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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
SAP icon
2151
PUT
SAP
SAP
$215B
– –
-10,100
Closed -$1.35M
SBAC icon
2152
SBA Communications
SBAC
$19.8B
– –
-1,126
Closed -$297K
SBGI icon
2153
CALL
Sinclair Inc
SBGI
$1.02B
– –
-6,500
Closed -$217K
SBGI icon
2154
PUT
Sinclair Inc
SBGI
$1.02B
– –
-8,900
Closed -$297K
SBSW icon
2155
Sibanye-Stillwater
SBSW
$6.05B
– –
-49,106
Closed -$488K
SBUX icon
2156
PUT
Starbucks
SBUX
$119B
– –
-115,000
Closed -$10.1M
SCCO icon
2157
CALL
Southern Copper
SCCO
$138B
– –
-29,665
Closed -$1.17M
SCCO icon
2158
PUT
Southern Copper
SCCO
$138B
– –
-7,875
Closed -$310K
SCHR
2159
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-8,964
Closed -$246K
SCHW
2160
Charles Schwab
SCHW
$182B
– –
-28,176
Closed -$1.18M
SCHW
2161
PUT
Charles Schwab
SCHW
$182B
– –
-26,300
Closed -$1.25M
SCHX icon
2162
Schwab US Large- Cap ETF
SCHX
$70.3B
– –
-19,932
Closed -$255K
SCI icon
2163
Service Corp International
SCI
$11.8B
– –
-7,273
Closed -$335K
SCO icon
2164
ProShares UltraShort Bloomberg Crude Oil
SCO
$654M
– –
-283
Closed -$275K
SDS icon
2165
ProShares UltraShort S&P500
SDS
$435M
– –
-578
Closed -$359K
SE icon
2166
CALL
Sea Limited
SE
$66.4B
– –
-36,200
Closed -$1.46M
SDY icon
2167
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.1B
– –
-3,800
Closed -$409K
SEDG icon
2168
PUT
SolarEdge
SEDG
$2.37B
– –
-3,100
Closed -$295K
SEE
2169
CALL
DELISTED
Sealed Air
SEE
– –
-5,100
Closed -$203K
SEIC icon
2170
SEI Investments
SEIC
$12.3B
– –
-3,506
Closed -$230K
SFIX
2171
CALL
Stitch Fix
SFIX
$567M
– –
-28,500
Closed -$731K
OLOX
2172
Olenox Industries
OLOX
$6.49M
– –
0
– -$2K
SGMO
2173
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-16,528
Closed -$138K
SGOL icon
2174
abrdn Physical Gold Shares ETF
SGOL
$6.9B
– –
-14,749
Closed -$216K
SHAK icon
2175
CALL
Shake Shack
SHAK
$2.54B
– –
-30,600
Closed -$1.82M
85 86
87
88 89

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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.