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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
LL
2476
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-22,200
Closed -$217K
CONN
2477
DELISTED
Conn's Inc.
CONN
– –
-20,385
Closed -$253K
WRK
2478
CALL
DELISTED
WestRock Company
WRK
– –
-14,700
Closed -$631K
SIX
2479
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-27,500
Closed -$1.24M
AMJ
2480
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-23,392
Closed -$510K
PXD
2481
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-64,500
Closed -$9.76M
PXD
2482
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-21,400
Closed -$3.24M
NS
2483
CALL
DELISTED
NuStar Energy L.P.
NS
– –
-26,600
Closed -$688K
NS
2484
DELISTED
NuStar Energy L.P.
NS
– –
-15,866
Closed -$410K
NS
2485
PUT
DELISTED
NuStar Energy L.P.
NS
– –
-22,100
Closed -$571K
MDC
2486
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-11,880
Closed -$420K
AYX
2487
PUT
DELISTED
Alteryx Inc
AYX
– –
-6,500
Closed -$650K
SPLK
2488
CALL
DELISTED
Splunk Inc
SPLK
– –
-22,400
Closed -$3.35M
MDRX
2489
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-23,863
Closed -$234K
IMGN
2490
DELISTED
Immunogen Inc
IMGN
– –
-26,831
Closed -$137K
RPT
2491
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-10,468
Closed -$157K
SGEN
2492
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-2,500
Closed -$286K
ICPT
2493
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-8,575
Closed -$1.06M
SDC
2494
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-17,450
Closed -$153K
TRTN
2495
CALL
DELISTED
Triton International Limited
TRTN
– –
-20,200
Closed -$812K
RETA
2496
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
– –
-1,103
Closed -$225K
MMP
2497
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-30,302
Closed -$1.63M
MMP
2498
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-65,600
Closed -$4.12M
WWE
2499
CALL
DELISTED
World Wrestling Entertainment
WWE
– –
-9,800
Closed -$636K
WWE
2500
DELISTED
World Wrestling Entertainment
WWE
– –
-3,259
Closed -$211K
98 99
100
101 102

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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.