We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HP icon
1751
CALL
Helmerich & Payne
HP
$4.16B
– –
-18,600
Closed -$845K
HP icon
1752
Helmerich & Payne
HP
$4.16B
– –
-31,665
Closed -$1.44M
HP icon
1753
PUT
Helmerich & Payne
HP
$4.16B
– –
-24,400
Closed -$1.11M
HPE icon
1754
Hewlett Packard
HPE
$75.2B
– –
-26,519
Closed -$347K
HPE icon
1755
PUT
Hewlett Packard
HPE
$75.2B
– –
-40,400
Closed -$641K
HPK icon
1756
HighPeak Energy
HPK
$995M
– –
-21,150
Closed -$219K
HPQ icon
1757
CALL
HP
HPQ
$29.5B
– –
-29,700
Closed -$610K
HPQ icon
1758
HP
HPQ
$29.5B
– –
-11,892
Closed -$244K
HQY icon
1759
HealthEquity
HQY
$7.94B
– –
-3,541
Closed -$262K
HRL icon
1760
CALL
Hormel Foods
HRL
$11.4B
– –
-72,300
Closed -$3.26M
HRL icon
1761
PUT
Hormel Foods
HRL
$11.4B
– –
-24,100
Closed -$1.09M
HRB icon
1762
H&R Block
HRB
$5.56B
– –
-11,935
Closed -$280K
HSBC icon
1763
PUT
HSBC
HSBC
$345B
– –
-6,900
Closed -$270K
HSIC icon
1764
CALL
Henry Schein
HSIC
$9.67B
– –
-10,200
Closed -$681K
HSIC icon
1765
Henry Schein
HSIC
$9.67B
– –
-4,653
Closed -$310K
HSIC icon
1766
PUT
Henry Schein
HSIC
$9.67B
– –
-12,800
Closed -$854K
HST icon
1767
Host Hotels & Resorts
HST
$14.9B
– –
-20,587
Closed -$382K
HUBS icon
1768
CALL
HubSpot
HUBS
$11.8B
– –
-6,800
Closed -$1.08M
HUBS icon
1769
HubSpot
HUBS
$11.8B
– –
-1,695
Closed -$269K
HUBS icon
1770
PUT
HubSpot
HUBS
$11.8B
– –
-5,200
Closed -$824K
HUM icon
1771
CALL
Humana
HUM
$46.2B
– –
-4,000
Closed -$1.47M
HUM icon
1772
Humana
HUM
$46.2B
– –
-574
Closed -$210K
HUM icon
1773
PUT
Humana
HUM
$46.2B
– –
-1,200
Closed -$440K
HUN icon
1774
CALL
Huntsman Corp
HUN
$1.61B
– –
-18,500
Closed -$447K
HUN icon
1775
PUT
Huntsman Corp
HUN
$1.61B
– –
-19,000
Closed -$459K
69 70
71
72 73

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.