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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
INDP icon
1801
Indaptus Therapeutics
INDP
$243M
– –
-6
Closed -$7K
ING icon
1802
PUT
ING
ING
$92.9B
– –
-11,300
Closed -$136K
INSM icon
1803
Insmed
INSM
$22.4B
– –
-12,060
Closed -$288K
INTU icon
1804
Intuit
INTU
$91.1B
– –
-3,509
Closed -$950K
IONS icon
1805
CALL
Ionis Pharmaceuticals
IONS
$8.93B
– –
-3,500
Closed -$211K
IONS icon
1806
Ionis Pharmaceuticals
IONS
$8.93B
– –
-6,895
Closed -$417K
IONS icon
1807
PUT
Ionis Pharmaceuticals
IONS
$8.93B
– –
-4,800
Closed -$290K
IP icon
1808
PUT
International Paper
IP
$22.6B
– –
-11,194
Closed -$488K
IPG
1809
CALL
DELISTED
Interpublic Group of Companies
IPG
– –
-10,600
Closed -$245K
IPGP icon
1810
IPG Photonics
IPGP
$3.4B
– –
-1,518
Closed -$199K
IQ icon
1811
CALL
iQIYI
IQ
$1.19B
– –
-35,700
Closed -$754K
IRBT
1812
CALL
DELISTED
iRobot
IRBT
– –
-29,200
Closed -$1.48M
IRBT
1813
PUT
DELISTED
iRobot
IRBT
– –
-13,400
Closed -$678K
IRM icon
1814
CALL
Iron Mountain
IRM
$35.9B
– –
-53,700
Closed -$1.71M
IRM icon
1815
Iron Mountain
IRM
$35.9B
– –
-7,722
Closed -$246K
IRM icon
1816
PUT
Iron Mountain
IRM
$35.9B
– –
-10,500
Closed -$335K
ITUB icon
1817
Itaú Unibanco
ITUB
$89.8B
– –
-65,035
Closed -$433K
ITW icon
1818
CALL
Illinois Tool Works
ITW
$84.1B
– –
-21,800
Closed -$3.92M
ITW icon
1819
PUT
Illinois Tool Works
ITW
$84.1B
– –
-25,800
Closed -$4.63M
IVZ icon
1820
PUT
Invesco
IVZ
$12.4B
– –
-36,400
Closed -$654K
IWF icon
1821
CALL
iShares Russell 1000 Growth ETF
IWF
$117B
– –
-26,400
Closed -$1.16M
IWF icon
1822
PUT
iShares Russell 1000 Growth ETF
IWF
$117B
– –
-186,800
Closed -$8.21M
IWO icon
1823
PUT
iShares Russell 2000 Growth ETF
IWO
$14.1B
– –
-4,300
Closed -$921K
IXG icon
1824
iShares Global Financials ETF
IXG
$669M
– –
-5,000
Closed -$344K
IYF icon
1825
iShares US Financials ETF
IYF
$4.65B
– –
-15,878
Closed -$1M
71 72
73
74 75

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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.