We are live on ! Find out more
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
SMMV icon
551
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
$289M
$578K 0.01%
+22,341
New +$731K
CFA icon
552
VictoryShares US 500 Volatility Wtd ETF
CFA
$538M
$577K 0.01%
+13,600
New +$712K
NOC icon
553
PUT
Northrop Grumman
NOC
$77.1B
$575K 0.01%
1,900
-9,800
-84% -$3.41M
OKTA icon
554
PUT
Okta
OKTA
$24.7B
$575K 0.01%
4,700
-14,400
-75% -$1.81M
RDIV icon
555
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.38B
$575K 0.01%
+24,796
New +$837K
ALXN
556
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$575K 0.01%
6,400
-56,600
-90% -$5.55M
MDB icon
557
CALL
MongoDB
MDB
$27.1B
$573K 0.01%
4,200
-33,600
-89% -$4.96M
GWW icon
558
CALL
W.W. Grainger
GWW
$65.3B
$572K 0.01%
2,300
-1,700
-43% -$503K
AEM icon
559
PUT
Agnico Eagle Mines
AEM
$73.6B
$569K 0.01%
14,300
– –
ALL icon
560
CALL
Allstate
ALL
$68B
$569K 0.01%
6,200
-46,000
-88% -$5M
ED icon
561
PUT
Consolidated Edison
ED
$40.1B
$569K 0.01%
7,300
-1,400
-16% -$123K
TEVA icon
562
CALL
Teva Pharmaceuticals
TEVA
$40.8B
$568K 0.01%
+63,300
New +$649K
CHTR icon
563
PUT
Charter Communications
CHTR
$17.3B
$567K 0.01%
1,300
-1,800
-58% -$880K
JHMM icon
564
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$567K 0.01%
+19,971
New +$719K
SYY icon
565
CALL
Sysco
SYY
$40.8B
$566K 0.01%
12,400
-65,800
-84% -$4.55M
TRV icon
566
CALL
Travelers Companies
TRV
$78.1B
$566K 0.01%
5,700
-6,200
-52% -$771K
SAFE
567
PUT
Safehold
SAFE
$1.16B
$564K 0.01%
+10,929
New +$737K
CHKP icon
568
CALL
Check Point Software Technologies
CHKP
$13B
$563K 0.01%
5,600
+800
+17% +$85.7K
IBDM
569
DELISTED
iShares iBonds Dec 2021 Term Corporate ETF
IBDM
$562K 0.01%
+22,792
New +$565K
KRE icon
570
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$561K 0.01%
17,200
-51,800
-75% -$2.54M
VOX icon
571
Vanguard Communication Services ETF
VOX
$5.59B
$560K 0.01%
+7,357
New +$665K
AVB icon
572
PUT
AvalonBay Communities
AVB
$26.5B
$559K 0.01%
3,800
+600
+19% +$121K
BYND icon
573
Beyond Meat
BYND
$292M
$559K 0.01%
+8,389
New +$814K
EMR icon
574
PUT
Emerson Electric
EMR
$83.9B
$558K 0.01%
11,700
-68,700
-85% -$4.52M
SDOW icon
575
ProShares UltraPro Short Dow 30
SDOW
$162M
$556K 0.01%
+721
New +$518K
21 22
23
24 25

Similar funds

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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.