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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
RJF icon
2126
Raymond James Financial
RJF
$33.5B
– –
-9,264
Closed -$553K
RJF icon
2127
PUT
Raymond James Financial
RJF
$33.5B
– –
-20,100
Closed -$1.2M
RLY icon
2128
State Street Multi-Asset Real Return ETF
RLY
$1.26B
– –
-9,775
Closed -$248K
RMBS icon
2129
CALL
Rambus
RMBS
$8.95B
– –
-20,800
Closed -$287K
RMD icon
2130
CALL
ResMed
RMD
$31.1B
– –
-1,900
Closed -$294K
RMD icon
2131
ResMed
RMD
$31.1B
– –
-1,981
Closed -$307K
ROK icon
2132
CALL
Rockwell Automation
ROK
$51.1B
– –
-2,800
Closed -$567K
ROP icon
2133
Roper Technologies
ROP
$40.4B
– –
-2,280
Closed -$808K
RRC icon
2134
CALL
Range Resources
RRC
$9.33B
– –
-229,300
Closed -$1.11M
RRC icon
2135
Range Resources
RRC
$9.33B
– –
-14,386
Closed -$70K
RRC icon
2136
PUT
Range Resources
RRC
$9.33B
– –
-64,600
Closed -$313K
RSG icon
2137
Republic Services
RSG
$67.4B
– –
-4,641
Closed -$420K
RTX icon
2138
RTX Corp
RTX
$290B
– –
-7,953
Closed -$673K
RTX icon
2139
PUT
RTX Corp
RTX
$290B
– –
-14,460
Closed -$1.36M
RTH icon
2140
VanEck Retail ETF
RTH
$253M
– –
-1,710
Closed -$205K
RVLV icon
2141
CALL
Revolve Group
RVLV
$1.85B
– –
-12,700
Closed -$233K
RVLV icon
2142
PUT
Revolve Group
RVLV
$1.85B
– –
-32,700
Closed -$600K
RXI icon
2143
iShares Global Consumer Discretionary ETF
RXI
$252M
– –
-2,059
Closed -$259K
RY icon
2144
PUT
Royal Bank of Canada
RY
$287B
– –
-56,100
Closed -$4.44M
SA
2145
CALL
Seabridge Gold
SA
$2.72B
– –
-52,800
Closed -$730K
SA
2146
PUT
Seabridge Gold
SA
$2.72B
– –
-19,500
Closed -$269K
SAGE
2147
DELISTED
Sage Therapeutics
SAGE
– –
-3,882
Closed -$280K
SAIC icon
2148
CALL
Saic
SAIC
$4.95B
– –
-3,000
Closed -$261K
SAP icon
2149
CALL
SAP
SAP
$215B
– –
-6,300
Closed -$844K
SAP icon
2150
SAP
SAP
$215B
– –
-4,628
Closed -$620K
84 85
86
87 88

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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
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.