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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
TSCO icon
2301
Tractor Supply
TSCO
$16.3B
– –
-13,170
Closed -$246K
TSCO icon
2302
PUT
Tractor Supply
TSCO
$16.3B
– –
-47,500
Closed -$888K
TSM icon
2303
CALL
TSMC
TSM
$1.94T
– –
-20,900
Closed -$1.21M
TSM icon
2304
PUT
TSMC
TSM
$1.94T
– –
-9,300
Closed -$540K
TSN icon
2305
Tyson Foods
TSN
$21.5B
– –
-8,032
Closed -$600K
TT icon
2306
PUT
Trane Technologies
TT
$98.8B
– –
-13,000
Closed -$1.73M
TTD icon
2307
PUT
Trade Desk
TTD
$8.97B
– –
-137,000
Closed -$3.56M
TTE icon
2308
CALL
TotalEnergies
TTE
$193B
– –
-14,500
Closed -$802K
TTE icon
2309
TotalEnergies
TTE
$193B
– –
-13,040
Closed -$721K
TTE icon
2310
PUT
TotalEnergies
TTE
$193B
– –
-48,300
Closed -$2.67M
TTI icon
2311
TETRA Technologies
TTI
$1.08B
– –
-10,944
Closed -$21K
TTNP
2312
DELISTED
Titan Pharmaceuticals
TTNP
– –
-46
Closed -$5K
TTWO icon
2313
PUT
Take-Two Interactive
TTWO
$46.1B
– –
-12,700
Closed -$1.55M
TW icon
2314
PUT
Tradeweb Markets
TW
$23B
– –
-12,200
Closed -$565K
TWO
2315
Two Harbors Investment
TWO
$1.27B
– –
-4,120
Closed -$241K
TXG icon
2316
10x Genomics
TXG
$5.88B
– –
-3,895
Closed -$297K
TXN icon
2317
Texas Instruments
TXN
$248B
– –
-2,260
Closed -$271K
TXT icon
2318
CALL
Textron
TXT
$14.9B
– –
-13,100
Closed -$584K
TXT icon
2319
Textron
TXT
$14.9B
– –
-5,270
Closed -$235K
UA icon
2320
Under Armour Class C
UA
$2.95B
– –
-18,939
Closed -$363K
UAA icon
2321
CALL
Under Armour
UAA
$3.01B
– –
-29,200
Closed -$631K
UAA icon
2322
PUT
Under Armour
UAA
$3.01B
– –
-22,200
Closed -$480K
UBER icon
2323
Uber
UBER
$145B
– –
-6,873
Closed -$226K
UGI icon
2324
UGI
UGI
$7.87B
– –
-5,897
Closed -$266K
UHS icon
2325
CALL
Universal Health Services
UHS
$10.2B
– –
-6,800
Closed -$976K
91 92
93
94 95

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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
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.