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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
HBI
1726
PUT
DELISTED
Hanesbrands
HBI
– –
-11,700
Closed -$174K
HCA icon
1727
HCA Healthcare
HCA
$93.2B
– –
-2,798
Closed -$362K
HDGE icon
1728
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.4M
– –
-2,935
Closed -$157K
HDSN
1729
Hudson Technologies
HDSN
$219M
– –
-36,643
Closed -$36K
HDV
1730
iShares Core High Dividend ETF
HDV
$15.3B
– –
-12,720
Closed -$249K
HEDJ icon
1731
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.76B
– –
-14,132
Closed -$499K
HI
1732
DELISTED
Hillenbrand
HI
– –
-7,720
Closed -$257K
HIG icon
1733
CALL
Hartford Financial Services
HIG
$36.6B
– –
-7,200
Closed -$438K
HIG icon
1734
Hartford Financial Services
HIG
$36.6B
– –
-24,692
Closed -$1.5M
HIG icon
1735
PUT
Hartford Financial Services
HIG
$36.6B
– –
-24,700
Closed -$1.5M
HIO
1736
Western Asset High Income Opportunity Fund
HIO
$326M
– –
-21,153
Closed -$107K
HL icon
1737
Hecla Mining
HL
$12.1B
– –
-42,537
Closed -$144K
HLF icon
1738
CALL
Herbalife
HLF
$1.24B
– –
-51,500
Closed -$2.46M
HLF icon
1739
PUT
Herbalife
HLF
$1.24B
– –
-247,400
Closed -$11.8M
HLT icon
1740
CALL
Hilton Worldwide
HLT
$68.8B
– –
-8,100
Closed -$898K
HLT icon
1741
Hilton Worldwide
HLT
$68.8B
– –
-3,781
Closed -$419K
HLT icon
1742
PUT
Hilton Worldwide
HLT
$68.8B
– –
-1,900
Closed -$211K
HOG icon
1743
CALL
Harley-Davidson
HOG
$2.79B
– –
-72,900
Closed -$2.71M
HOG icon
1744
PUT
Harley-Davidson
HOG
$2.79B
– –
-43,600
Closed -$1.62M
HOLX
1745
CALL
DELISTED
Hologic
HOLX
– –
-30,400
Closed -$1.59M
HOLX
1746
DELISTED
Hologic
HOLX
– –
-4,175
Closed -$218K
HOLX
1747
PUT
DELISTED
Hologic
HOLX
– –
-22,600
Closed -$1.18M
HON icon
1748
CALL
Honeywell
HON
$65.8B
– –
-44,032
Closed -$7.35M
HON icon
1749
PUT
Honeywell
HON
$65.8B
– –
-36,605
Closed -$6.11M
HOUS
1750
CALL
DELISTED
Anywhere Real Estate
HOUS
– –
-39,400
Closed -$381K
68 69
70
71 72

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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.