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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
CSL icon
1501
Carlisle Companies
CSL
$15B
– –
-1,283
Closed -$208K
CTAS icon
1502
Cintas
CTAS
$82.7B
– –
-4,248
Closed -$278K
CTAS icon
1503
PUT
Cintas
CTAS
$82.7B
– –
-3,600
Closed -$242K
CTRA
1504
PUT
DELISTED
Coterra Energy
CTRA
– –
-16,900
Closed -$294K
CTSH icon
1505
PUT
Cognizant
CTSH
$24.3B
– –
-6,300
Closed -$391K
CTVA icon
1506
CALL
Corteva
CTVA
$59.8B
– –
-21,400
Closed -$633K
CTVA icon
1507
Corteva
CTVA
$59.8B
– –
-6,909
Closed -$204K
CTVA icon
1508
PUT
Corteva
CTVA
$59.8B
– –
-7,000
Closed -$207K
CUZ icon
1509
Cousins Properties
CUZ
$5.25B
– –
-5,862
Closed -$242K
CVE icon
1510
CALL
Cenovus Energy
CVE
$56.5B
– –
-14,500
Closed -$147K
CVI icon
1511
CALL
CVR Energy
CVI
$3.83B
– –
-6,000
Closed -$243K
CVNA icon
1512
PUT
Carvana
CVNA
$44B
– –
-72,000
Closed -$1.33M
CVX icon
1513
Chevron
CVX
$383B
– –
-2,508
Closed -$248K
CWH icon
1514
Camping World
CWH
$400M
– –
-11,895
Closed -$175K
CX icon
1515
PUT
Cemex
CX
$17.2B
– –
-22,700
Closed -$86K
CXW icon
1516
CALL
CoreCivic
CXW
$2.95B
– –
-14,800
Closed -$257K
CXW icon
1517
PUT
CoreCivic
CXW
$2.95B
– –
-10,300
Closed -$179K
CYBR
1518
PUT
DELISTED
CyberArk
CYBR
– –
-5,300
Closed -$618K
D icon
1519
Dominion Energy
D
$61.3B
– –
-6,332
Closed -$517K
DB icon
1520
CALL
Deutsche Bank
DB
$69.6B
– –
-25,300
Closed -$197K
DB icon
1521
Deutsche Bank
DB
$69.6B
– –
-38,190
Closed -$297K
DB icon
1522
PUT
Deutsche Bank
DB
$69.6B
– –
-71,500
Closed -$556K
DBRG icon
1523
DigitalBridge
DBRG
$2.93B
– –
-3,918
Closed -$74K
DBX icon
1524
Dropbox
DBX
$7.49B
– –
-15,504
Closed -$282K
DBX icon
1525
PUT
Dropbox
DBX
$7.49B
– –
-11,800
Closed -$211K
59 60
61
62 63

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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
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.