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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LYB icon
1001
PUT
LyondellBasell Industries
LYB
$20.6B
$223K 0.01%
4,500
-37,400
-89% -$2.75M
GOVT icon
1002
iShares US Treasury Bond ETF
GOVT
$41.4B
$222K 0.01%
+7,911
New +$212K
DE icon
1003
PUT
Deere & Co
DE
$183B
$221K 0.01%
1,600
-22,700
-93% -$3.59M
IYT icon
1004
PUT
iShares US Transportation ETF
IYT
$2.07B
$221K 0.01%
6,400
-159,200
-96% -$7M
SAM icon
1005
PUT
Boston Beer
SAM
$1.75B
$221K 0.01%
+600
New +$223K
SIVR icon
1006
abrdn Physical Silver Shares ETF
SIVR
$4.44B
$221K 0.01%
+16,338
New +$267K
URI icon
1007
United Rentals
URI
$62.9B
$221K 0.01%
+2,148
New +$285K
MO icon
1008
CALL
Altria Group
MO
$115B
$220K 0.01%
5,700
-153,100
-96% -$6.79M
AUY
1009
CALL
DELISTED
Yamana Gold, Inc.
AUY
$220K 0.01%
80,100
-118,300
-60% -$446K
MAS icon
1010
Masco
MAS
$13.4B
$219K ﹤0.01%
+6,321
New +$276K
AU icon
1011
CALL
AngloGold Ashanti
AU
$52.1B
$218K ﹤0.01%
13,100
-26,200
-67% -$514K
CF icon
1012
CF Industries
CF
$20.3B
$218K ﹤0.01%
+8,028
New +$298K
CNI icon
1013
PUT
Canadian National Railway
CNI
$71.9B
$217K ﹤0.01%
2,800
-29,000
-91% -$2.53M
KMI icon
1014
CALL
Kinder Morgan
KMI
$69.1B
$217K ﹤0.01%
15,600
-183,200
-92% -$3.49M
GEM icon
1015
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.77B
$215K ﹤0.01%
8,209
+2,023
+33% +$63.7K
IBDS icon
1016
iShares iBonds Dec 2027 Term Corporate ETF
IBDS
$3.93B
$215K ﹤0.01%
+8,758
New +$226K
PALL icon
1017
abrdn Physical Palladium Shares ETF
PALL
$696M
$214K ﹤0.01%
+4,825
New +$208K
PKB icon
1018
Invesco Building & Construction ETF
PKB
$292M
$214K ﹤0.01%
+9,711
New +$305K
PXF icon
1019
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$3.02B
$214K ﹤0.01%
+7,068
New +$269K
RWM icon
1020
ProShares Short Russell2000
RWM
$149M
$214K ﹤0.01%
4,445
-6,245
-58% -$258K
VTWO icon
1021
Vanguard Russell 2000 ETF
VTWO
$16.9B
$214K ﹤0.01%
+4,636
New +$278K
HIW icon
1022
CALL
Highwoods Properties
HIW
$3.39B
$213K ﹤0.01%
6,000
-5,200
-46% -$238K
IYT icon
1023
iShares US Transportation ETF
IYT
$2.07B
$213K ﹤0.01%
6,168
-6,520
-51% -$287K
VLO icon
1024
CALL
Valero Energy
VLO
$117B
$213K ﹤0.01%
4,700
-103,100
-96% -$7.49M
MET icon
1025
MetLife
MET
$61.6B
$212K ﹤0.01%
+6,936
New +$308K
39 40
41
42 43

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.