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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
RTL
2501
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
– –
-17,742
Closed -$235K
MTEM
2502
DELISTED
Molecular Templates, Inc.
MTEM
– –
-687
Closed -$144K
GER
2503
DELISTED
Goldman Sachs MLP Energy Renaissance Fund
GER
– –
-1,486
Closed -$58K
CS
2504
CALL
DELISTED
Credit Suisse Group
CS
– –
-17,900
Closed -$241K
DBD
2505
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-13,300
Closed -$140K
MNTV
2506
CALL
DELISTED
Momentive Global Inc. Common Stock
MNTV
– –
-12,800
Closed -$229K
ABB
2507
CALL
DELISTED
ABB Ltd
ABB
– –
-15,200
Closed -$366K
BIOC
2508
DELISTED
Biocept, Inc.
BIOC
– –
-130
Closed -$11K
BSMX
2509
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-11,788
Closed -$80K
BBBY
2510
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-93,600
Closed -$1.62M
ATCO
2511
CALL
DELISTED
Atlas Corp.
ATCO
– –
-13,000
Closed -$185K
ATCO
2512
PUT
DELISTED
Atlas Corp.
ATCO
– –
-12,000
Closed -$171K
SJI
2513
DELISTED
South Jersey Industries, Inc.
SJI
– –
-7,222
Closed -$238K
TTM
2514
DELISTED
Tata Motors Limited
TTM
– –
-86,535
Closed -$1.12M
TTM
2515
PUT
DELISTED
Tata Motors Limited
TTM
– –
-13,500
Closed -$175K
PRTY
2516
DELISTED
Party City Holdco Inc.
PRTY
– –
-36,748
Closed -$86K
ABMD
2517
CALL
DELISTED
Abiomed Inc
ABMD
– –
-4,400
Closed -$751K
ABMD
2518
PUT
DELISTED
Abiomed Inc
ABMD
– –
-2,700
Closed -$461K
CLVS
2519
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-16,800
Closed -$175K
CLR
2520
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-15,800
Closed -$542K
CLR
2521
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-7,885
Closed -$270K
CLR
2522
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-11,400
Closed -$391K
ZEN
2523
CALL
DELISTED
ZENDESK INC
ZEN
– –
-9,700
Closed -$743K
ZEN
2524
PUT
DELISTED
ZENDESK INC
ZEN
– –
-7,100
Closed -$544K
TEN
2525
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-10,776
Closed -$141K
99 100
101
102 103

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OAM
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NOCM
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QIM
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SLT
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RB
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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.