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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
SM icon
1226
SM Energy
SM
$7.58B
$15K ﹤0.01%
12,144
-17,306
-59% -$122K
EXPR
1227
CALL
DELISTED
Express, Inc.
EXPR
$15K ﹤0.01%
500
-705
-59% -$51.7K
BYFC icon
1228
Broadway Financial
BYFC
$93.7M
$14K ﹤0.01%
+1,324
New +$15.5K
NBR icon
1229
Nabors Industries
NBR
$1.22B
$14K ﹤0.01%
738
-209
-22% -$19.1K
SEEL
1230
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
$14K ﹤0.01%
7
+3
+75% +$11.2K
NTG
1231
DELISTED
Tortoise Midstream Energy Fund, Inc. Common Stock
NTG
$14K ﹤0.01%
+1,681
New +$132K
ACB
1232
CALL
Aurora Cannabis
ACB
$175M
$13K ﹤0.01%
117
+29
+33% +$5.18K
DOMH icon
1233
Dominari Holdings
DOMH
$55M
$13K ﹤0.01%
+1,511
New +$29.2K
NOG icon
1234
Northern Oil and Gas
NOG
$2.27B
$13K ﹤0.01%
+1,992
New +$29.1K
NDP
1235
DELISTED
TORTOISE ENERGY INDEPENDENCE FUND, INC.
NDP
$13K ﹤0.01%
+1,364
New +$32.8K
SPCB icon
1236
SuperCom
SPCB
$67.1M
$12K ﹤0.01%
+63
New +$7.43K
MVIS icon
1237
Microvision
MVIS
$85.7M
$10K ﹤0.01%
+57,485
New +$28.5K
RTW
1238
DELISTED
RTW Retailwinds, Inc.
RTW
$10K ﹤0.01%
+49,715
New +$20.3K
GSV
1239
DELISTED
Gold Standard Ventures Corp.
GSV
$9K ﹤0.01%
+17,207
New +$11.4K
PR
1240
Permian Resources
PR
$17.6B
$8K ﹤0.01%
+30,627
New +$77.8K
SENS icon
1241
Senseonics Holdings Inc
SENS
$265M
$8K ﹤0.01%
+633
New +$12.7K
VGZ icon
1242
Vista Gold
VGZ
$260M
$8K ﹤0.01%
+17,103
New +$11K
CENN icon
1243
Cenntro
CENN
$8.06M
$7K ﹤0.01%
+2
New +$14K
TRAW icon
1244
Traws Pharma
TRAW
$6.72M
$7K ﹤0.01%
59
+7
+13% +$1.1K
VAL
1245
DELISTED
Valaris plc Class A Ordinary Share
VAL
$7K ﹤0.01%
+16,436
New +$62.9K
MTNB icon
1246
Matinas BioPharma
MTNB
$2.03M
$6K ﹤0.01%
+217
New +$13.1K
CSCI
1247
DELISTED
COSCIENS Biopharma Inc. Common Stock
CSCI
$6K ﹤0.01%
+110
New +$10K
CBL
1248
DELISTED
CBL& Associates Properties, Inc.
CBL
$6K ﹤0.01%
28,271
+2,087
+8% +$1.42K
PDS
1249
Precision Drilling
PDS
$979M
$5K ﹤0.01%
821
+181
+28% +$3.84K
PPBT
1250
Purple Biotech
PPBT
$1.28M
$5K ﹤0.01%
+8
New +$9.8K
48 49
50
51 52

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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.