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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
MBI icon
1926
MBIA
MBI
$275M
– –
-15,869
Closed -$148K
MBI icon
1927
PUT
MBIA
MBI
$275M
– –
-83,000
Closed -$772K
MCHP icon
1928
Microchip Technology
MCHP
$38.8B
– –
-17,086
Closed -$804K
MCHP icon
1929
PUT
Microchip Technology
MCHP
$38.8B
– –
-15,000
Closed -$785K
MCK icon
1930
CALL
McKesson
MCK
$104B
– –
-3,900
Closed -$539K
MCO icon
1931
CALL
Moody's
MCO
$83.7B
– –
-2,500
Closed -$594K
MCO icon
1932
Moody's
MCO
$83.7B
– –
-2,765
Closed -$672K
MDB icon
1933
PUT
MongoDB
MDB
$25.8B
– –
-18,000
Closed -$2.37M
MEOH icon
1934
Methanex
MEOH
$4.23B
– –
-8,931
Closed -$345K
MFC icon
1935
PUT
Manulife Financial
MFC
$73B
– –
-69,700
Closed -$1.41M
MGA icon
1936
CALL
Magna International
MGA
$18.8B
– –
-13,200
Closed -$724K
MGA icon
1937
PUT
Magna International
MGA
$18.8B
– –
-19,200
Closed -$1.05M
MGM icon
1938
CALL
MGM Resorts International
MGM
$11.7B
– –
-61,700
Closed -$2.05M
MGM icon
1939
MGM Resorts International
MGM
$11.7B
– –
-7,052
Closed -$235K
MGM icon
1940
PUT
MGM Resorts International
MGM
$11.7B
– –
-20,200
Closed -$672K
MHK icon
1941
CALL
Mohawk Industries
MHK
$6.91B
– –
-8,400
Closed -$1.15M
MHK icon
1942
PUT
Mohawk Industries
MHK
$6.91B
– –
-3,500
Closed -$477K
MKSI icon
1943
CALL
MKS Inc
MKSI
$17.4B
– –
-3,800
Closed -$418K
MKTX icon
1944
MarketAxess Holdings
MKTX
$4.47B
– –
-629
Closed -$219K
MLCO icon
1945
Melco Resorts & Entertainment
MLCO
$2.21B
– –
-37,372
Closed -$903K
MLCO icon
1946
PUT
Melco Resorts & Entertainment
MLCO
$2.21B
– –
-27,200
Closed -$657K
MLM icon
1947
CALL
Martin Marietta Materials
MLM
$34.2B
– –
-3,000
Closed -$839K
MNST icon
1948
PUT
Monster Beverage
MNST
$95.1B
– –
-33,600
Closed -$1.07M
MO icon
1949
Altria Group
MO
$125B
– –
-5,803
Closed -$258K
MO icon
1950
PUT
Altria Group
MO
$125B
– –
-85,400
Closed -$4.26M
76 77
78
79 80

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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.