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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
FSLY icon
1676
PUT
Fastly Inc
FSLY
$3.75B
– –
-27,300
Closed -$548K
FTV icon
1677
Fortive
FTV
$16.7B
– –
-4,751
Closed -$208K
FVC icon
1678
First Trust Dorsey Wright Dynamic Focus 5 ETF
FVC
$107M
– –
-13,457
Closed -$372K
FXN icon
1679
First Trust Energy AlphaDEX Fund
FXN
$392M
– –
-17,625
Closed -$186K
GDDY icon
1680
GoDaddy
GDDY
$12.5B
– –
-3,260
Closed -$216K
GDXJ icon
1681
VanEck Junior Gold Miners ETF
GDXJ
$8.75B
– –
-26,617
Closed -$1.01M
GDXJ icon
1682
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.75B
– –
-25,100
Closed -$1.06M
GE icon
1683
GE Aerospace
GE
$325B
– –
-8,006
Closed -$427K
GEN icon
1684
Gen Digital
GEN
$18.3B
– –
-12,162
Closed -$310K
GES
1685
CALL
DELISTED
Guess Inc
GES
– –
-45,600
Closed -$1.02M
GERN icon
1686
Geron
GERN
$829M
– –
-19,601
Closed -$27K
GFI icon
1687
CALL
Gold Fields
GFI
$37.4B
– –
-32,600
Closed -$215K
GFI icon
1688
PUT
Gold Fields
GFI
$37.4B
– –
-20,900
Closed -$138K
GGB icon
1689
CALL
Gerdau
GGB
$9.79B
– –
-116,928
Closed -$455K
GGN
1690
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$842M
– –
-33,273
Closed -$146K
GH icon
1691
CALL
Guardant Health
GH
$23.5B
– –
-12,100
Closed -$945K
GH icon
1692
PUT
Guardant Health
GH
$23.5B
– –
-7,100
Closed -$555K
GHC icon
1693
Graham Holdings Company
GHC
$4.81B
– –
-344
Closed -$220K
GIS icon
1694
General Mills
GIS
$19.7B
– –
-52,899
Closed -$2.79M
GIS icon
1695
PUT
General Mills
GIS
$19.7B
– –
-75,000
Closed -$4.02M
GLDM icon
1696
SPDR Gold MiniShares Trust
GLDM
$31.3B
– –
-7,422
Closed -$225K
GNR icon
1697
State Street SPDR S&P Global Natural Resources ETF
GNR
$5.15B
– –
-9,197
Closed -$424K
GNRC icon
1698
Generac Holdings
GNRC
$10.3B
– –
-7,604
Closed -$783K
GOGO icon
1699
Gogo Inc
GOGO
$346M
– –
-19,194
Closed -$123K
GOOS
1700
CALL
Canada Goose Holdings
GOOS
$725M
– –
-19,000
Closed -$689K
66 67
68
69 70

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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.