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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
VGLT icon
451
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
$782K 0.02%
+7,737
New +$707K
CCI icon
452
CALL
Crown Castle
CCI
$33.1B
$780K 0.02%
5,400
-34,100
-86% -$5.08M
LMT icon
453
PUT
Lockheed Martin
LMT
$134B
$780K 0.02%
2,300
-24,300
-91% -$9.56M
BHC icon
454
CALL
Bausch Health
BHC
$1.69B
$778K 0.02%
50,200
-59,900
-54% -$1.44M
IYF icon
455
PUT
iShares US Financials ETF
IYF
$4.74B
$778K 0.02%
16,000
+3,400
+27% +$215K
DHR icon
456
PUT
Danaher
DHR
$140B
$775K 0.02%
6,317
-36,096
-85% -$4.86M
DXD icon
457
ProShares UltraShort Dow 30
DXD
$41.7M
$772K 0.02%
+5,347
New +$681K
TFC icon
458
CALL
Truist Financial
TFC
$64.7B
$771K 0.02%
25,000
-337,300
-93% -$16M
TROW icon
459
PUT
T. Rowe Price
TROW
$26.1B
$771K 0.02%
7,900
-13,600
-63% -$1.67M
ENB icon
460
PUT
Enbridge
ENB
$121B
$768K 0.02%
26,400
-2,700
-9% -$100K
SLB icon
461
CALL
SLB Ltd
SLB
$74.2B
$768K 0.02%
56,900
-256,700
-82% -$7.43M
ACN icon
462
PUT
Accenture
ACN
$101B
$767K 0.02%
4,700
-16,100
-77% -$3.1M
BYND icon
463
PUT
Beyond Meat
BYND
$279M
$766K 0.02%
11,500
-28,200
-71% -$2.74M
ADBE icon
464
PUT
Adobe
ADBE
$99B
$764K 0.02%
2,400
-82,600
-97% -$28.3M
NXPI icon
465
PUT
NXP Semiconductors
NXPI
$65.4B
$763K 0.02%
9,200
-34,700
-79% -$4.07M
AZO icon
466
PUT
AutoZone
AZO
$50.9B
$761K 0.02%
900
-9,000
-91% -$9.35M
EDV icon
467
Vanguard World Funds Extended Duration ETF
EDV
$3.36B
$761K 0.02%
+4,541
New +$671K
MCO icon
468
PUT
Moody's
MCO
$83.9B
$761K 0.02%
3,600
+2,500
+227% +$608K
AAL icon
469
CALL
American Airlines Group
AAL
$10.2B
$758K 0.02%
62,200
-119,300
-66% -$2.72M
IJJ icon
470
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.93B
$758K 0.02%
+13,812
New +$1.04M
LULU icon
471
PUT
lululemon athletica
LULU
$13.7B
$758K 0.02%
4,000
-39,000
-91% -$8.73M
XMMO icon
472
Invesco S&P MidCap Momentum ETF
XMMO
$7.15B
$752K 0.02%
+15,322
New +$894K
RWL icon
473
Invesco S&P 500 Revenue ETF
RWL
$9.67B
$751K 0.02%
+17,098
New +$918K
SDY icon
474
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$747K 0.02%
+9,360
New +$923K
GDXJ icon
475
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.99B
$745K 0.02%
26,500
-36,600
-58% -$1.39M
17 18
19
20 21

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.