-12,200
Closed -$361K
EDU icon
1584
CALL
New Oriental
EDU
$9.32B
– –
-10,900
Closed -$1.32M
EDU icon
1585
PUT
New Oriental
EDU
$9.32B
– –
-2,800
Closed -$340K
EFV icon
1586
iShares MSCI EAFE Value ETF
EFV
$28.3B
– –
-10,511
Closed -$525K
EFX icon
1587
CALL
Equifax
EFX
$22B
– –
-4,900
Closed -$687K
EG icon
1588
Everest Group
EG
$15.6B
– –
-1,181
Closed -$327K
EGO icon
1589
Eldorado Gold
EGO
$8.33B
– –
-30,144
Closed -$242K
EGO icon
1590
PUT
Eldorado Gold
EGO
$8.33B
– –
-13,900
Closed -$112K
EHTH icon
1591
CALL
eHealth
EHTH
$41.9M
– –
-5,100
Closed -$490K
EMB icon
1592
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
– –
-2,020
Closed -$231K
EME icon
1593
Emcor
EME
$29.9B
– –
-2,483
Closed -$214K
EMN icon
1594
CALL
Eastman Chemical
EMN
$7.69B
– –
-30,200
Closed -$2.39M
EMN icon
1595
PUT
Eastman Chemical
EMN
$7.69B
– –
-17,800
Closed -$1.41M
ENR icon
1596
Energizer
ENR
$1.47B
– –
-5,480
Closed -$275K
ENTG icon
1597
CALL
Entegris
ENTG
$16.3B
– –
-31,100
Closed -$1.56M
ENTG icon
1598
PUT
Entegris
ENTG
$16.3B
– –
-6,300
Closed -$316K
EOG icon
1599
CALL
EOG Resources
EOG
$77.7B
– –
-135,600
Closed -$11.4M
EOG icon
1600
PUT
EOG Resources
EOG
$77.7B
– –
-70,300
Closed -$5.89M
62 63
64
65 66

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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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.