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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
PTEN icon
1176
Patterson-UTI
PTEN
$3.74B
$50K ﹤0.01%
21,271
-7,568
-26% -$49K
GFI icon
1177
Gold Fields
GFI
$30B
$49K ﹤0.01%
10,322
-30,606
-75% -$187K
HMY icon
1178
Harmony Gold Mining
HMY
$10.1B
$46K ﹤0.01%
+20,978
New +$68.9K
MTDR icon
1179
Matador Resources
MTDR
$6B
$46K ﹤0.01%
+18,582
New +$204K
CLF icon
1180
CALL
Cleveland-Cliffs
CLF
$6.64B
$45K ﹤0.01%
11,300
-111,600
-91% -$702K
TXMD icon
1181
TherapeuticsMD
TXMD
$23.5M
$45K ﹤0.01%
851
-1,157
-58% -$115K
CX icon
1182
CALL
Cemex
CX
$17.2B
$44K ﹤0.01%
20,800
-100,500
-83% -$340K
WIT icon
1183
Wipro
WIT
$19.3B
$44K ﹤0.01%
28,660
-41,162
-59% -$72.3K
DHC
1184
Diversified Healthcare Trust
DHC
$2.17B
$43K ﹤0.01%
11,912
-16,249
-58% -$107K
BCRX icon
1185
BioCryst Pharmaceuticals
BCRX
$2.35B
$40K ﹤0.01%
+20,058
New +$55.2K
CLF icon
1186
Cleveland-Cliffs
CLF
$6.64B
$40K ﹤0.01%
10,099
-8,967
-47% -$56.4K
IAG icon
1187
IAMGOLD
IAG
$8.42B
$39K ﹤0.01%
+16,941
New +$49.2K
MUFG icon
1188
Mitsubishi UFJ Financial
MUFG
$254B
$39K ﹤0.01%
10,525
-33,529
-76% -$160K
GME icon
1189
GameStop
GME
$9.82B
$38K ﹤0.01%
+43,196
New +$46.3K
MRO
1190
PUT
DELISTED
Marathon Oil Corporation
MRO
$38K ﹤0.01%
11,400
-19,900
-64% -$183K
ODP
1191
DELISTED
ODP
ODP
$37K ﹤0.01%
2,232
-3,353
-60% -$74.9K
CX icon
1192
Cemex
CX
$17.2B
$36K ﹤0.01%
16,910
+5,564
+49% +$18.8K
GPRO icon
1193
GoPro
GPRO
$124M
$35K ﹤0.01%
13,481
-46,227
-77% -$172K
VRN
1194
DELISTED
Veren
VRN
$35K ﹤0.01%
+46,078
New +$127K
VTLE
1195
DELISTED
Vital Energy
VTLE
$34K ﹤0.01%
+4,494
New +$130K
WPG
1196
DELISTED
Washington Prime Group Inc.
WPG
$34K ﹤0.01%
+4,659
New +$110K
CVE icon
1197
Cenovus Energy
CVE
$55.9B
$33K ﹤0.01%
+16,251
New +$114K
TYG
1198
Tortoise Energy Infrastructure Corp
TYG
$1.09B
$32K ﹤0.01%
+3,157
New +$168K
WTI icon
1199
W&T Offshore
WTI
$515M
$32K ﹤0.01%
+18,599
New +$63.4K
SPPI
1200
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$32K ﹤0.01%
+13,630
New +$37.3K
46 47
48
49 50

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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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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.