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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
TM icon
2276
CALL
Toyota
TM
$228B
– –
-5,900
Closed -$829K
TM icon
2277
PUT
Toyota
TM
$228B
– –
-8,500
Closed -$1.2M
TME icon
2278
Tencent Music
TME
$15.9B
– –
-15,726
Closed -$194K
TME icon
2279
PUT
Tencent Music
TME
$15.9B
– –
-42,900
Closed -$504K
TMUS icon
2280
T-Mobile US
TMUS
$195B
– –
-3,601
Closed -$282K
TNDM icon
2281
Tandem Diabetes Care
TNDM
$1.27B
– –
-3,468
Closed -$207K
TOL icon
2282
CALL
Toll Brothers
TOL
$14B
– –
-73,500
Closed -$2.9M
TOL icon
2283
PUT
Toll Brothers
TOL
$14B
– –
-43,300
Closed -$1.71M
TPH
2284
DELISTED
Tri Pointe Homes
TPH
– –
-15,774
Closed -$246K
TPR icon
2285
CALL
Tapestry
TPR
$30.3B
– –
-52,900
Closed -$1.43M
TPR icon
2286
PUT
Tapestry
TPR
$30.3B
– –
-21,600
Closed -$583K
TQQQ icon
2287
ProShares UltraPro QQQ
TQQQ
$28.6B
– –
-138,728
Closed -$1.5M
TRGP icon
2288
CALL
Targa Resources
TRGP
$56.8B
– –
-29,600
Closed -$1.21M
TRGP icon
2289
PUT
Targa Resources
TRGP
$56.8B
– –
-9,700
Closed -$396K
TRI icon
2290
PUT
Thomson Reuters
TRI
$46.4B
– –
-2,847
Closed -$215K
TRIP icon
2291
PUT
TripAdvisor
TRIP
$1.7B
– –
-14,800
Closed -$450K
TRN icon
2292
CALL
Trinity Industries
TRN
$2.92B
– –
-26,600
Closed -$589K
TRN icon
2293
PUT
Trinity Industries
TRN
$2.92B
– –
-9,800
Closed -$217K
TRP icon
2294
CALL
TC Energy
TRP
$70.1B
– –
-4,700
Closed -$251K
TRP icon
2295
PUT
TC Energy
TRP
$70.1B
– –
-5,000
Closed -$267K
TRUE
2296
DELISTED
TrueCar
TRUE
– –
-13,267
Closed -$63K
TRV icon
2297
Travelers Companies
TRV
$81.1B
– –
-1,574
Closed -$196K
TRV icon
2298
PUT
Travelers Companies
TRV
$81.1B
– –
-8,900
Closed -$1.22M
TRX icon
2299
TRX Gold Corp
TRX
$249M
– –
-25,993
Closed -$16K
TSCO icon
2300
CALL
Tractor Supply
TSCO
$16.3B
– –
-141,000
Closed -$2.63M
90 91
92
93 94

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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.