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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
WBII
2526
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-9,048
Closed -$231K
GBT
2527
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-10,200
Closed -$811K
GBT
2528
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-5,718
Closed -$455K
GBT
2529
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-4,900
Closed -$390K
CTXS
2530
CALL
DELISTED
Citrix Systems Inc
CTXS
– –
-6,400
Closed -$710K
CTXS
2531
DELISTED
Citrix Systems Inc
CTXS
– –
-3,736
Closed -$414K
CTXS
2532
PUT
DELISTED
Citrix Systems Inc
CTXS
– –
-3,100
Closed -$344K
MNDT
2533
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-101,700
Closed -$1.68M
MNDT
2534
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-19,800
Closed -$327K
ATHX
2535
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-739
Closed -$23K
ENDP
2536
DELISTED
Endo International plc
ENDP
– –
-26,774
Closed -$126K
EMWP
2537
DELISTED
Eros Media World PLC
EMWP
– –
-549
Closed -$37K
MTOR
2538
DELISTED
MERITOR, Inc.
MTOR
– –
-11,129
Closed -$291K
SAFM
2539
CALL
DELISTED
Sanderson Farms Inc
SAFM
– –
-3,200
Closed -$564K
SAFM
2540
PUT
DELISTED
Sanderson Farms Inc
SAFM
– –
-1,900
Closed -$335K
MIC
2541
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-35,100
Closed -$1.5M
MIC
2542
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-14,800
Closed -$634K
CDK
2543
CALL
DELISTED
CDK Global, Inc.
CDK
– –
-4,500
Closed -$246K
COHR
2544
CALL
DELISTED
Coherent Inc
COHR
– –
-6,000
Closed -$998K
PLAN
2545
CALL
DELISTED
Anaplan, Inc.
PLAN
– –
-7,700
Closed -$403K
CERN
2546
DELISTED
Cerner Corp
CERN
– –
-3,926
Closed -$279K
CERN
2547
PUT
DELISTED
Cerner Corp
CERN
– –
-13,400
Closed -$983K
ZNGA
2548
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-24,800
Closed -$152K
ZNGA
2549
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-47,800
Closed -$293K
DISCK
2550
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-33,100
Closed -$1.01M
100 101
102
103 104

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BCM
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OAM
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NOCM
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TIM
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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.