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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
HP icon
1751
CALL
Helmerich & Payne
HP
$3.34B
– –
-18,600
Closed -$845K
HP icon
1752
Helmerich & Payne
HP
$3.34B
– –
-31,665
Closed -$1.44M
HP icon
1753
PUT
Helmerich & Payne
HP
$3.34B
– –
-24,400
Closed -$1.11M
HPE icon
1754
Hewlett Packard
HPE
$58.8B
– –
-26,519
Closed -$347K
HPE icon
1755
PUT
Hewlett Packard
HPE
$58.8B
– –
-40,400
Closed -$641K
HPK icon
1756
HighPeak Energy
HPK
$838M
– –
-21,150
Closed -$219K
HPQ icon
1757
CALL
HP
HPQ
$26B
– –
-29,700
Closed -$610K
HPQ icon
1758
HP
HPQ
$26B
– –
-11,892
Closed -$244K
HQY icon
1759
HealthEquity
HQY
$8.71B
– –
-3,541
Closed -$262K
HRL icon
1760
CALL
Hormel Foods
HRL
$14.2B
– –
-72,300
Closed -$3.26M
HRL icon
1761
PUT
Hormel Foods
HRL
$14.2B
– –
-24,100
Closed -$1.09M
HRB icon
1762
H&R Block
HRB
$5.98B
– –
-11,935
Closed -$280K
HSBC icon
1763
PUT
HSBC
HSBC
$352B
– –
-6,900
Closed -$270K
HSIC icon
1764
CALL
Henry Schein
HSIC
$9.78B
– –
-10,200
Closed -$681K
HSIC icon
1765
Henry Schein
HSIC
$9.78B
– –
-4,653
Closed -$310K
HSIC icon
1766
PUT
Henry Schein
HSIC
$9.78B
– –
-12,800
Closed -$854K
HST icon
1767
Host Hotels & Resorts
HST
$17.5B
– –
-20,587
Closed -$382K
HUBS icon
1768
CALL
HubSpot
HUBS
$12.9B
– –
-6,800
Closed -$1.08M
HUBS icon
1769
HubSpot
HUBS
$12.9B
– –
-1,695
Closed -$269K
HUBS icon
1770
PUT
HubSpot
HUBS
$12.9B
– –
-5,200
Closed -$824K
HUM icon
1771
CALL
Humana
HUM
$43.9B
– –
-4,000
Closed -$1.47M
HUM icon
1772
Humana
HUM
$43.9B
– –
-574
Closed -$210K
HUM icon
1773
PUT
Humana
HUM
$43.9B
– –
-1,200
Closed -$440K
HUN icon
1774
CALL
Huntsman Corp
HUN
$2.1B
– –
-18,500
Closed -$447K
HUN icon
1775
PUT
Huntsman Corp
HUN
$2.1B
– –
-19,000
Closed -$459K
69 70
71
72 73

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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
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.