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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
PEP icon
176
PUT
PepsiCo
PEP
$195B
$2.91M 0.07%
24,200
-109,000
-82% -$14.7M
SHOP icon
177
CALL
Shopify
SHOP
$169B
$2.88M 0.06%
69,000
-394,000
-85% -$17.8M
PPLI
178
CALL
People Inc
PPLI
$3.13B
$2.85M 0.06%
88,967
-27,977
-24% -$1.11M
MDY icon
179
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$2.84M 0.06%
10,800
-48,900
-82% -$16.6M
ELV icon
180
CALL
Elevance Health
ELV
$83.7B
$2.84M 0.06%
12,500
-24,600
-66% -$6.7M
IYR icon
181
CALL
iShares US Real Estate ETF
IYR
$4.76B
$2.84M 0.06%
40,800
-94,100
-70% -$8.33M
TLT icon
182
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$2.84M 0.06%
17,200
-62,000
-78% -$9.24M
MMM icon
183
CALL
3M
MMM
$94.1B
$2.8M 0.06%
24,518
-58,843
-71% -$7.74M
C icon
184
PUT
Citigroup
C
$222B
$2.79M 0.06%
66,200
-237,800
-78% -$16M
ETN icon
185
CALL
Eaton
ETN
$150B
$2.78M 0.06%
35,800
-128,900
-78% -$11.8M
ORCL icon
186
CALL
Oracle
ORCL
$346B
$2.77M 0.06%
57,300
-227,300
-80% -$11.7M
TWTR
187
PUT
DELISTED
Twitter, Inc.
TWTR
$2.76M 0.06%
112,400
-105,800
-48% -$3.42M
EFA icon
188
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
$2.76M 0.06%
51,600
-226,800
-81% -$14.4M
VXX icon
189
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
$2.74M 0.06%
925
-3,184
-77% -$5.18M
BMY icon
190
PUT
Bristol-Myers Squibb
BMY
$130B
$2.74M 0.06%
49,100
-169,200
-78% -$10.3M
HYG icon
191
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.74M 0.06%
35,500
+32,200
+976% +$2.72M
QCOM icon
192
CALL
Qualcomm
QCOM
$172B
$2.73M 0.06%
40,300
-158,400
-80% -$13M
MCD icon
193
CALL
McDonald's
MCD
$194B
$2.71M 0.06%
16,400
-112,500
-87% -$22.2M
JNJ icon
194
PUT
Johnson & Johnson
JNJ
$643B
$2.69M 0.06%
20,500
-99,000
-83% -$14M
IJK icon
195
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$2.65M 0.06%
59,520
+45,876
+336% +$2.52M
BRK.B icon
196
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$2.63M 0.06%
14,400
-42,600
-75% -$9.05M
AEP icon
197
CALL
American Electric Power
AEP
$72.4B
$2.63M 0.06%
32,900
-93,200
-74% -$8.81M
GDX icon
198
PUT
VanEck Gold Miners ETF
GDX
$22.7B
$2.62M 0.06%
113,800
-12,600
-10% -$345K
TXN icon
199
CALL
Texas Instruments
TXN
$253B
$2.55M 0.06%
25,500
-42,600
-63% -$5.11M
CVX icon
200
CALL
Chevron
CVX
$374B
$2.53M 0.06%
34,900
-286,800
-89% -$28.3M
6 7
8
9 10

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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.