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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
PLCE icon
2076
CALL
Children's Place
PLCE
$53.8M
– –
-12,700
Closed -$794K
PLCE icon
2077
PUT
Children's Place
PLCE
$53.8M
– –
-12,800
Closed -$800K
PLD icon
2078
Prologis
PLD
$136B
– –
-7,229
Closed -$632K
PLD icon
2079
PUT
Prologis
PLD
$136B
– –
-9,400
Closed -$838K
PLNT icon
2080
CALL
Planet Fitness
PLNT
$4.45B
– –
-21,900
Closed -$1.64M
PLNT icon
2081
PUT
Planet Fitness
PLNT
$4.45B
– –
-6,200
Closed -$463K
PLUG icon
2082
Plug Power
PLUG
$2.65B
– –
-42,750
Closed -$135K
PMT
2083
PennyMac Mortgage Investment
PMT
$845M
– –
-10,757
Closed -$240K
PNC icon
2084
CALL
PNC Financial Services
PNC
$99.1B
– –
-81,900
Closed -$13.1M
PNC icon
2085
PUT
PNC Financial Services
PNC
$99.1B
– –
-30,900
Closed -$4.93M
PNR icon
2086
CALL
Pentair
PNR
$10.8B
– –
-7,900
Closed -$362K
PNR icon
2087
Pentair
PNR
$10.8B
– –
-4,994
Closed -$229K
PPC icon
2088
CALL
Pilgrim's Pride
PPC
$7.13B
– –
-13,300
Closed -$435K
PPG icon
2089
CALL
PPG Industries
PPG
$24.9B
– –
-22,000
Closed -$2.94M
PPG icon
2090
PPG Industries
PPG
$24.9B
– –
-3,006
Closed -$401K
PPG icon
2091
PUT
PPG Industries
PPG
$24.9B
– –
-5,500
Closed -$734K
PPL
2092
CALL
PPL Corp
PPL
$26.9B
– –
-72,600
Closed -$2.6M
PRGO icon
2093
PUT
Perrigo
PRGO
$1.44B
– –
-10,500
Closed -$542K
PSA icon
2094
Public Storage
PSA
$61.5B
– –
-1,943
Closed -$416K
PSA icon
2095
PUT
Public Storage
PSA
$61.5B
– –
-6,700
Closed -$1.43M
PSMT icon
2096
CALL
Pricesmart
PSMT
$5.94B
– –
-5,500
Closed -$391K
PSMT icon
2097
PUT
Pricesmart
PSMT
$5.94B
– –
-3,100
Closed -$220K
PSX icon
2098
CALL
Phillips 66
PSX
$82.9B
– –
-91,000
Closed -$10.1M
PTCT icon
2099
CALL
PTC Therapeutics
PTCT
$6.18B
– –
-8,500
Closed -$408K
PTON icon
2100
CALL
Peloton Interactive
PTON
$2.85B
– –
-14,900
Closed -$423K
82 83
84
85 86

Similar funds

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.