We are live on ! Find out more
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
CNDT icon
1476
Conduent
CNDT
$245M
– –
-14,927
Closed -$93K
CNI icon
1477
CALL
Canadian National Railway
CNI
$76.9B
– –
-19,200
Closed -$1.74M
CNP icon
1478
CALL
CenterPoint Energy
CNP
$27.8B
– –
-31,900
Closed -$870K
CNP icon
1479
CenterPoint Energy
CNP
$27.8B
– –
-23,778
Closed -$648K
CNQ icon
1480
CALL
Canadian Natural Resources
CNQ
$98.6B
– –
-93,728
Closed -$1.49M
CNQ icon
1481
PUT
Canadian Natural Resources
CNQ
$98.6B
– –
-39,615
Closed -$628K
COLM icon
1482
Columbia Sportswear
COLM
$3.21B
– –
-2,703
Closed -$271K
CORT icon
1483
CALL
Corcept Therapeutics
CORT
$12.7B
– –
-33,600
Closed -$407K
COTY icon
1484
CALL
Coty
COTY
$2.37B
– –
-63,200
Closed -$711K
COTY icon
1485
PUT
Coty
COTY
$2.37B
– –
-17,800
Closed -$200K
CP icon
1486
PUT
Canadian Pacific Kansas City
CP
$78.3B
– –
-7,000
Closed -$357K
CPB icon
1487
PUT
Campbell Soup
CPB
$6.58B
– –
-105,800
Closed -$5.23M
CPRT icon
1488
CALL
Copart
CPRT
$27.4B
– –
-24,000
Closed -$546K
CPRT icon
1489
Copart
CPRT
$27.4B
– –
-21,432
Closed -$487K
CPRI icon
1490
CALL
Capri Holdings
CPRI
$1.82B
– –
-27,500
Closed -$1.05M
CPRI icon
1491
PUT
Capri Holdings
CPRI
$1.82B
– –
-29,500
Closed -$1.13M
CRL icon
1492
CALL
Charles River Laboratories
CRL
$11.3B
– –
-5,700
Closed -$871K
CRL icon
1493
Charles River Laboratories
CRL
$11.3B
– –
-2,061
Closed -$315K
CRON
1494
CALL
Cronos Group
CRON
$1.08B
– –
-67,100
Closed -$515K
CROX icon
1495
CALL
Crocs
CROX
$6.14B
– –
-6,600
Closed -$276K
CROX icon
1496
Crocs
CROX
$6.14B
– –
-18,053
Closed -$756K
CRUS icon
1497
CALL
Cirrus Logic
CRUS
$6.65B
– –
-8,300
Closed -$684K
CSIQ icon
1498
CALL
Canadian Solar
CSIQ
$1B
– –
-26,400
Closed -$583K
CSIQ icon
1499
Canadian Solar
CSIQ
$1B
– –
-24,754
Closed -$547K
CSIQ icon
1500
PUT
Canadian Solar
CSIQ
$1B
– –
-42,700
Closed -$944K
58 59
60
61 62

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.