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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
HPE icon
1076
CALL
Hewlett Packard
HPE
$63.1B
$174K ﹤0.01%
17,900
-13,900
-44% -$182K
GAP
1077
The Gap Inc
GAP
$7.27B
$173K ﹤0.01%
+24,560
New +$364K
AMX icon
1078
America Movil
AMX
$76.3B
$171K ﹤0.01%
14,554
-17,134
-54% -$267K
NTNX icon
1079
CALL
Nutanix
NTNX
$15.9B
$167K ﹤0.01%
10,600
-57,300
-84% -$1.61M
SPCE icon
1080
PUT
Virgin Galactic
SPCE
$320M
$167K ﹤0.01%
+565
New +$215K
FDD icon
1081
First Trust STOXX European Select Dividend Income Fund
FDD
$890M
$163K ﹤0.01%
+16,992
New +$216K
NLY icon
1082
Annaly Capital Management
NLY
$17.1B
$163K ﹤0.01%
8,033
-25,596
-76% -$900K
F icon
1083
CALL
Ford
F
$58.3B
$159K ﹤0.01%
32,900
-394,200
-92% -$2.95M
IYE icon
1084
iShares US Energy ETF
IYE
$1.73B
$159K ﹤0.01%
10,358
-1,952
-16% -$49.2K
M icon
1085
CALL
Macy's
M
$6.52B
$159K ﹤0.01%
32,300
-216,000
-87% -$2.93M
CCL icon
1086
PUT
Carnival Corporation Ltd
CCL
$38.2B
$153K ﹤0.01%
11,600
-27,300
-70% -$971K
UCO icon
1087
ProShares Ultra Bloomberg Crude Oil
UCO
$418M
$153K ﹤0.01%
15,410
+13,275
+622% +$1.01M
FITB
1088
Fifth Third Bancorp
FITB
$51.4B
$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
$5.94B
$148K ﹤0.01%
5,267
-17,266
-77% -$574K
MTG icon
1091
MGIC Investment
MTG
$6.16B
$144K ﹤0.01%
22,749
+6,175
+37% +$74.6K
TEVA icon
1092
Teva Pharmaceuticals
TEVA
$41B
$144K ﹤0.01%
16,009
+2,712
+20% +$27.8K
DBC icon
1093
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
$139K ﹤0.01%
+12,315
New +$172K
UNG icon
1094
United States Natural Gas Fund
UNG
$452M
$139K ﹤0.01%
2,765
-9,232
-77% -$536K
BTG icon
1095
B2Gold
BTG
$4.98B
$138K ﹤0.01%
+44,996
New +$178K
NEWT icon
1096
NewtekOne
NEWT
$423M
$138K ﹤0.01%
+10,425
New +$198K
BBVA icon
1097
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
$137K ﹤0.01%
44,698
-49,165
-52% -$234K
BSBR icon
1098
Santander
BSBR
$42.5B
$137K ﹤0.01%
+27,565
New +$232K
MT icon
1099
ArcelorMittal
MT
$52.8B
$137K ﹤0.01%
14,697
-39,878
-73% -$559K
AG icon
1100
CALL
First Majestic Silver
AG
$7.41B
$136K ﹤0.01%
21,900
-57,000
-72% -$510K
42 43
44
45 46

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.