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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HPE icon
1076
CALL
Hewlett Packard
HPE
$75.2B
$174K ﹤0.01%
17,900
-13,900
-44% -$182K
GAP
1077
The Gap Inc
GAP
$7.09B
$173K ﹤0.01%
+24,560
New +$364K
AMX icon
1078
America Movil
AMX
$68.7B
$171K ﹤0.01%
14,554
-17,134
-54% -$267K
NTNX icon
1079
CALL
Nutanix
NTNX
$18.6B
$167K ﹤0.01%
10,600
-57,300
-84% -$1.61M
SPCE icon
1080
PUT
Virgin Galactic
SPCE
$444M
$167K ﹤0.01%
+565
New +$215K
FDD icon
1081
First Trust STOXX European Select Dividend Income Fund
FDD
$934M
$163K ﹤0.01%
+16,992
New +$216K
NLY icon
1082
Annaly Capital Management
NLY
$16B
$163K ﹤0.01%
8,033
-25,596
-76% -$900K
F icon
1083
CALL
Ford
F
$53.2B
$159K ﹤0.01%
32,900
-394,200
-92% -$2.95M
IYE icon
1084
iShares US Energy ETF
IYE
$1.85B
$159K ﹤0.01%
10,358
-1,952
-16% -$49.2K
M icon
1085
CALL
Macy's
M
$5.7B
$159K ﹤0.01%
32,300
-216,000
-87% -$2.93M
CCL icon
1086
PUT
Carnival Corporation Ltd
CCL
$30.6B
$153K ﹤0.01%
11,600
-27,300
-70% -$971K
UCO icon
1087
ProShares Ultra Bloomberg Crude Oil
UCO
$447M
$153K ﹤0.01%
15,410
+13,275
+622% +$1.01M
FITB
1088
Fifth Third Bancorp
FITB
$47.5B
$151K ﹤0.01%
+10,158
New +$253K
JIH.U
1089
DELISTED
Juniper Industrial Holdings, Inc. Units, each consisting of one share of Class A common stock, $0.00
JIH.U
$151K ﹤0.01%
+15,658
New +$161K
FLG
1090
CALL
Flagstar Bank National Association
FLG
$5.22B
$148K ﹤0.01%
5,267
-17,266
-77% -$574K
MTG icon
1091
MGIC Investment
MTG
$6.05B
$144K ﹤0.01%
22,749
+6,175
+37% +$74.6K
TEVA icon
1092
Teva Pharmaceutical Industries Limited
TEVA
$44.9B
$144K ﹤0.01%
16,009
+2,712
+20% +$27.8K
DBC icon
1093
Invesco DB Commodity Index Tracking Fund
DBC
$1.96B
$139K ﹤0.01%
+12,315
New +$172K
UNG icon
1094
United States Natural Gas Fund
UNG
$569M
$139K ﹤0.01%
2,765
-9,232
-77% -$536K
BTG icon
1095
B2Gold
BTG
$6.79B
$138K ﹤0.01%
+44,996
New +$178K
NEWT icon
1096
NewtekOne
NEWT
$343M
$138K ﹤0.01%
+10,425
New +$198K
BBVA icon
1097
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
$137K ﹤0.01%
44,698
-49,165
-52% -$234K
BSBR icon
1098
Santander
BSBR
$43.5B
$137K ﹤0.01%
+27,565
New +$232K
MT icon
1099
ArcelorMittal
MT
$55.1B
$137K ﹤0.01%
14,697
-39,878
-73% -$559K
AG icon
1100
CALL
First Majestic Silver
AG
$9.03B
$136K ﹤0.01%
21,900
-57,000
-72% -$510K
42 43
44
45 46

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CIA
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OWA
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FFS
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MFA
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LA
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PGCM
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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.