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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
CGNX icon
1451
CALL
Cognex
CGNX
$10.4B
– –
-13,500
Closed -$757K
CHDN icon
1452
CALL
Churchill Downs
CHDN
$5.76B
– –
-13,600
Closed -$933K
CHKP icon
1453
Check Point Software Technologies
CHKP
$13.1B
– –
-5,820
Closed -$623K
CHKP icon
1454
PUT
Check Point Software Technologies
CHKP
$13.1B
– –
-23,800
Closed -$2.64M
CHTR icon
1455
Charter Communications
CHTR
$16.9B
– –
-890
Closed -$435K
CHWY icon
1456
CALL
Chewy
CHWY
$9.34B
– –
-7,000
Closed -$203K
CI icon
1457
PUT
Cigna
CI
$76.1B
– –
-17,300
Closed -$3.54M
CIEN icon
1458
PUT
Ciena
CIEN
$52.7B
– –
-28,900
Closed -$1.23M
CIM
1459
CALL
Chimera Investment
CIM
$1.06B
– –
-6,500
Closed -$401K
CIM
1460
PUT
Chimera Investment
CIM
$1.06B
– –
-6,533
Closed -$403K
CLF icon
1461
PUT
Cleveland-Cliffs
CLF
$6.64B
– –
-92,400
Closed -$776K
CLH icon
1462
CALL
Clean Harbors
CLH
$16.8B
– –
-3,600
Closed -$309K
CLNE icon
1463
Clean Energy Fuels
CLNE
$425M
– –
-10,172
Closed -$24K
CM icon
1464
CALL
Canadian Imperial Bank of Commerce
CM
$108B
– –
-28,000
Closed -$1.17M
CMA
1465
CALL
DELISTED
Comerica
CMA
– –
-6,800
Closed -$488K
CMA
1466
PUT
DELISTED
Comerica
CMA
– –
-6,300
Closed -$452K
CMC icon
1467
CALL
Commercial Metals
CMC
$7.57B
– –
-24,400
Closed -$543K
CMCSA icon
1468
PUT
Comcast
CMCSA
$84B
– –
-141,200
Closed -$6.35M
CME icon
1469
PUT
CME Group
CME
$96.1B
– –
-3,500
Closed -$703K
CMG icon
1470
Chipotle Mexican Grill
CMG
$49.4B
– –
-20,000
Closed -$316K
CMI icon
1471
Cummins
CMI
$87.3B
– –
-2,629
Closed -$410K
CMPR icon
1472
CALL
Cimpress
CMPR
$2.29B
– –
-1,800
Closed -$226K
CMS icon
1473
CALL
CMS Energy
CMS
$22.7B
– –
-5,500
Closed -$346K
CNC icon
1474
CALL
Centene
CNC
$30.1B
– –
-30,000
Closed -$1.89M
CNC icon
1475
PUT
Centene
CNC
$30.1B
– –
-19,700
Closed -$1.24M
57 58
59
60 61

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AWP
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BCM
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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.