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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
GRPN icon
1126
Groupon
GRPN
$1.05B
$106K ﹤0.01%
5,409
-556
-9% -$21.9K
PGRE
1127
DELISTED
Paramount Group
PGRE
$106K ﹤0.01%
12,062
+1,532
+15% +$19K
MGIC
1128
DELISTED
Magic Software Enterprises
MGIC
$103K ﹤0.01%
+12,778
New +$124K
NG icon
1129
NovaGold Resources
NG
$2.58B
$102K ﹤0.01%
13,797
-27,376
-66% -$234K
RF icon
1130
Regions Financial
RF
$26.4B
$100K ﹤0.01%
11,128
+986
+10% +$13.8K
RJA
1131
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$100K ﹤0.01%
+20,793
New +$110K
KGC icon
1132
Kinross Gold
KGC
$27.4B
$99K ﹤0.01%
24,995
+4,802
+24% +$23.2K
RJI
1133
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$99K ﹤0.01%
27,089
+13,161
+94% +$62.5K
BGC icon
1134
BGC Group
BGC
$5.54B
$96K ﹤0.01%
+38,076
New +$186K
FTCH
1135
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$95K ﹤0.01%
+12,000
New +$130K
DBI icon
1136
Designer Brands
DBI
$307M
$94K ﹤0.01%
+18,806
New +$243K
SSL icon
1137
Sasol
SSL
$7.49B
$92K ﹤0.01%
+45,591
New +$582K
NIO icon
1138
PUT
NIO
NIO
$12.1B
$91K ﹤0.01%
32,800
-84,400
-72% -$314K
DIG icon
1139
ProShares Ultra Energy
DIG
$80.9M
$90K ﹤0.01%
+14,891
New +$308K
HBAN icon
1140
PUT
Huntington Bancshares
HBAN
$34.4B
$90K ﹤0.01%
11,000
-4,700
-30% -$57.8K
HLX icon
1141
Helix Energy Solutions
HLX
$1.37B
$90K ﹤0.01%
55,102
+40,722
+283% +$268K
FTCH
1142
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$90K ﹤0.01%
11,400
-9,000
-44% -$97.2K
SLM icon
1143
CALL
SLM Corp
SLM
$4.87B
$89K ﹤0.01%
+12,400
New +$120K
ZNGA
1144
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$89K ﹤0.01%
13,031
-78,758
-86% -$518K
F icon
1145
Ford
F
$57.9B
$88K ﹤0.01%
18,131
-5,096
-22% -$38.2K
SITC icon
1146
SITE Centers
SITC
$224M
$88K ﹤0.01%
+21,667
New +$188K
GNW icon
1147
Genworth Financial
GNW
$3.78B
$87K ﹤0.01%
26,315
+8,343
+46% +$34.6K
OVV icon
1148
Ovintiv
OVV
$17.1B
$85K ﹤0.01%
31,345
+4,454
+17% +$58.5K
HTZ
1149
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$83K ﹤0.01%
13,400
-60,700
-82% -$821K
NIO icon
1150
NIO
NIO
$12.1B
$82K ﹤0.01%
29,460
+8,593
+41% +$32K
44 45
46
47 48

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
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.