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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
TECK icon
526
CALL
Teck Resources
TECK
$29.6B
$630K 0.01%
83,300
-73,100
-47% -$876K
FTSL icon
527
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$627K 0.01%
+14,998
New +$688K
SPY icon
528
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$621K 0.01%
2,410
-1,299,522
-100% -$396M
ATVI
529
PUT
DELISTED
Activision Blizzard
ATVI
$619K 0.01%
10,400
-35,000
-77% -$2.08M
ADSK icon
530
Autodesk
ADSK
$49.5B
$617K 0.01%
+3,954
New +$726K
ACWI icon
531
iShares MSCI ACWI ETF
ACWI
$32.9B
$615K 0.01%
9,836
-6,117
-38% -$453K
STT icon
532
CALL
State Street
STT
$50.6B
$613K 0.01%
11,500
-500
-4% -$34.7K
ZTS icon
533
CALL
Zoetis
ZTS
$32.4B
$612K 0.01%
5,200
-22,900
-81% -$3.02M
DGX icon
534
PUT
Quest Diagnostics
DGX
$25.7B
$610K 0.01%
7,600
+600
+9% +$62.1K
ENB icon
535
Enbridge
ENB
$119B
$610K 0.01%
20,976
+10,350
+97% +$384K
VYMI icon
536
Vanguard International High Dividend Yield ETF
VYMI
$20.6B
$609K 0.01%
+13,450
New +$767K
ADBE icon
537
CALL
Adobe
ADBE
$99.5B
$605K 0.01%
1,900
-65,000
-97% -$22.2M
RWK icon
538
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$603K 0.01%
+14,667
New +$829K
CHRW icon
539
PUT
C.H. Robinson
CHRW
$17.4B
$602K 0.01%
+9,100
New +$654K
SSRM icon
540
CALL
SSR Mining
SSRM
$5.32B
$597K 0.01%
52,500
-19,900
-27% -$328K
EQR icon
541
CALL
Equity Residential
EQR
$24.9B
$592K 0.01%
9,600
-19,200
-67% -$1.48M
EEM icon
542
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$590K 0.01%
17,300
-114,700
-87% -$4.71M
ROST icon
543
PUT
Ross Stores
ROST
$80.5B
$583K 0.01%
6,700
-8,800
-57% -$940K
PEY icon
544
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
$582K 0.01%
+44,909
New +$767K
WEC icon
545
CALL
WEC Energy
WEC
$35.7B
$582K 0.01%
6,600
-14,300
-68% -$1.38M
RACE icon
546
PUT
Ferrari
RACE
$69.2B
$580K 0.01%
3,800
-800
-17% -$129K
TBF icon
547
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
$580K 0.01%
37,360
+22,889
+158% +$406K
BHP icon
548
BHP
BHP
$215B
$579K 0.01%
17,682
-63,043
-78% -$2.63M
SLV icon
549
PUT
iShares Silver Trust
SLV
$28B
$579K 0.01%
44,400
-78,100
-64% -$1.23M
SVXY icon
550
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$579K 0.01%
+37,366
New +$1.02M
20 21
22
23 24

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OAM
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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
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MCM
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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.