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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
PYPL icon
376
CALL
PayPal
PYPL
$50.3B
$1.01M 0.02%
10,600
-100,500
-90% -$11.1M
TLT icon
377
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$1.01M 0.02%
6,142
-1,669
-21% -$249K
DVA icon
378
CALL
DaVita
DVA
$15.4B
$1.01M 0.02%
13,300
+4,200
+46% +$330K
COF icon
379
Capital One
COF
$130B
$1.01M 0.02%
+20,046
New +$1.76M
CB icon
380
CALL
Chubb
CB
$141B
$983K 0.02%
8,800
-20,300
-70% -$2.91M
APD icon
381
PUT
Air Products & Chemicals
APD
$65.2B
$978K 0.02%
4,900
+3,200
+188% +$729K
SCHV
382
Schwab US Large-Cap Value ETF
SCHV
$15.8B
$973K 0.02%
+65,946
New +$1.21M
AMAT icon
383
CALL
Applied Materials
AMAT
$378B
$971K 0.02%
21,200
-100,500
-83% -$5.77M
MET icon
384
PUT
MetLife
MET
$62.7B
$963K 0.02%
31,500
-43,400
-58% -$1.92M
WFC icon
385
PUT
Wells Fargo
WFC
$263B
$961K 0.02%
33,500
-335,800
-91% -$14.3M
GOOG icon
386
Alphabet (Google) Class C
GOOG
$4.07T
$956K 0.02%
16,440
-1,180
-7% -$80.1K
SLB icon
387
PUT
SLB Ltd
SLB
$74.2B
$955K 0.02%
70,800
-59,100
-45% -$1.71M
TECL icon
388
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$4.77B
$953K 0.02%
+82,000
New +$1.91M
BYND icon
389
CALL
Beyond Meat
BYND
$279M
$952K 0.02%
14,300
-38,500
-73% -$3.74M
VRTX icon
390
CALL
Vertex Pharmaceuticals
VRTX
$124B
$952K 0.02%
4,000
-14,400
-78% -$3.3M
WPM icon
391
PUT
Wheaton Precious Metals
WPM
$49.8B
$950K 0.02%
34,500
-40,300
-54% -$1.16M
PRFZ icon
392
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.78B
$949K 0.02%
+53,065
New +$1.28M
CTSH icon
393
CALL
Cognizant
CTSH
$23.8B
$948K 0.02%
20,400
– –
NOW icon
394
PUT
ServiceNow
NOW
$114B
$946K 0.02%
16,500
-52,500
-76% -$3.28M
INTU icon
395
PUT
Intuit
INTU
$85.6B
$943K 0.02%
4,100
-1,300
-24% -$352K
PKW icon
396
Invesco BuyBack Achievers ETF
PKW
$1.73B
$933K 0.02%
+19,259
New +$1.2M
EEM icon
397
iShares MSCI Emerging Markets ETF
EEM
$28B
$932K 0.02%
27,310
-140,918
-84% -$5.78M
OIH icon
398
PUT
VanEck Oil Services ETF
OIH
$1.99B
$929K 0.02%
11,555
-19,765
-63% -$3.68M
BLK icon
399
CALL
Blackrock
BLK
$170B
$924K 0.02%
2,100
-4,600
-69% -$2.27M
SHW icon
400
CALL
Sherwin-Williams
SHW
$87.4B
$919K 0.02%
6,000
+1,200
+25% +$217K
14 15
16
17 18

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.