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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
PARA
2051
PUT
DELISTED
Paramount Global Class B
PARA
– –
-72,000
Closed -$3.02M
PAYC icon
2052
Paycom
PAYC
$7.53B
– –
-1,237
Closed -$328K
PAYC icon
2053
PUT
Paycom
PAYC
$7.53B
– –
-1,000
Closed -$265K
PAYX icon
2054
CALL
Paychex
PAYX
$41.4B
– –
-132,500
Closed -$11.3M
PAYX icon
2055
PUT
Paychex
PAYX
$41.4B
– –
-69,800
Closed -$5.94M
PBF icon
2056
CALL
PBF Energy
PBF
$8.65B
– –
-12,600
Closed -$395K
PBR icon
2057
CALL
Petrobras
PBR
$123B
– –
-103,000
Closed -$1.64M
PBR.A icon
2058
Petrobras Class A
PBR.A
$109B
– –
-12,477
Closed -$186K
PCAR icon
2059
CALL
PACCAR
PCAR
$70.4B
– –
-39,600
Closed -$2.09M
PDD icon
2060
PUT
Pinduoduo
PDD
$124B
– –
-16,900
Closed -$639K
PEG icon
2061
CALL
Public Service Enterprise Group
PEG
$38.6B
– –
-23,900
Closed -$1.41M
PEG icon
2062
Public Service Enterprise Group
PEG
$38.6B
– –
-6,892
Closed -$407K
PENN icon
2063
CALL
PENN Entertainment
PENN
$2.75B
– –
-29,000
Closed -$741K
PFG icon
2064
Principal Financial Group
PFG
$24.5B
– –
-3,893
Closed -$214K
PGEN icon
2065
Precigen
PGEN
$2.12B
– –
-40,524
Closed -$222K
PGHY icon
2066
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$222M
– –
-9,738
Closed -$222K
PGR icon
2067
Progressive
PGR
$124B
– –
-7,552
Closed -$582K
PGX icon
2068
Invesco Preferred ETF
PGX
$3.81B
– –
-88,394
Closed -$1.33M
PHM icon
2069
CALL
Pultegroup
PHM
$24.5B
– –
-56,400
Closed -$2.19M
PHYS icon
2070
Sprott Physical Gold
PHYS
$14.8B
– –
-10,593
Closed -$129K
PINS icon
2071
CALL
Pinterest
PINS
$13.7B
– –
-101,400
Closed -$1.89M
PINS icon
2072
PUT
Pinterest
PINS
$13.7B
– –
-27,300
Closed -$509K
PKG icon
2073
CALL
Packaging Corp of America
PKG
$22.2B
– –
-7,000
Closed -$784K
PKG icon
2074
PUT
Packaging Corp of America
PKG
$22.2B
– –
-5,100
Closed -$571K
PLAY icon
2075
Dave & Buster's
PLAY
$377M
– –
-9,578
Closed -$385K
81 82
83
84 85

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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
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TIM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 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.