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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
MOMO
1951
CALL
Hello Group
MOMO
$867M
– –
-19,700
Closed -$660K
MOMO
1952
PUT
Hello Group
MOMO
$867M
– –
-10,600
Closed -$355K
MOS icon
1953
CALL
The Mosaic Company
MOS
$7.19B
– –
-174,500
Closed -$3.78M
MOS icon
1954
PUT
The Mosaic Company
MOS
$7.19B
– –
-98,400
Closed -$2.13M
MPC icon
1955
PUT
Marathon Petroleum
MPC
$90.1B
– –
-62,100
Closed -$3.74M
MPLX icon
1956
CALL
MPLX
MPLX
$58.6B
– –
-40,000
Closed -$1.02M
MRVL icon
1957
PUT
Marvell Technology
MRVL
$147B
– –
-94,000
Closed -$2.5M
MSCI icon
1958
MSCI
MSCI
$42.4B
– –
-1,248
Closed -$322K
MSFT icon
1959
Microsoft
MSFT
$2.9T
– –
-9,554
Closed -$1.57M
MT icon
1960
CALL
ArcelorMittal
MT
$49.5B
– –
-46,000
Closed -$807K
MT icon
1961
PUT
ArcelorMittal
MT
$49.5B
– –
-10,300
Closed -$181K
MTCH icon
1962
CALL
Match Group
MTCH
$9.19B
– –
-11,800
Closed -$969K
MTB icon
1963
CALL
M&T Bank
MTB
$36.3B
– –
-21,200
Closed -$3.6M
MTG icon
1964
CALL
MGIC Investment
MTG
$6.47B
– –
-15,900
Closed -$225K
MTG icon
1965
PUT
MGIC Investment
MTG
$6.47B
– –
-13,700
Closed -$194K
MTN icon
1966
CALL
Vail Resorts
MTN
$5.7B
– –
-5,800
Closed -$1.39M
MTN icon
1967
Vail Resorts
MTN
$5.7B
– –
-939
Closed -$225K
MUB icon
1968
iShares National Muni Bond ETF
MUB
$45.2B
– –
-1,879
Closed -$214K
MUSA icon
1969
Murphy USA
MUSA
$11.4B
– –
-2,324
Closed -$272K
MUX icon
1970
McEwen Inc
MUX
$1B
– –
-8,619
Closed -$109K
NAK
1971
Northern Dynasty Minerals
NAK
$773M
– –
-12,798
Closed -$5K
NCLH icon
1972
CALL
Norwegian Cruise Line
NCLH
$9.53B
– –
-35,400
Closed -$2.07M
NCLH icon
1973
PUT
Norwegian Cruise Line
NCLH
$9.53B
– –
-10,400
Closed -$607K
NDAQ icon
1974
Nasdaq
NDAQ
$53.4B
– –
-8,736
Closed -$312K
NEE icon
1975
PUT
NextEra Energy
NEE
$184B
– –
-21,200
Closed -$1.28M
77 78
79
80 81

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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.