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
STLD icon
2226
CALL
Steel Dynamics
STLD
$36.4B
– –
-13,100
Closed -$446K
STM icon
2227
PUT
STMicroelectronics
STM
$43.1B
– –
-15,800
Closed -$425K
STNE icon
2228
CALL
StoneCo
STNE
$2.67B
– –
-25,900
Closed -$1.03M
STNE icon
2229
PUT
StoneCo
STNE
$2.67B
– –
-13,100
Closed -$523K
STX icon
2230
CALL
Seagate
STX
$173B
– –
-29,800
Closed -$1.77M
STX icon
2231
PUT
Seagate
STX
$173B
– –
-35,900
Closed -$2.14M
STZ icon
2232
Constellation Brands
STZ
$22.5B
– –
-5,222
Closed -$921K
SU icon
2233
CALL
Suncor Energy
SU
$77.7B
– –
-94,100
Closed -$3.09M
SUI icon
2234
Sun Communities
SUI
$15.8B
– –
-1,368
Closed -$205K
SVC
2235
CALL
Service Properties Trust
SVC
$1.05B
– –
-2,080
Closed -$253K
SVC
2236
Service Properties Trust
SVC
$1.05B
– –
-2,128
Closed -$259K
SWK icon
2237
PUT
Stanley Black & Decker
SWK
$14.5B
– –
-5,400
Closed -$895K
SWBI icon
2238
CALL
Smith & Wesson
SWBI
$649M
– –
-13,530
Closed -$97K
SWKS icon
2239
CALL
Skyworks Solutions
SWKS
$9.2B
– –
-80,800
Closed -$9.77M
SWKS icon
2240
Skyworks Solutions
SWKS
$9.2B
– –
-3,240
Closed -$392K
SWKS icon
2241
PUT
Skyworks Solutions
SWKS
$9.2B
– –
-33,000
Closed -$3.99M
SWX icon
2242
Southwest Gas
SWX
$6.64B
– –
-3,751
Closed -$285K
SYF icon
2243
CALL
Synchrony
SYF
$24.4B
– –
-122,200
Closed -$4.4M
SYF icon
2244
Synchrony
SYF
$24.4B
– –
-6,853
Closed -$247K
SYF icon
2245
PUT
Synchrony
SYF
$24.4B
– –
-41,100
Closed -$1.48M
SYY icon
2246
Sysco
SYY
$40.8B
– –
-2,349
Closed -$163K
SYY icon
2247
PUT
Sysco
SYY
$40.8B
– –
-17,200
Closed -$1.47M
TAL icon
2248
CALL
TAL Education Group
TAL
$6.04B
– –
-7,300
Closed -$352K
TAP icon
2249
PUT
Molson Coors Class B
TAP
$8.02B
– –
-36,400
Closed -$1.96M
TBT icon
2250
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
– –
-48,100
Closed -$1.28M
88 89
90
91 92

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.