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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
ING icon
1101
ING
ING
$99.9B
$136K ﹤0.01%
+26,431
New +$255K
VG
1102
DELISTED
Vonage Holdings Corporation
VG
$136K ﹤0.01%
+18,846
New +$154K
KYN icon
1103
Kayne Anderson Energy Infrastructure Fund
KYN
$2.47B
$135K ﹤0.01%
+37,316
New +$403K
SLM icon
1104
PUT
SLM Corp
SLM
$4.87B
$134K ﹤0.01%
+18,700
New +$181K
M icon
1105
PUT
Macy's
M
$6.52B
$133K ﹤0.01%
27,100
-70,400
-72% -$954K
NCLH icon
1106
Norwegian Cruise Line
NCLH
$8.59B
$133K ﹤0.01%
+12,112
New +$487K
PAGP icon
1107
Plains GP Holdings
PAGP
$5.18B
$132K ﹤0.01%
23,564
+1,889
+9% +$26.6K
X
1108
DELISTED
US Steel
X
$132K ﹤0.01%
+20,956
New +$176K
EQM
1109
DELISTED
EQM Midstream Partners, LP
EQM
$130K ﹤0.01%
+11,031
New +$225K
NLY icon
1110
PUT
Annaly Capital Management
NLY
$17.1B
$128K ﹤0.01%
6,325
+1,200
+23% +$42.2K
PVG
1111
DELISTED
PRETIUM RESOURCES INC.
PVG
$128K ﹤0.01%
22,532
+5,399
+32% +$46.2K
F icon
1112
PUT
Ford
F
$58.3B
$127K ﹤0.01%
26,300
-402,300
-94% -$3.02M
IVZ icon
1113
CALL
Invesco
IVZ
$13B
$127K ﹤0.01%
14,000
-63,000
-82% -$958K
UBS icon
1114
UBS Group
UBS
$172B
$126K ﹤0.01%
+13,575
New +$156K
SDIV icon
1115
Global X SuperDividend ETF
SDIV
$1.21B
$119K ﹤0.01%
4,242
-2,688
-39% -$122K
BBBY
1116
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$118K ﹤0.01%
28,100
-47,800
-63% -$557K
SAN icon
1117
Banco Santander
SAN
$201B
$116K ﹤0.01%
51,539
-273,170
-84% -$937K
NIO icon
1118
CALL
NIO
NIO
$12.1B
$115K ﹤0.01%
41,400
-369,500
-90% -$1.38M
STAY
1119
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$115K ﹤0.01%
15,792
+5,753
+57% +$66.1K
ARCC icon
1120
CALL
Ares Capital
ARCC
$13.5B
$114K ﹤0.01%
10,600
-110,000
-91% -$1.86M
BXMX
1121
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$114K ﹤0.01%
+11,275
New +$140K
PSLV icon
1122
Sprott Physical Silver Trust
PSLV
$11.8B
$113K ﹤0.01%
+21,627
New +$133K
FTI icon
1123
TechnipFMC
FTI
$28.4B
$112K ﹤0.01%
22,293
-25,522
-53% -$280K
MRO
1124
CALL
DELISTED
Marathon Oil Corporation
MRO
$111K ﹤0.01%
33,600
-160,900
-83% -$1.48M
MAT icon
1125
PUT
Mattel
MAT
$4.39B
$110K ﹤0.01%
12,500
-22,400
-64% -$275K
43 44
45
46 47

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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.