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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
UHS icon
2326
PUT
Universal Health Services
UHS
$10.2B
– –
-4,000
Closed -$574K
UIS icon
2327
CALL
Unisys
UIS
$254M
– –
-15,300
Closed -$181K
UI icon
2328
CALL
Ubiquiti
UI
$31.8B
– –
-6,300
Closed -$1.19M
UI icon
2329
PUT
Ubiquiti
UI
$31.8B
– –
-1,700
Closed -$321K
ULTA icon
2330
Ulta Beauty
ULTA
$22B
– –
-1,575
Closed -$393K
ULTA icon
2331
PUT
Ulta Beauty
ULTA
$22B
– –
-27,300
Closed -$6.91M
UMC icon
2332
United Microelectronic
UMC
$43.5B
– –
-20,769
Closed -$56K
UNFI icon
2333
United Natural Foods
UNFI
$3.06B
– –
-27,680
Closed -$242K
UNH icon
2334
PUT
UnitedHealth
UNH
$384B
– –
-50,200
Closed -$14.8M
UNIT
2335
Uniti Group
UNIT
$2.51B
– –
-13,775
Closed -$113K
UNM icon
2336
CALL
Unum
UNM
$13.3B
– –
-16,200
Closed -$472K
UPS icon
2337
PUT
United Parcel Service
UPS
$89.3B
– –
-34,500
Closed -$4.04M
URE icon
2338
CALL
ProShares Ultra Real Estate
URE
$60M
– –
-3,000
Closed -$262K
URBN icon
2339
CALL
Urban Outfitters
URBN
$6.45B
– –
-36,800
Closed -$1.02M
URBN icon
2340
PUT
Urban Outfitters
URBN
$6.45B
– –
-7,900
Closed -$219K
URI icon
2341
CALL
United Rentals
URI
$66.8B
– –
-22,100
Closed -$3.69M
URTH icon
2342
iShares MSCI World ETF
URTH
$7.88B
– –
-9,694
Closed -$958K
USB icon
2343
PUT
US Bancorp
USB
$99B
– –
-58,000
Closed -$3.44M
USFD icon
2344
CALL
US Foods
USFD
$22.6B
– –
-14,300
Closed -$599K
USMV icon
2345
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
– –
-18,269
Closed -$1.2M
VAC icon
2346
CALL
Marriott Vacations Worldwide
VAC
$3.51B
– –
-4,300
Closed -$554K
VALE icon
2347
CALL
Vale
VALE
$62.2B
– –
-100,500
Closed -$1.33M
VC icon
2348
Visteon
VC
$2.83B
– –
-3,060
Closed -$265K
VCSH icon
2349
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
– –
-4,002
Closed -$324K
VEEV icon
2350
CALL
Veeva Systems
VEEV
$33.7B
– –
-16,100
Closed -$2.27M
92 93
94
95 96

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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.