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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
FL
1651
CALL
DELISTED
Foot Locker
FL
– –
-29,800
Closed -$1.16M
FL
1652
PUT
DELISTED
Foot Locker
FL
– –
-22,400
Closed -$873K
FLEX icon
1653
CALL
Flex
FLEX
$37.7B
– –
-119,165
Closed -$1.13M
FLEX icon
1654
Flex
FLEX
$37.7B
– –
-33,852
Closed -$322K
FLEX icon
1655
PUT
Flex
FLEX
$37.7B
– –
-31,848
Closed -$303K
FLRN icon
1656
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
– –
-40,951
Closed -$1.26M
FLS icon
1657
CALL
Flowserve
FLS
$8.94B
– –
-5,100
Closed -$254K
FMC icon
1658
CALL
FMC
FMC
$1.25B
– –
-4,500
Closed -$449K
FMC icon
1659
PUT
FMC
FMC
$1.25B
– –
-8,200
Closed -$819K
FNB icon
1660
FNB Corp
FNB
$6.76B
– –
-15,617
Closed -$198K
FNDA icon
1661
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
– –
-11,334
Closed -$228K
FNDC icon
1662
Schwab Fundamental International Small Company Index ETF
FNDC
$2.99B
– –
-6,769
Closed -$225K
FNDX icon
1663
Schwab Fundamental US Large Company Index ETF
FNDX
$26.5B
– –
-15,006
Closed -$213K
FNDF icon
1664
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
– –
-10,222
Closed -$296K
FNF icon
1665
CALL
Fidelity National Financial
FNF
$14.4B
– –
-7,592
Closed -$331K
FOSL icon
1666
Fossil Group
FOSL
$260M
– –
-14,938
Closed -$118K
FOXA icon
1667
CALL
Fox Class A
FOXA
$24.8B
– –
-7,500
Closed -$278K
FOXA icon
1668
Fox Class A
FOXA
$24.8B
– –
-19,991
Closed -$741K
FRA icon
1669
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
– –
-13,933
Closed -$187K
FRT icon
1670
Federal Realty Investment Trust
FRT
$10.9B
– –
-2,201
Closed -$283K
FSLR icon
1671
CALL
First Solar
FSLR
$21.4B
– –
-48,500
Closed -$2.71M
FSLR icon
1672
PUT
First Solar
FSLR
$21.4B
– –
-29,200
Closed -$1.63M
FSK icon
1673
FS KKR Capital
FSK
$3.01B
– –
-8,447
Closed -$207K
FSLY icon
1674
CALL
Fastly Inc
FSLY
$3.24B
– –
-13,400
Closed -$269K
FSLY icon
1675
Fastly Inc
FSLY
$3.24B
– –
-19,370
Closed -$389K
65 66
67
68 69

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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
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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.