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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
UAVS icon
1251
AgEagle Aerial Systems
UAVS
$41.9M
$5K ﹤0.01%
+12
New +$5.8K
EMAN
1252
DELISTED
eMagin Corporation
EMAN
$5K ﹤0.01%
+24,701
New +$9.84K
ZN
1253
DELISTED
Zion Oil & Gas, Inc.
ZN
$5K ﹤0.01%
27,656
-16,585
-37% -$3.87K
OIBR.C
1254
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
$5K ﹤0.01%
+10,813
New +$10.2K
DSS icon
1255
DSS Inc
DSS
$5.02M
$4K ﹤0.01%
+40
New +$5.5K
AIXC
1256
AIxCrypto Holdings Inc
AIXC
$13.6M
$4K ﹤0.01%
1
-2
-67% -$6.53K
TLGT
1257
DELISTED
Teligent, Inc
TLGT
$4K ﹤0.01%
+1,257
New +$5.09K
CORV
1258
DELISTED
Correvio Pharma Corp. Ordinary Shares (Canada)
CORV
$4K ﹤0.01%
+10,437
New +$3.78K
ATNM icon
1259
Actinium Pharmaceuticals
ATNM
$26.3M
$3K ﹤0.01%
457
+81
+22% +$575
SCON
1260
DELISTED
Superconductor Technologies Inc.
SCON
$3K ﹤0.01%
1,225
-141
-10% -$294
NE
1261
DELISTED
Noble Corporation
NE
$3K ﹤0.01%
11,332
-6,617
-37% -$4.92K
HCR
1262
DELISTED
Hi-Crush Inc. Common Stock
HCR
$3K ﹤0.01%
14,396
-15,379
-52% -$9.54K
AA icon
1263
CALL
Alcoa
AA
$11.9B
– –
-67,400
Closed -$1.45M
AA icon
1264
PUT
Alcoa
AA
$11.9B
– –
-14,600
Closed -$314K
A icon
1265
CALL
Agilent Technologies
A
$39.2B
– –
-13,800
Closed -$1.18M
A icon
1266
PUT
Agilent Technologies
A
$39.2B
– –
-27,300
Closed -$2.33M
AAL icon
1267
American Airlines Group
AAL
$10.2B
– –
-33,924
Closed -$773K
AAP icon
1268
Advance Auto Parts
AAP
$3.39B
– –
-3,554
Closed -$460K
AAP icon
1269
PUT
Advance Auto Parts
AAP
$3.39B
– –
-3,300
Closed -$529K
ABEV icon
1270
Ambev
ABEV
$48.2B
– –
-344,096
Closed -$1.6M
ACAD icon
1271
CALL
Acadia Pharmaceuticals
ACAD
$4.55B
– –
-19,600
Closed -$838K
ACAD icon
1272
Acadia Pharmaceuticals
ACAD
$4.55B
– –
-7,269
Closed -$311K
ACAD icon
1273
PUT
Acadia Pharmaceuticals
ACAD
$4.55B
– –
-6,900
Closed -$295K
ACB
1274
Aurora Cannabis
ACB
$175M
– –
-1,051
Closed -$188K
ACB
1275
PUT
Aurora Cannabis
ACB
$175M
– –
-718
Closed -$186K
49 50
51
52 53

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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.