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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
ALXN
2576
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-27,700
Closed -$3M
WORK
2577
PUT
DELISTED
Slack Technologies, Inc.
WORK
– –
-12,900
Closed -$290K
WTRE
2578
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
– –
-8,529
Closed -$215K
NAV
2579
CALL
DELISTED
Navistar International
NAV
– –
-15,300
Closed -$443K
GRUB
2580
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-15,050
Closed -$1.46M
GRUB
2581
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-4,200
Closed -$409K
GWPH
2582
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-4,100
Closed -$429K
GWPH
2583
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-5,698
Closed -$596K
GWPH
2584
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-8,500
Closed -$889K
IPHI
2585
DELISTED
INPHI CORPORATION
IPHI
– –
-2,842
Closed -$210K
VAR
2586
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-6,100
Closed -$866K
MIK
2587
CALL
DELISTED
Michaels Stores, Inc
MIK
– –
-61,900
Closed -$501K
SINA
2588
CALL
DELISTED
Sina Corp
SINA
– –
-6,600
Closed -$264K
SINA
2589
DELISTED
Sina Corp
SINA
– –
-10,888
Closed -$435K
SINA
2590
PUT
DELISTED
Sina Corp
SINA
– –
-10,400
Closed -$415K
ANH
2591
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-10,921
Closed -$38K
CXO
2592
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-17,300
Closed -$1.51M
CXO
2593
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-11,431
Closed -$1M
CXO
2594
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-7,700
Closed -$674K
FIT
2595
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-121,413
Closed -$798K
PE
2596
DELISTED
PARSLEY ENERGY INC
PE
– –
-24,003
Closed -$454K
WPX
2597
CALL
DELISTED
WPX Energy, Inc.
WPX
– –
-49,100
Closed -$675K
WPX
2598
PUT
DELISTED
WPX Energy, Inc.
WPX
– –
-32,200
Closed -$442K
TIF
2599
CALL
DELISTED
Tiffany & Co.
TIF
– –
-3,000
Closed -$401K
TIF
2600
PUT
DELISTED
Tiffany & Co.
TIF
– –
-10,200
Closed -$1.36M
102 103
104
105 106

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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.