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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
MDR
2651
CALL
DELISTED
McDermott International
MDR
– –
-37,900
Closed -$26K
MDR
2652
DELISTED
McDermott International
MDR
– –
-33,243
Closed -$22K
SRCI
2653
DELISTED
SRC Energy Inc
SRCI
– –
-15,727
Closed -$65K
VISL
2654
DELISTED
Vislink Technologies, Inc. Common Stock
VISL
– –
-153
Closed -$5K
UGAZ
2655
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
– –
-5,018
Closed -$366K
KEM
2656
CALL
DELISTED
KEMET Corporation
KEM
– –
-29,800
Closed -$806K
DISH
2657
CALL
DELISTED
DISH Network Corp.
DISH
– –
-31,700
Closed -$1.12M
PDLI
2658
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-12,280
Closed -$40K
SIVB
2659
DELISTED
SVB Financial Group
SIVB
– –
-1,012
Closed -$223K
SIVB
2660
PUT
DELISTED
SVB Financial Group
SIVB
– –
-1,300
Closed -$326K
MTL.PR
2661
DELISTED
Mechel PAO American Depositary Shares (each representing one-half of a Preferred Share)
MTL.PR
– –
-12,381
Closed -$8K
CHL
2662
DELISTED
China Mobile Limited
CHL
– –
-14,729
Closed -$623K
TAT
2663
DELISTED
TransAtlantic Petroleum LTD.
TAT
– –
-11,301
Closed -$6K
BKK
2664
DELISTED
Blackrock Municipal 2020 Term Trust
BKK
– –
-11,005
Closed -$164K
UN
2665
CALL
DELISTED
Unilever NV New York Registry Shares
UN
– –
-64,000
Closed -$3.68M
UN
2666
DELISTED
Unilever NV New York Registry Shares
UN
– –
-8,074
Closed -$464K
UN
2667
PUT
DELISTED
Unilever NV New York Registry Shares
UN
– –
-18,800
Closed -$1.08M
FTR
2668
DELISTED
Frontier Communications Corp.
FTR
– –
-25,028
Closed -$22K
CY
2669
DELISTED
Cypress Semiconductor
CY
– –
-30,539
Closed -$712K
NIHD
2670
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-37,744
Closed -$82K
DO
2671
CALL
DELISTED
Diamond Offshore Drilling
DO
– –
-12,800
Closed -$92K
DO
2672
DELISTED
Diamond Offshore Drilling
DO
– –
-18,749
Closed -$135K
DO
2673
PUT
DELISTED
Diamond Offshore Drilling
DO
– –
-58,600
Closed -$421K
CIT
2674
CALL
DELISTED
CIT Group Inc.
CIT
– –
-11,300
Closed -$516K
CIT
2675
PUT
DELISTED
CIT Group Inc.
CIT
– –
-24,700
Closed -$1.13M
104 105 106
107
108

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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.