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
FSLY icon
1676
PUT
Fastly Inc
FSLY
$3.24B
– –
-27,300
Closed -$548K
FTV icon
1677
Fortive
FTV
$18B
– –
-4,751
Closed -$208K
FVC icon
1678
First Trust Dorsey Wright Dynamic Focus 5 ETF
FVC
$103M
– –
-13,457
Closed -$372K
FXN icon
1679
First Trust Energy AlphaDEX Fund
FXN
$379M
– –
-17,625
Closed -$186K
GDDY icon
1680
GoDaddy
GDDY
$13.9B
– –
-3,260
Closed -$216K
GDXJ icon
1681
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
– –
-26,617
Closed -$1.01M
GDXJ icon
1682
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
– –
-25,100
Closed -$1.06M
GE icon
1683
GE Aerospace
GE
$364B
– –
-8,006
Closed -$427K
GEN icon
1684
Gen Digital
GEN
$16.5B
– –
-12,162
Closed -$310K
GES
1685
CALL
DELISTED
Guess Inc
GES
– –
-45,600
Closed -$1.02M
GERN icon
1686
Geron
GERN
$898M
– –
-19,601
Closed -$27K
GFI icon
1687
CALL
Gold Fields
GFI
$28.8B
– –
-32,600
Closed -$215K
GFI icon
1688
PUT
Gold Fields
GFI
$28.8B
– –
-20,900
Closed -$138K
GGB icon
1689
CALL
Gerdau
GGB
$9.54B
– –
-116,928
Closed -$455K
GGN
1690
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$762M
– –
-33,273
Closed -$146K
GH icon
1691
CALL
Guardant Health
GH
$19.1B
– –
-12,100
Closed -$945K
GH icon
1692
PUT
Guardant Health
GH
$19.1B
– –
-7,100
Closed -$555K
GHC icon
1693
Graham Holdings Company
GHC
$5.31B
– –
-344
Closed -$220K
GIS icon
1694
General Mills
GIS
$20.2B
– –
-52,899
Closed -$2.79M
GIS icon
1695
PUT
General Mills
GIS
$20.2B
– –
-75,000
Closed -$4.02M
GLDM icon
1696
SPDR Gold MiniShares Trust
GLDM
$27.5B
– –
-7,422
Closed -$225K
GNR icon
1697
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.75B
– –
-9,197
Closed -$424K
GNRC icon
1698
Generac Holdings
GNRC
$11.5B
– –
-7,604
Closed -$783K
GOGO icon
1699
Gogo Inc
GOGO
$525M
– –
-19,194
Closed -$123K
GOOS
1700
CALL
Canada Goose Holdings
GOOS
$903M
– –
-19,000
Closed -$689K
66 67
68
69 70

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.