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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
DISCK
2551
PUT
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-12,600
Closed -$384K
ISBC
2552
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-10,052
Closed -$120K
PVG
2553
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-16,600
Closed -$185K
NUAN
2554
CALL
DELISTED
Nuance Communications, Inc.
NUAN
– –
-18,900
Closed -$337K
NUAN
2555
DELISTED
Nuance Communications, Inc.
NUAN
– –
-37,619
Closed -$671K
NUAN
2556
PUT
DELISTED
Nuance Communications, Inc.
NUAN
– –
-27,600
Closed -$492K
CSLT
2557
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-15,238
Closed -$20K
XLNX
2558
CALL
DELISTED
Xilinx Inc
XLNX
– –
-108,800
Closed -$10.6M
XLNX
2559
PUT
DELISTED
Xilinx Inc
XLNX
– –
-96,500
Closed -$9.44M
SC
2560
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-13,700
Closed -$320K
RDS.A
2561
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-77,300
Closed -$4.56M
RDS.A
2562
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-129,900
Closed -$7.66M
TGP
2563
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-33,800
Closed -$526K
KSU
2564
PUT
DELISTED
Kansas City Southern
KSU
– –
-12,600
Closed -$1.93M
RPAI
2565
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-22,825
Closed -$306K
CSOD
2566
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-7,200
Closed -$422K
CLDR
2567
CALL
DELISTED
Cloudera, Inc.
CLDR
– –
-63,700
Closed -$741K
CLDR
2568
PUT
DELISTED
Cloudera, Inc.
CLDR
– –
-12,100
Closed -$141K
XEC
2569
DELISTED
CIMAREX ENERGY CO
XEC
– –
-25,871
Closed -$1.36M
PFPT
2570
CALL
DELISTED
Proofpoint, Inc.
PFPT
– –
-3,400
Closed -$390K
PFPT
2571
PUT
DELISTED
Proofpoint, Inc.
PFPT
– –
-4,200
Closed -$482K
MXIM
2572
CALL
DELISTED
Maxim Integrated Products
MXIM
– –
-21,300
Closed -$1.31M
MXIM
2573
DELISTED
Maxim Integrated Products
MXIM
– –
-38,734
Closed -$2.38M
MXIM
2574
PUT
DELISTED
Maxim Integrated Products
MXIM
– –
-39,700
Closed -$2.44M
HOME
2575
DELISTED
At Home Group Inc.
HOME
– –
-10,030
Closed -$55K
101 102
103
104 105

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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.