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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
PVH icon
2101
PVH
PVH
$4.07B
– –
-4,268
Closed -$326K
PWR icon
2102
PUT
Quanta Services
PWR
$84.2B
– –
-6,700
Closed -$273K
QLYS icon
2103
Qualys
QLYS
$4.76B
– –
-2,636
Closed -$220K
QRVO icon
2104
PUT
Qorvo
QRVO
$7.9B
– –
-5,300
Closed -$616K
QSR icon
2105
CALL
Restaurant Brands International
QSR
$26.2B
– –
-3,600
Closed -$230K
QSR icon
2106
PUT
Restaurant Brands International
QSR
$26.2B
– –
-7,100
Closed -$453K
R icon
2107
CALL
Ryder
R
$9.9B
– –
-10,000
Closed -$543K
RBA icon
2108
RB Global
RBA
$21.5B
– –
-8,005
Closed -$344K
RCL icon
2109
Royal Caribbean
RCL
$86.8B
– –
-6,015
Closed -$550K
RCL icon
2110
PUT
Royal Caribbean
RCL
$86.8B
– –
-29,100
Closed -$3.88M
RDFN
2111
CALL
DELISTED
Redfin
RDFN
– –
-46,200
Closed -$977K
REGN icon
2112
Regeneron Pharmaceuticals
REGN
$72.9B
– –
-1,032
Closed -$426K
REXR icon
2113
Rexford Industrial Realty
REXR
$8.63B
– –
-7,190
Closed -$328K
RGEN icon
2114
CALL
Repligen
RGEN
$6.91B
– –
-5,400
Closed -$500K
RGEN icon
2115
PUT
Repligen
RGEN
$6.91B
– –
-3,600
Closed -$333K
RGLD icon
2116
Royal Gold
RGLD
$16.6B
– –
-4,236
Closed -$437K
RGR icon
2117
CALL
Sturm, Ruger & Co
RGR
$603M
– –
-4,900
Closed -$230K
RH icon
2118
CALL
RH
RH
$3.33B
– –
-28,500
Closed -$6.08M
RIG icon
2119
CALL
Transocean
RIG
$5.48B
– –
-340,200
Closed -$2.34M
RIG icon
2120
PUT
Transocean
RIG
$5.48B
– –
-154,000
Closed -$1.06M
RIO icon
2121
PUT
Rio Tinto
RIO
$152B
– –
-32,100
Closed -$1.91M
RITM icon
2122
CALL
Rithm Capital
RITM
$5.58B
– –
-23,900
Closed -$385K
RITM icon
2123
Rithm Capital
RITM
$5.58B
– –
-27,560
Closed -$444K
RITM icon
2124
PUT
Rithm Capital
RITM
$5.58B
– –
-49,000
Closed -$789K
RJF icon
2125
CALL
Raymond James Financial
RJF
$33.5B
– –
-43,050
Closed -$2.57M
83 84
85
86 87

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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.