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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
HAL icon
1151
CALL
Halliburton
HAL
$26.4B
$79K ﹤0.01%
11,600
-368,000
-97% -$6.41M
FTCH
1152
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$79K ﹤0.01%
10,016
-20,067
-67% -$217K
FCX icon
1153
Freeport-McMoran
FCX
$91.2B
$77K ﹤0.01%
+11,458
New +$120K
USO icon
1154
CALL
United States Oil Fund
USO
$2.12B
$77K ﹤0.01%
2,300
-25,150
-92% -$1.94M
BBBY
1155
DELISTED
Bed Bath & Beyond Inc
BBBY
$76K ﹤0.01%
+18,048
New +$210K
FAX
1156
abrdn Asia-Pacific Income Fund
FAX
$597M
$75K ﹤0.01%
3,722
-922
-20% -$22.5K
WLL
1157
DELISTED
Whiting Petroleum Corporation
WLL
$72K ﹤0.01%
+1,434
New +$367K
VEON icon
1158
VEON
VEON
$3.66B
$71K ﹤0.01%
+1,893
New +$104K
M icon
1159
Macy's
M
$6.56B
$69K ﹤0.01%
+14,046
New +$190K
AG icon
1160
First Majestic Silver
AG
$7.73B
$68K ﹤0.01%
+11,055
New +$98.9K
CNX icon
1161
CALL
CNX Resources
CNX
$4.9B
$67K ﹤0.01%
12,500
-28,000
-69% -$186K
LYG icon
1162
Lloyds Banking Group
LYG
$90.7B
$66K ﹤0.01%
+43,523
New +$112K
KOS icon
1163
Kosmos Energy
KOS
$1.52B
$64K ﹤0.01%
+71,035
New +$282K
SIG icon
1164
CALL
Signet Jewelers
SIG
$3.72B
$64K ﹤0.01%
10,000
-23,400
-70% -$479K
SWN
1165
DELISTED
Southwestern Energy Company
SWN
$64K ﹤0.01%
37,586
+3,705
+11% +$6.43K
TRST
1166
Trustco Bank Corp NY
TRST
$963M
$61K ﹤0.01%
+2,255
New +$81.9K
USA icon
1167
Liberty All-Star Equity Fund
USA
$1.79B
$60K ﹤0.01%
+12,401
New +$76.6K
WT icon
1168
WisdomTree
WT
$2.88B
$60K ﹤0.01%
25,683
-9,156
-26% -$35.5K
GLMD icon
1169
Galmed Pharmaceuticals
GLMD
$4.95M
$57K ﹤0.01%
+91
New +$86.5K
BB icon
1170
BlackBerry
BB
$4.95B
$56K ﹤0.01%
+13,582
New +$73.8K
MBRX icon
1171
Moleculin Biotech
MBRX
$7.21M
$55K ﹤0.01%
40
+34
+567% +$57.9K
OPK icon
1172
Opko Health
OPK
$993M
$55K ﹤0.01%
41,031
-135,269
-77% -$212K
IGR
1173
CBRE Global Real Estate Income Fund
IGR
$718M
$54K ﹤0.01%
+10,392
New +$75.8K
OIL
1174
DELISTED
iPath Series B S&P GSCI Crude Oil ETN
OIL
$52K ﹤0.01%
+12,536
New +$119K
AEG icon
1175
Aegon
AEG
$14B
$51K ﹤0.01%
22,410
+9,906
+79% +$33K
45 46
47
48 49

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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.