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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
HBI
1726
PUT
DELISTED
Hanesbrands
HBI
– –
-11,700
Closed -$174K
HCA icon
1727
HCA Healthcare
HCA
$88.4B
– –
-2,798
Closed -$362K
HDGE icon
1728
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.3M
– –
-2,935
Closed -$157K
HDSN
1729
Hudson Technologies
HDSN
$246M
– –
-36,643
Closed -$36K
HDV
1730
iShares Core High Dividend ETF
HDV
$14.7B
– –
-12,720
Closed -$249K
HEDJ icon
1731
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
– –
-14,132
Closed -$499K
HI
1732
DELISTED
Hillenbrand
HI
– –
-7,720
Closed -$257K
HIG icon
1733
CALL
Hartford Financial Services
HIG
$39.9B
– –
-7,200
Closed -$438K
HIG icon
1734
Hartford Financial Services
HIG
$39.9B
– –
-24,692
Closed -$1.5M
HIG icon
1735
PUT
Hartford Financial Services
HIG
$39.9B
– –
-24,700
Closed -$1.5M
HIO
1736
Western Asset High Income Opportunity Fund
HIO
$331M
– –
-21,153
Closed -$107K
HL icon
1737
Hecla Mining
HL
$9.49B
– –
-42,537
Closed -$144K
HLF icon
1738
CALL
Herbalife
HLF
$1.3B
– –
-51,500
Closed -$2.46M
HLF icon
1739
PUT
Herbalife
HLF
$1.3B
– –
-247,400
Closed -$11.8M
HLT icon
1740
CALL
Hilton Worldwide
HLT
$72.4B
– –
-8,100
Closed -$898K
HLT icon
1741
Hilton Worldwide
HLT
$72.4B
– –
-3,781
Closed -$419K
HLT icon
1742
PUT
Hilton Worldwide
HLT
$72.4B
– –
-1,900
Closed -$211K
HOG icon
1743
CALL
Harley-Davidson
HOG
$2.61B
– –
-72,900
Closed -$2.71M
HOG icon
1744
PUT
Harley-Davidson
HOG
$2.61B
– –
-43,600
Closed -$1.62M
HOLX
1745
CALL
DELISTED
Hologic
HOLX
– –
-30,400
Closed -$1.59M
HOLX
1746
DELISTED
Hologic
HOLX
– –
-4,175
Closed -$218K
HOLX
1747
PUT
DELISTED
Hologic
HOLX
– –
-22,600
Closed -$1.18M
HON icon
1748
CALL
Honeywell
HON
$76.4B
– –
-44,032
Closed -$7.35M
HON icon
1749
PUT
Honeywell
HON
$76.4B
– –
-36,605
Closed -$6.11M
HOUS
1750
CALL
DELISTED
Anywhere Real Estate
HOUS
– –
-39,400
Closed -$381K
68 69
70
71 72

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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
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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.