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
HUYA
1776
CALL
Huya Inc
HUYA
$558M
– –
-60,900
Closed -$1.09M
HUYA
1777
PUT
Huya Inc
HUYA
$558M
– –
-15,000
Closed -$269K
HWM icon
1778
CALL
Howmet Aerospace
HWM
$109B
– –
-140,050
Closed -$3.31M
HWM icon
1779
Howmet Aerospace
HWM
$109B
– –
-9,404
Closed -$222K
HWM icon
1780
PUT
Howmet Aerospace
HWM
$109B
– –
-63,766
Closed -$1.5M
HYT icon
1781
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-12,366
Closed -$138K
PPLI
1782
PUT
People Inc
PPLI
$3.12B
– –
-15,667
Closed -$698K
IBN icon
1783
ICICI Bank
IBN
$107B
– –
-54,427
Closed -$821K
ICE icon
1784
CALL
Intercontinental Exchange
ICE
$87.2B
– –
-4,000
Closed -$370K
ICE icon
1785
Intercontinental Exchange
ICE
$87.2B
– –
-4,884
Closed -$452K
IDA icon
1786
Idacorp
IDA
$8B
– –
-2,295
Closed -$245K
IEF icon
1787
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
– –
-8,209
Closed -$905K
IEFA icon
1788
iShares Core MSCI EAFE ETF
IEFA
$186B
– –
-38,725
Closed -$2.53M
IEMG icon
1789
iShares Core MSCI Emerging Markets ETF
IEMG
$144B
– –
-42,000
Closed -$2.26M
IGD
1790
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
– –
-19,066
Closed -$118K
BRSL
1791
CALL
Brightstar Lottery PLC
BRSL
$1.9B
– –
-25,500
Closed -$382K
BRSL
1792
PUT
Brightstar Lottery PLC
BRSL
$1.9B
– –
-14,000
Closed -$210K
IJH icon
1793
CALL
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-55,000
Closed -$2.26M
IJR icon
1794
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-19,000
Closed -$1.59M
ILF icon
1795
iShares Latin America 40 ETF
ILF
$3.73B
– –
-12,490
Closed -$424K
ILF icon
1796
PUT
iShares Latin America 40 ETF
ILF
$3.73B
– –
-7,500
Closed -$255K
ILMN icon
1797
CALL
Illumina
ILMN
$29.5B
– –
-11,514
Closed -$3.71M
ILMN icon
1798
Illumina
ILMN
$29.5B
– –
-3,276
Closed -$1.06M
ILMN icon
1799
PUT
Illumina
ILMN
$29.5B
– –
-6,374
Closed -$2.06M
INCY icon
1800
CALL
Incyte
INCY
$25.8B
– –
-11,500
Closed -$1M
70 71
72
73 74

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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.