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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
ALB icon
1301
CALL
Albemarle
ALB
$13.9B
– –
-18,900
Closed -$1.38M
ALB icon
1302
PUT
Albemarle
ALB
$13.9B
– –
-28,800
Closed -$2.1M
ALE
1303
DELISTED
Allete
ALE
– –
-2,500
Closed -$203K
ALGN icon
1304
Align Technology
ALGN
$12.4B
– –
-1,741
Closed -$417K
ALGN icon
1305
PUT
Align Technology
ALGN
$12.4B
– –
-9,100
Closed -$2.54M
ALK icon
1306
CALL
Alaska Air
ALK
$5.27B
– –
-24,400
Closed -$1.65M
ALK icon
1307
PUT
Alaska Air
ALK
$5.27B
– –
-22,100
Closed -$1.5M
ALKS icon
1308
PUT
Alkermes
ALKS
$8.39B
– –
-11,700
Closed -$239K
ALL icon
1309
PUT
Allstate
ALL
$68.3B
– –
-16,400
Closed -$1.84M
ALLY icon
1310
CALL
Ally Financial
ALLY
$13.2B
– –
-13,000
Closed -$397K
ALLY icon
1311
PUT
Ally Financial
ALLY
$13.2B
– –
-10,100
Closed -$309K
ALNY icon
1312
CALL
Alnylam Pharmaceuticals
ALNY
$27.4B
– –
-5,100
Closed -$587K
ALNY icon
1313
Alnylam Pharmaceuticals
ALNY
$27.4B
– –
-2,404
Closed -$277K
AM icon
1314
Antero Midstream
AM
$10.2B
– –
-11,529
Closed -$88K
AMAT icon
1315
Applied Materials
AMAT
$398B
– –
-3,821
Closed -$219K
AMBA icon
1316
CALL
Ambarella
AMBA
$3.25B
– –
-36,300
Closed -$2.2M
AMBA icon
1317
Ambarella
AMBA
$3.25B
– –
-4,450
Closed -$269K
AMBA icon
1318
PUT
Ambarella
AMBA
$3.25B
– –
-3,900
Closed -$236K
AMC icon
1319
CALL
AMC Entertainment Holdings
AMC
$2.47B
– –
-5,520
Closed -$400K
AMCR icon
1320
Amcor
AMCR
$20.9B
– –
-3,352
Closed -$182K
AME icon
1321
CALL
Ametek
AME
$55B
– –
-3,900
Closed -$389K
AME icon
1322
Ametek
AME
$55B
– –
-3,376
Closed -$337K
AMGN icon
1323
Amgen
AMGN
$209B
– –
-966
Closed -$211K
AMKR icon
1324
Amkor Technology
AMKR
$12B
– –
-10,378
Closed -$135K
AMP icon
1325
CALL
Ameriprise Financial
AMP
$48.1B
– –
-12,000
Closed -$2M
51 52
53
54 55

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
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

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.