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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
SRNE
1201
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$31K ﹤0.01%
+16,709
New +$48.1K
BRZU icon
1202
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$104M
$30K ﹤0.01%
+566
New +$453K
MNKD icon
1203
MannKind Corp
MNKD
$1.27B
$29K ﹤0.01%
28,459
-816
-3% -$1.1K
SLCA
1204
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$29K ﹤0.01%
15,955
-8,193
-34% -$34.9K
JP
1205
DELISTED
Jupai Holdings Limited American depositary shares, each representing six ordinary shares
JP
$29K ﹤0.01%
+27,825
New +$37.2K
RIG icon
1206
Transocean
RIG
$5.62B
$27K ﹤0.01%
23,632
+13,010
+122% +$50.8K
CPE
1207
DELISTED
Callon Petroleum Company
CPE
$27K ﹤0.01%
4,984
+1,481
+42% +$36.5K
CEM
1208
DELISTED
ClearBridge MLP and Midstream Fund Inc.
CEM
$26K ﹤0.01%
+2,850
New +$120K
FMO
1209
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
$25K ﹤0.01%
+4,013
New +$116K
NML
1210
Neuberger Energy Infrastructure and Income Fund Inc
NML
$583M
$24K ﹤0.01%
+12,946
New +$69.7K
RES icon
1211
RPC Inc
RES
$1.2B
$24K ﹤0.01%
+11,499
New +$42.6K
STIM icon
1212
Neuronetics
STIM
$137M
$24K ﹤0.01%
+12,496
New +$39.1K
BKCC
1213
DELISTED
BlackRock Capital Investment Corporation
BKCC
$24K ﹤0.01%
+11,050
New +$47.8K
CMCM
1214
Cheetah Mobile
CMCM
$88.5M
$22K ﹤0.01%
+2,066
New +$32.4K
CHRD icon
1215
Chord Energy
CHRD
$7.78B
$20K ﹤0.01%
57,733
+16,722
+41% +$30.7K
TTOO
1216
DELISTED
T2 Biosystems, Inc
TTOO
$20K ﹤0.01%
+6
New +$24.9K
VBIV
1217
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$19K ﹤0.01%
+678
New +$26.4K
QEP
1218
DELISTED
QEP RESOURCES, INC.
QEP
$19K ﹤0.01%
57,966
+26,272
+83% +$63.2K
FCEL icon
1219
FuelCell Energy
FCEL
$1.89B
$18K ﹤0.01%
+399
New +$22.5K
UXIN
1220
Uxin Ltd
UXIN
$308M
$18K ﹤0.01%
+116
New +$23.8K
CEN
1221
DELISTED
Center Coast Brookfield MLP & Energy Infrastructure Fund
CEN
$18K ﹤0.01%
+1,952
New +$93.3K
EMO
1222
ClearBridge Energy Midstream Opportunity Fund
EMO
$1.01B
$17K ﹤0.01%
+2,640
New +$82.7K
CHK
1223
DELISTED
Chesapeake Energy Corporation
CHK
$17K ﹤0.01%
496
+337
+212% +$29.6K
LYG icon
1224
PUT
Lloyds Banking Group
LYG
$90.7B
$15K ﹤0.01%
+10,000
New +$25.8K
MOGU
1225
MOGU Inc
MOGU
$17M
$15K ﹤0.01%
+1,120
New +$25.1K
47 48
49
50 51

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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.