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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
ACM icon
1276
CALL
Aecom
ACM
$9.22B
– –
-41,700
Closed -$1.8M
ACM icon
1277
PUT
Aecom
ACM
$9.22B
– –
-4,900
Closed -$211K
ACWX icon
1278
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
– –
-17,378
Closed -$854K
ADM icon
1279
PUT
Archer Daniels Midland
ADM
$38.9B
– –
-88,500
Closed -$4.1M
AEE icon
1280
Ameren
AEE
$30.1B
– –
-10,756
Closed -$826K
AEF
1281
abrdn Emerging Markets Equity Income Fund
AEF
$348M
– –
-13,097
Closed -$100K
AEM icon
1282
CALL
Agnico Eagle Mines
AEM
$75.4B
– –
-27,600
Closed -$1.7M
AEO icon
1283
CALL
American Eagle Outfitters
AEO
$2.9B
– –
-17,500
Closed -$257K
AEO icon
1284
American Eagle Outfitters
AEO
$2.9B
– –
-41,054
Closed -$603K
AEO icon
1285
PUT
American Eagle Outfitters
AEO
$2.9B
– –
-21,100
Closed -$310K
AES icon
1286
CALL
AES
AES
$10.6B
– –
-10,500
Closed -$209K
AFG icon
1287
American Financial Group
AFG
$11.8B
– –
-3,146
Closed -$345K
AFL icon
1288
PUT
Aflac
AFL
$64.8B
– –
-18,900
Closed -$1M
AFMD
1289
DELISTED
Affimed
AFMD
– –
-1,369
Closed -$38K
AG icon
1290
PUT
First Majestic Silver
AG
$7.75B
– –
-30,500
Closed -$374K
AGNC icon
1291
CALL
AGNC Investment
AGNC
$12.7B
– –
-78,300
Closed -$1.38M
AGNC icon
1292
AGNC Investment
AGNC
$12.7B
– –
-37,853
Closed -$669K
AGNC icon
1293
PUT
AGNC Investment
AGNC
$12.7B
– –
-96,300
Closed -$1.7M
AGO icon
1294
Assured Guaranty
AGO
$3.73B
– –
-4,331
Closed -$212K
AHG
1295
Akso Health Group
AHG
$1.36B
– –
-3,382
Closed -$9K
AIZ icon
1296
Assurant
AIZ
$14B
– –
-2,086
Closed -$257K
AKAM icon
1297
CALL
Akamai
AKAM
$16.5B
– –
-6,400
Closed -$553K
AKAM icon
1298
PUT
Akamai
AKAM
$16.5B
– –
-10,100
Closed -$872K
AKBA icon
1299
Akebia Therapeutics
AKBA
$362M
– –
-30,694
Closed -$194K
AKTX
1300
Akari Therapeutics
AKTX
$14M
– –
-16
Closed -$22K
50 51
52
53 54

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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 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.