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
HES
601
PUT
DELISTED
Hess
HES
$516K 0.01%
15,500
-69,900
-82% -$3.78M
DWX icon
602
State Street SPDR S&P International Dividend ETF
DWX
$529M
$514K 0.01%
+16,789
New +$623K
ALNY icon
603
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
$512K 0.01%
4,700
+900
+24% +$104K
SRLN icon
604
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$512K 0.01%
+12,796
New +$572K
TFI icon
605
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
$512K 0.01%
+10,243
New +$520K
HSBC icon
606
HSBC
HSBC
$365B
$511K 0.01%
+18,227
New +$633K
SPG icon
607
CALL
Simon Property Group
SPG
$74.4B
$510K 0.01%
9,300
-17,100
-65% -$2.04M
MCHP icon
608
CALL
Microchip Technology
MCHP
$40.3B
$509K 0.01%
15,000
-33,400
-69% -$1.57M
TWLO icon
609
Twilio
TWLO
$30B
$509K 0.01%
5,685
+3,250
+133% +$357K
JBHT icon
610
CALL
JB Hunt Transport Services
JBHT
$25.5B
$507K 0.01%
5,500
-1,700
-24% -$177K
BSX icon
611
PUT
Boston Scientific
BSX
$69.5B
$506K 0.01%
15,500
-12,300
-44% -$481K
CM icon
612
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$504K 0.01%
17,400
-4,800
-22% -$179K
MRK icon
613
Merck
MRK
$322B
$504K 0.01%
+6,862
New +$539K
ROKU icon
614
Roku
ROKU
$21.5B
$503K 0.01%
+5,748
New +$662K
EQIX icon
615
CALL
Equinix
EQIX
$101B
$500K 0.01%
800
-5,900
-88% -$3.53M
MS icon
616
CALL
Morgan Stanley
MS
$331B
$500K 0.01%
14,700
-113,100
-88% -$5.33M
RWX icon
617
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$500K 0.01%
18,664
+12,649
+210% +$449K
XSLV icon
618
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
$500K 0.01%
+15,096
New +$688K
ELV icon
619
PUT
Elevance Health
ELV
$81.5B
$499K 0.01%
2,200
-30,100
-93% -$8.2M
MKTX icon
620
CALL
MarketAxess Holdings
MKTX
$5.71B
$499K 0.01%
+1,500
New +$523K
PSX icon
621
PUT
Phillips 66
PSX
$84.9B
$499K 0.01%
9,300
-9,900
-52% -$806K
VTIP icon
622
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$499K 0.01%
+10,233
New +$502K
IGV icon
623
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
$495K 0.01%
+11,775
New +$557K
PGR icon
624
CALL
Progressive
PGR
$123B
$495K 0.01%
+6,700
New +$516K
VALE icon
625
Vale
VALE
$64.1B
$494K 0.01%
59,531
+47,719
+404% +$520K
23 24
25
26 27

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.