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
AEP icon
576
PUT
American Electric Power
AEP
$69.6B
$552K 0.01%
6,900
-9,400
-58% -$889K
LRCX icon
577
CALL
Lam Research
LRCX
$367B
$552K 0.01%
23,000
-303,000
-93% -$8.72M
SBUX icon
578
CALL
Starbucks
SBUX
$120B
$552K 0.01%
8,400
-138,700
-94% -$11.2M
KBE icon
579
PUT
State Street SPDR S&P Bank ETF
KBE
$1.64B
$547K 0.01%
+20,300
New +$812K
STZ icon
580
PUT
Constellation Brands
STZ
$22.2B
$545K 0.01%
3,800
-22,500
-86% -$3.97M
GM icon
581
General Motors
GM
$80.4B
$544K 0.01%
26,196
+9,805
+60% +$299K
SPGP icon
582
Invesco S&P 500 GARP ETF
SPGP
$2.25B
$543K 0.01%
+12,186
New +$697K
W icon
583
CALL
Wayfair
W
$11.2B
$540K 0.01%
10,100
-4,000
-28% -$306K
XMLV icon
584
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
$539K 0.01%
+13,525
New +$672K
XIFR
585
PUT
XPLR Infrastructure LP
XIFR
$1.12B
$538K 0.01%
+12,500
New +$662K
CLX icon
586
PUT
Clorox
CLX
$11.6B
$537K 0.01%
3,100
-25,000
-89% -$4.13M
XLE icon
587
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$535K 0.01%
36,792
-92,472
-72% -$2.19M
RACE icon
588
CALL
Ferrari
RACE
$69.2B
$534K 0.01%
3,500
-1,900
-35% -$306K
RL icon
589
Ralph Lauren
RL
$22.6B
$532K 0.01%
+7,960
New +$836K
AGN
590
CALL
DELISTED
Allergan plc
AGN
$531K 0.01%
+3,000
New +$565K
AEM icon
591
Agnico Eagle Mines
AEM
$73.6B
$530K 0.01%
13,325
+5,499
+70% +$290K
EW icon
592
CALL
Edwards Lifesciences
EW
$49.6B
$528K 0.01%
8,400
-74,700
-90% -$5.39M
JD icon
593
CALL
JD.com
JD
$44.6B
$527K 0.01%
13,000
-128,800
-91% -$5.15M
TROW icon
594
CALL
T. Rowe Price
TROW
$23.9B
$527K 0.01%
5,400
-62,000
-92% -$7.59M
EMR icon
595
CALL
Emerson Electric
EMR
$83.9B
$524K 0.01%
11,000
-134,200
-92% -$8.84M
PWV icon
596
Invesco Large Cap Value ETF
PWV
$1.68B
$523K 0.01%
+17,346
New +$652K
FTA icon
597
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.39B
$520K 0.01%
+14,136
New +$703K
KIE icon
598
State Street SPDR S&P Insurance ETF
KIE
$649M
$520K 0.01%
20,850
+13,923
+201% +$454K
CRM icon
599
Salesforce
CRM
$151B
$518K 0.01%
+3,597
New +$617K
FNV icon
600
Franco-Nevada
FNV
$41.1B
$518K 0.01%
5,206
-8,184
-61% -$889K
22 23
24
25 26

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.