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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
CASY icon
1426
CALL
Casey's General Stores
CASY
$32.1B
– –
-8,900
Closed -$1.42M
CASY icon
1427
PUT
Casey's General Stores
CASY
$32.1B
– –
-13,000
Closed -$2.07M
CB icon
1428
PUT
Chubb
CB
$135B
– –
-8,400
Closed -$1.31M
CBRE icon
1429
CALL
CBRE Group
CBRE
$43.8B
– –
-11,000
Closed -$674K
CBRE icon
1430
CBRE Group
CBRE
$43.8B
– –
-5,014
Closed -$307K
CBRE icon
1431
PUT
CBRE Group
CBRE
$43.8B
– –
-12,500
Closed -$766K
CBRL icon
1432
CALL
Cracker Barrel
CBRL
$1.28B
– –
-22,800
Closed -$3.5M
CBRL icon
1433
PUT
Cracker Barrel
CBRL
$1.28B
– –
-2,200
Closed -$338K
CC icon
1434
CALL
Chemours
CC
$2.57B
– –
-41,500
Closed -$751K
CCJ icon
1435
CALL
Cameco
CCJ
$38.4B
– –
-39,900
Closed -$355K
CCJ icon
1436
PUT
Cameco
CCJ
$38.4B
– –
-21,900
Closed -$195K
CCL icon
1437
CALL
Carnival Corporation Ltd
CCL
$38B
– –
-114,600
Closed -$5.83M
CCL icon
1438
Carnival Corporation Ltd
CCL
$38B
– –
-5,324
Closed -$189K
CCK icon
1439
CALL
Crown Holdings
CCK
$12.9B
– –
-8,800
Closed -$638K
CCK icon
1440
PUT
Crown Holdings
CCK
$12.9B
– –
-3,400
Closed -$247K
CDE icon
1441
CALL
Coeur Mining
CDE
$15.9B
– –
-94,900
Closed -$767K
CDE icon
1442
PUT
Coeur Mining
CDE
$15.9B
– –
-29,200
Closed -$236K
CDLX icon
1443
Cardlytics
CDLX
$22.1M
– –
-325
Closed -$205K
CDNS icon
1444
Cadence Design Systems
CDNS
$91.7B
– –
-8,219
Closed -$570K
CE icon
1445
CALL
Celanese
CE
$4.91B
– –
-3,400
Closed -$419K
CE icon
1446
PUT
Celanese
CE
$4.91B
– –
-6,000
Closed -$739K
CENX icon
1447
Century Aluminum
CENX
$4.44B
– –
-12,395
Closed -$93K
CG icon
1448
Carlyle Group
CG
$16.3B
– –
-36,459
Closed -$1.17M
CGC
1449
CALL
Canopy Growth
CGC
$388M
– –
-6,360
Closed -$1.34M
CGC
1450
PUT
Canopy Growth
CGC
$388M
– –
-9,900
Closed -$2.09M
56 57
58
59 60

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
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.