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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CNDT icon
1476
Conduent
CNDT
$263M
– –
-14,927
Closed -$93K
CNI icon
1477
CALL
Canadian National Railway
CNI
$72.2B
– –
-19,200
Closed -$1.74M
CNP icon
1478
CALL
CenterPoint Energy
CNP
$25.3B
– –
-31,900
Closed -$870K
CNP icon
1479
CenterPoint Energy
CNP
$25.3B
– –
-23,778
Closed -$648K
CNQ icon
1480
CALL
Canadian Natural Resources
CNQ
$104B
– –
-93,728
Closed -$1.49M
CNQ icon
1481
PUT
Canadian Natural Resources
CNQ
$104B
– –
-39,615
Closed -$628K
COLM icon
1482
Columbia Sportswear
COLM
$2.93B
– –
-2,703
Closed -$271K
CORT icon
1483
CALL
Corcept Therapeutics
CORT
$12.2B
– –
-33,600
Closed -$407K
COTY icon
1484
CALL
Coty
COTY
$2.18B
– –
-63,200
Closed -$711K
COTY icon
1485
PUT
Coty
COTY
$2.18B
– –
-17,800
Closed -$200K
CP icon
1486
PUT
Canadian Pacific Kansas City
CP
$77.6B
– –
-7,000
Closed -$357K
CPB icon
1487
PUT
Campbell Soup
CPB
$6.38B
– –
-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
$1.73B
– –
-27,500
Closed -$1.05M
CPRI icon
1491
PUT
Capri Holdings
CPRI
$1.73B
– –
-29,500
Closed -$1.13M
CRL icon
1492
CALL
Charles River Laboratories
CRL
$13.6B
– –
-5,700
Closed -$871K
CRL icon
1493
Charles River Laboratories
CRL
$13.6B
– –
-2,061
Closed -$315K
CRON
1494
CALL
Cronos Group
CRON
$1.23B
– –
-67,100
Closed -$515K
CROX icon
1495
CALL
Crocs
CROX
$6.01B
– –
-6,600
Closed -$276K
CROX icon
1496
Crocs
CROX
$6.01B
– –
-18,053
Closed -$756K
CRUS icon
1497
CALL
Cirrus Logic
CRUS
$6.08B
– –
-8,300
Closed -$684K
CSIQ icon
1498
CALL
Canadian Solar
CSIQ
$811M
– –
-26,400
Closed -$583K
CSIQ icon
1499
Canadian Solar
CSIQ
$811M
– –
-24,754
Closed -$547K
CSIQ icon
1500
PUT
Canadian Solar
CSIQ
$811M
– –
-42,700
Closed -$944K
58 59
60
61 62

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CIA
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OWA
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FFS
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MFA
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LA
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PGCM
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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.