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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
OKE icon
2026
PUT
Oneok
OKE
$56.7B
– –
-64,900
Closed -$4.91M
OLLI icon
2027
CALL
Ollie's Bargain Outlet
OLLI
$4.31B
– –
-19,300
Closed -$1.26M
OLLI icon
2028
PUT
Ollie's Bargain Outlet
OLLI
$4.31B
– –
-5,300
Closed -$346K
OLN icon
2029
CALL
Olin
OLN
$2.53B
– –
-34,200
Closed -$590K
OMC icon
2030
CALL
Omnicom Group
OMC
$23.5B
– –
-13,400
Closed -$1.09M
OMER icon
2031
Omeros
OMER
$845M
– –
-11,311
Closed -$159K
ON icon
2032
CALL
ON Semiconductor
ON
$30.7B
– –
-21,200
Closed -$517K
ON icon
2033
PUT
ON Semiconductor
ON
$30.7B
– –
-39,500
Closed -$963K
OPK icon
2034
PUT
Opko Health
OPK
$1.02B
– –
-14,800
Closed -$22K
ORC
2035
Orchid Island Capital
ORC
$1.31B
– –
-3,042
Closed -$89K
ORCL icon
2036
Oracle
ORCL
$339B
– –
-4,328
Closed -$223K
ORLY icon
2037
PUT
O'Reilly Automotive
ORLY
$75.1B
– –
-84,000
Closed -$2.45M
OSK icon
2038
PUT
Oshkosh
OSK
$8.91B
– –
-4,800
Closed -$454K
OTEX icon
2039
CALL
Open Text
OTEX
$6.28B
– –
-7,300
Closed -$322K
OVV icon
2040
CALL
Ovintiv
OVV
$17B
– –
-2,700
Closed -$63K
OXY icon
2041
CALL
Occidental Petroleum
OXY
$55.7B
– –
-233,800
Closed -$9.63M
OXY icon
2042
Occidental Petroleum
OXY
$55.7B
– –
-34,355
Closed -$1.42M
OXY icon
2043
PUT
Occidental Petroleum
OXY
$55.7B
– –
-191,300
Closed -$7.88M
PAA icon
2044
CALL
Plains All American Pipeline
PAA
$17.6B
– –
-20,700
Closed -$381K
PAA icon
2045
Plains All American Pipeline
PAA
$17.6B
– –
-36,954
Closed -$680K
PAA icon
2046
PUT
Plains All American Pipeline
PAA
$17.6B
– –
-26,500
Closed -$487K
PAAS icon
2047
CALL
Pan American Silver
PAAS
$17.9B
– –
-104,700
Closed -$2.48M
PAAS icon
2048
PUT
Pan American Silver
PAAS
$17.9B
– –
-20,500
Closed -$486K
PARA
2049
CALL
DELISTED
Paramount Global Class B
PARA
– –
-63,100
Closed -$2.65M
PARA
2050
DELISTED
Paramount Global Class B
PARA
– –
-16,109
Closed -$676K
80 81
82
83 84

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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.