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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
NEM icon
1976
Newmont
NEM
$96.2B
– –
-23,638
Closed -$1.07M
NET icon
1977
CALL
Cloudflare
NET
$96B
– –
-22,600
Closed -$386K
NEU icon
1978
NewMarket
NEU
$7.24B
– –
-581
Closed -$283K
NFG icon
1979
National Fuel Gas
NFG
$7.69B
– –
-5,262
Closed -$245K
NG icon
1980
CALL
NovaGold Resources
NG
$2.54B
– –
-20,300
Closed -$182K
NI icon
1981
NiSource
NI
$21.5B
– –
-15,914
Closed -$443K
NICE icon
1982
Nice
NICE
$6.15B
– –
-2,107
Closed -$327K
NJR icon
1983
New Jersey Resources
NJR
$6B
– –
-5,780
Closed -$258K
NKTR icon
1984
Nektar Therapeutics
NKTR
$2.39B
– –
-1,030
Closed -$333K
NLY icon
1985
CALL
Annaly Capital Management
NLY
$17.3B
– –
-5,825
Closed -$219K
NOK icon
1986
CALL
Nokia
NOK
$46.9B
– –
-49,100
Closed -$182K
NOK icon
1987
PUT
Nokia
NOK
$46.9B
– –
-81,100
Closed -$301K
NSC icon
1988
PUT
Norfolk Southern
NSC
$75.4B
– –
-2,300
Closed -$446K
NTAP icon
1989
CALL
NetApp
NTAP
$33.9B
– –
-42,600
Closed -$2.65M
NTAP icon
1990
NetApp
NTAP
$33.9B
– –
-8,516
Closed -$440K
NTES icon
1991
PUT
NetEase
NTES
$83B
– –
-42,000
Closed -$2.58M
NTNX icon
1992
Nutanix
NTNX
$16.1B
– –
-8,529
Closed -$240K
NTNX icon
1993
PUT
Nutanix
NTNX
$16.1B
– –
-20,400
Closed -$638K
NTR icon
1994
CALL
Nutrien
NTR
$33.9B
– –
-13,600
Closed -$652K
NTR icon
1995
Nutrien
NTR
$33.9B
– –
-5,744
Closed -$275K
NTR icon
1996
PUT
Nutrien
NTR
$33.9B
– –
-4,600
Closed -$220K
NTRS icon
1997
CALL
Northern Trust
NTRS
$21.8B
– –
-20,200
Closed -$2.15M
NUGT icon
1998
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
– –
-7,370
Closed -$1.28M
NUE icon
1999
CALL
Nucor
NUE
$58.3B
– –
-156,300
Closed -$8.8M
NVCR icon
2000
NovoCure
NVCR
$1.76B
– –
-9,435
Closed -$795K
78 79
80
81 82

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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.