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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
EPI icon
1601
WisdomTree India Earnings Fund ETF
EPI
$2.04B
– –
-31,932
Closed -$795K
EPD icon
1602
CALL
Enterprise Products Partners
EPD
$83.7B
– –
-151,000
Closed -$4.25M
EPD icon
1603
Enterprise Products Partners
EPD
$83.7B
– –
-52,543
Closed -$1.48M
EPD icon
1604
PUT
Enterprise Products Partners
EPD
$83.7B
– –
-92,000
Closed -$2.59M
EPP icon
1605
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
– –
-4,370
Closed -$202K
EQR icon
1606
Equity Residential
EQR
$25.8B
– –
-5,605
Closed -$433K
EQR icon
1607
PUT
Equity Residential
EQR
$25.8B
– –
-8,500
Closed -$688K
ESS icon
1608
Essex Property Trust
ESS
$19.1B
– –
-1,656
Closed -$498K
ET icon
1609
CALL
Energy Transfer Partners
ET
$69.5B
– –
-107,900
Closed -$1.38M
ET icon
1610
Energy Transfer Partners
ET
$69.5B
– –
-61,437
Closed -$788K
ET icon
1611
PUT
Energy Transfer Partners
ET
$69.5B
– –
-56,500
Closed -$725K
ETN icon
1612
Eaton
ETN
$141B
– –
-4,618
Closed -$423K
ETSY icon
1613
CALL
Etsy
ETSY
$8.12B
– –
-27,100
Closed -$1.2M
ETSY icon
1614
PUT
Etsy
ETSY
$8.12B
– –
-20,800
Closed -$921K
EWC icon
1615
CALL
iShares MSCI Canada ETF
EWC
$6.12B
– –
-66,600
Closed -$1.99M
EWJ icon
1616
iShares MSCI Japan ETF
EWJ
$21.2B
– –
-60,078
Closed -$3.31M
EWY icon
1617
CALL
iShares MSCI South Korea ETF
EWY
$20.1B
– –
-12,900
Closed -$802K
EWY icon
1618
iShares MSCI South Korea ETF
EWY
$20.1B
– –
-9,754
Closed -$607K
EWY icon
1619
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
– –
-12,900
Closed -$802K
EWW icon
1620
CALL
iShares MSCI Mexico ETF
EWW
$1.89B
– –
-56,800
Closed -$2.56M
EWW icon
1621
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
– –
-50,800
Closed -$2.29M
EWZ icon
1622
CALL
iShares MSCI Brazil ETF
EWZ
$8.98B
– –
-11,900
Closed -$565K
EXAS
1623
PUT
DELISTED
Exact Sciences
EXAS
– –
-16,100
Closed -$1.49M
EXC icon
1624
PUT
Exelon
EXC
$48.1B
– –
-47,388
Closed -$1.54M
EXEL icon
1625
Exelixis
EXEL
$13.9B
– –
-28,711
Closed -$506K
63 64
65
66 67

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
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.