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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
BDX icon
1376
PUT
Becton Dickinson
BDX
$45.6B
– –
-17,938
Closed -$4.76M
BEN icon
1377
PUT
Franklin Resources
BEN
$17.2B
– –
-36,500
Closed -$948K
BFH icon
1378
CALL
Bread Financial
BFH
$4.47B
– –
-9,147
Closed -$819K
BFH icon
1379
Bread Financial
BFH
$4.47B
– –
-5,796
Closed -$519K
BFH icon
1380
PUT
Bread Financial
BFH
$4.47B
– –
-4,135
Closed -$370K
BG icon
1381
CALL
Bunge Global
BG
$20.4B
– –
-27,300
Closed -$1.57M
BG icon
1382
PUT
Bunge Global
BG
$20.4B
– –
-8,200
Closed -$472K
BGS icon
1383
B&G Foods
BGS
$293M
– –
-29,019
Closed -$520K
BGS icon
1384
PUT
B&G Foods
BGS
$293M
– –
-10,000
Closed -$179K
BHF icon
1385
CALL
Brighthouse Financial
BHF
$3.64B
– –
-7,200
Closed -$282K
BHP icon
1386
PUT
BHP
BHP
$218B
– –
-36,657
Closed -$1.79M
BIL icon
1387
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-12,888
Closed -$1.18M
BIIB icon
1388
Biogen
BIIB
$30.7B
– –
-828
Closed -$251K
BNY
1389
CALL
Bank of New York Mellon
BNY
$106B
– –
-124,400
Closed -$6.26M
BNY
1390
PUT
Bank of New York Mellon
BNY
$106B
– –
-31,700
Closed -$1.59M
BKR icon
1391
CALL
Baker Hughes
BKR
$59.5B
– –
-79,200
Closed -$2.03M
BKR icon
1392
PUT
Baker Hughes
BKR
$59.5B
– –
-35,000
Closed -$897K
BLUE
1393
CALL
DELISTED
bluebird bio
BLUE
– –
-216
Closed -$246K
BLUE
1394
DELISTED
bluebird bio
BLUE
– –
-535
Closed -$608K
BMO icon
1395
CALL
Bank of Montreal
BMO
$125B
– –
-4,300
Closed -$333K
BMRN icon
1396
BioMarin Pharmaceuticals
BMRN
$11.7B
– –
-20,905
Closed -$1.8M
BN icon
1397
CALL
Brookfield
BN
$103B
– –
-43,162
Closed -$890K
BNGO icon
1398
Bionano Genomics
BNGO
$12.2M
– –
-18
Closed -$14K
BNS icon
1399
PUT
Scotiabank
BNS
$107B
– –
-12,300
Closed -$695K
BOX icon
1400
CALL
Box
BOX
$4.31B
– –
-21,000
Closed -$352K
54 55
56
57 58

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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.