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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
NVO
2001
CALL
Novo Nordisk
NVO
$228B
– –
-15,600
Closed -$451K
NVO
2002
Novo Nordisk
NVO
$228B
– –
-7,778
Closed -$225K
NVR icon
2003
NVR
NVR
$17.1B
– –
-102
Closed -$388K
NVS icon
2004
PUT
Novartis
NVS
$302B
– –
-54,900
Closed -$5.2M
NWG icon
2005
NatWest
NWG
$69.9B
– –
-10,201
Closed -$71K
NWL icon
2006
CALL
Newell Brands
NWL
$2.21B
– –
-93,500
Closed -$1.8M
NWL icon
2007
PUT
Newell Brands
NWL
$2.21B
– –
-41,900
Closed -$805K
NXST icon
2008
Nexstar Media Group
NXST
$6.01B
– –
-2,523
Closed -$296K
ADAM
2009
Adamas Trust
ADAM
$777M
– –
-20,223
Closed -$504K
NYT icon
2010
CALL
New York Times
NYT
$12.6B
– –
-23,300
Closed -$750K
NYT icon
2011
New York Times
NYT
$12.6B
– –
-15,520
Closed -$499K
O icon
2012
CALL
Realty Income
O
$61.1B
– –
-106,915
Closed -$7.63M
O icon
2013
PUT
Realty Income
O
$61.1B
– –
-7,637
Closed -$545K
OC icon
2014
CALL
Owens Corning
OC
$11B
– –
-14,300
Closed -$931K
OCGN icon
2015
Ocugen
OCGN
$403M
– –
-13,761
Closed -$7K
ODFL icon
2016
CALL
Old Dominion Freight Line
ODFL
$46.3B
– –
-3,900
Closed -$247K
ODFL icon
2017
Old Dominion Freight Line
ODFL
$46.3B
– –
-3,246
Closed -$205K
ODFL icon
2018
PUT
Old Dominion Freight Line
ODFL
$46.3B
– –
-4,800
Closed -$304K
OHI icon
2019
CALL
Omega Healthcare
OHI
$15.3B
– –
-28,500
Closed -$1.21M
OHI icon
2020
PUT
Omega Healthcare
OHI
$15.3B
– –
-9,500
Closed -$402K
OI icon
2021
CALL
O-I Glass
OI
$1.18B
– –
-17,300
Closed -$206K
OIA icon
2022
Invesco Municipal Income Opportunities Trust
OIA
$294M
– –
-10,313
Closed -$81K
OIH icon
2023
CALL
VanEck Oil Services ETF
OIH
$1.97B
– –
-7,605
Closed -$2.02M
OII icon
2024
Oceaneering
OII
$4.64B
– –
-23,787
Closed -$355K
OKE icon
2025
CALL
Oneok
OKE
$56.7B
– –
-33,000
Closed -$2.5M
79 80
81
82 83

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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.