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
IYT icon
1826
CALL
iShares US Transportation ETF
IYT
$2.28B
– –
-31,600
Closed -$1.54M
J icon
1827
CALL
Jacobs Solutions
J
$16B
– –
-6,166
Closed -$458K
J icon
1828
Jacobs Solutions
J
$16B
– –
-13,786
Closed -$1.02M
J icon
1829
PUT
Jacobs Solutions
J
$16B
– –
-13,661
Closed -$1.01M
JBLU icon
1830
CALL
JetBlue
JBLU
$2.16B
– –
-36,800
Closed -$689K
JBL icon
1831
CALL
Jabil
JBL
$30.1B
– –
-15,000
Closed -$620K
JBL icon
1832
PUT
Jabil
JBL
$30.1B
– –
-5,500
Closed -$227K
JCI icon
1833
CALL
Johnson Controls International
JCI
$85.1B
– –
-110,200
Closed -$4.49M
JCI icon
1834
Johnson Controls International
JCI
$85.1B
– –
-5,444
Closed -$222K
JCI icon
1835
PUT
Johnson Controls International
JCI
$85.1B
– –
-9,600
Closed -$391K
JFR icon
1836
Nuveen Floating Rate Income Fund
JFR
$1.23B
– –
-15,469
Closed -$158K
JKS
1837
CALL
JinkoSolar
JKS
$764M
– –
-14,300
Closed -$322K
JNPR
1838
CALL
DELISTED
Juniper Networks
JNPR
– –
-138,300
Closed -$3.41M
JNPR
1839
PUT
DELISTED
Juniper Networks
JNPR
– –
-35,800
Closed -$882K
JQC icon
1840
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-45,981
Closed -$353K
JWN
1841
CALL
DELISTED
Nordstrom
JWN
– –
-55,400
Closed -$2.27M
K
1842
CALL
DELISTED
Kellanova
K
– –
-86,372
Closed -$5.61M
K
1843
PUT
DELISTED
Kellanova
K
– –
-43,133
Closed -$2.8M
KBH icon
1844
CALL
KB Home
KBH
$3.5B
– –
-12,000
Closed -$411K
KBH icon
1845
PUT
KB Home
KBH
$3.5B
– –
-9,400
Closed -$322K
KBWB icon
1846
Invesco KBW Bank ETF
KBWB
$6.72B
– –
-3,495
Closed -$204K
KEY icon
1847
CALL
KeyCorp
KEY
$23.8B
– –
-229,700
Closed -$4.65M
KEY icon
1848
KeyCorp
KEY
$23.8B
– –
-15,344
Closed -$311K
KEY icon
1849
PUT
KeyCorp
KEY
$23.8B
– –
-55,400
Closed -$1.12M
KGC icon
1850
PUT
Kinross Gold
KGC
$27.7B
– –
-12,200
Closed -$58K
72 73
74
75 76

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.