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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
VFC icon
2351
CALL
VF Corp
VFC
$5.94B
– –
-30,200
Closed -$3.01M
VFC icon
2352
PUT
VF Corp
VFC
$5.94B
– –
-4,100
Closed -$409K
VIAV icon
2353
Viavi Solutions
VIAV
$8.18B
– –
-20,433
Closed -$306K
VIPS icon
2354
CALL
Vipshop
VIPS
$7.21B
– –
-26,200
Closed -$371K
VLO icon
2355
PUT
Valero Energy
VLO
$91.2B
– –
-90,100
Closed -$8.44M
VLY icon
2356
Valley National Bancorp
VLY
$7.96B
– –
-30,507
Closed -$349K
VMC icon
2357
CALL
Vulcan Materials
VMC
$37.7B
– –
-16,200
Closed -$2.33M
VMC icon
2358
Vulcan Materials
VMC
$37.7B
– –
-2,324
Closed -$335K
VMC icon
2359
PUT
Vulcan Materials
VMC
$37.7B
– –
-4,000
Closed -$576K
VNLA icon
2360
Janus Henderson Short Duration Income ETF
VNLA
$3.33B
– –
-4,228
Closed -$210K
VNO icon
2361
CALL
Vornado Realty Trust
VNO
$7.8B
– –
-27,800
Closed -$1.85M
VNO icon
2362
PUT
Vornado Realty Trust
VNO
$7.8B
– –
-16,000
Closed -$1.06M
VOD icon
2363
CALL
Vodafone
VOD
$37.2B
– –
-46,400
Closed -$897K
VOYA icon
2364
Voya Financial
VOYA
$9.01B
– –
-10,253
Closed -$625K
VOYA icon
2365
PUT
Voya Financial
VOYA
$9.01B
– –
-5,200
Closed -$317K
VRRM icon
2366
Verra Mobility
VRRM
$793M
– –
-12,146
Closed -$170K
VRTX icon
2367
Vertex Pharmaceuticals
VRTX
$125B
– –
-1,093
Closed -$251K
VST icon
2368
CALL
Vistra
VST
$48.7B
– –
-16,800
Closed -$386K
VST icon
2369
Vistra
VST
$48.7B
– –
-18,567
Closed -$427K
VSTM icon
2370
Verastem
VSTM
$522M
– –
-1,838
Closed -$30K
VTGN icon
2371
VistaGen Therapeutics
VTGN
$10.1M
– –
-2,441
Closed -$51K
VTR icon
2372
Ventas
VTR
$47.6B
– –
-5,555
Closed -$276K
VTR icon
2373
PUT
Ventas
VTR
$47.6B
– –
-49,800
Closed -$2.88M
VTRS icon
2374
PUT
Viatris
VTRS
$20.8B
– –
-28,500
Closed -$573K
VVR icon
2375
Invesco Senior Income Trust
VVR
$456M
– –
-23,264
Closed -$100K
93 94
95
96 97

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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
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.