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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
VYX icon
2376
CALL
NCR Voyix
VYX
$1.19B
– –
-12,388
Closed -$267K
VYX icon
2377
NCR Voyix
VYX
$1.19B
– –
-17,770
Closed -$383K
VYX icon
2378
PUT
NCR Voyix
VYX
$1.19B
– –
-31,133
Closed -$672K
VZ icon
2379
Verizon
VZ
$201B
– –
-11,751
Closed -$672K
W icon
2380
PUT
Wayfair
W
$11.6B
– –
-9,800
Closed -$886K
WAT icon
2381
CALL
Waters Corp
WAT
$37.7B
– –
-2,100
Closed -$491K
WB icon
2382
PUT
Weibo
WB
$1.99B
– –
-30,600
Closed -$1.42M
WBA
2383
PUT
DELISTED
Walgreens Boots Alliance
WBA
– –
-25,000
Closed -$1.47M
WBD icon
2384
CALL
Warner Bros
WBD
$64.1B
– –
-33,800
Closed -$1.11M
WBD icon
2385
PUT
Warner Bros
WBD
$64.1B
– –
-8,700
Closed -$285K
WBIG icon
2386
WBI BullBear Yield 3000 ETF
WBIG
$30.6M
– –
-9,090
Closed -$223K
WCC
2387
WESCO International
WCC
$15.7B
– –
-10,366
Closed -$616K
WDAY icon
2388
CALL
Workday
WDAY
$41B
– –
-24,400
Closed -$4.01M
WDAY icon
2389
Workday
WDAY
$41B
– –
-3,617
Closed -$595K
WDAY icon
2390
PUT
Workday
WDAY
$41B
– –
-18,700
Closed -$3.08M
WDC icon
2391
Western Digital
WDC
$162B
– –
-17,964
Closed -$796K
WDC icon
2392
PUT
Western Digital
WDC
$162B
– –
-51,994
Closed -$2.49M
WEC icon
2393
WEC Energy
WEC
$37B
– –
-3,761
Closed -$362K
WEC icon
2394
PUT
WEC Energy
WEC
$37B
– –
-3,100
Closed -$286K
WELL icon
2395
CALL
Welltower
WELL
$172B
– –
-21,000
Closed -$1.72M
WELL icon
2396
Welltower
WELL
$172B
– –
-3,619
Closed -$296K
WELL icon
2397
PUT
Welltower
WELL
$172B
– –
-3,800
Closed -$311K
WEN icon
2398
CALL
Wendy's
WEN
$1.46B
– –
-39,700
Closed -$882K
WFC icon
2399
CALL
Wells Fargo
WFC
$258B
– –
-294,000
Closed -$15.8M
WFC icon
2400
Wells Fargo
WFC
$258B
– –
-10,273
Closed -$437K
94 95
96
97 98

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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.