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
GAP
2451
PUT
The Gap Inc
GAP
$7.28B
– –
-63,400
Closed -$1.12M
FLG
2452
Flagstar Bank National Association
FLG
$5.83B
– –
-11,714
Closed -$389K
FLG
2453
PUT
Flagstar Bank National Association
FLG
$5.83B
– –
-10,467
Closed -$377K
SGI
2454
CALL
Somnigroup International
SGI
$15.2B
– –
-29,600
Closed -$644K
SGI
2455
PUT
Somnigroup International
SGI
$15.2B
– –
-25,600
Closed -$557K
QVCGA
2456
CALL
DELISTED
QVC Group Inc Series A
QVCGA
– –
-241
Closed -$99K
QVCGA
2457
DELISTED
QVC Group Inc Series A
QVCGA
– –
-368
Closed -$151K
JOYY
2458
CALL
JOYY Inc
JOYY
$3.77B
– –
-9,800
Closed -$517K
JOYY
2459
PUT
JOYY Inc
JOYY
$3.77B
– –
-5,300
Closed -$280K
PDCO
2460
CALL
DELISTED
Patterson Companies, Inc.
PDCO
– –
-13,600
Closed -$279K
PDCO
2461
DELISTED
Patterson Companies, Inc.
PDCO
– –
-14,109
Closed -$289K
BEST
2462
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
– –
-1,160
Closed -$129K
INFN
2463
CALL
DELISTED
Infinera Corporation Common Stock
INFN
– –
-23,700
Closed -$188K
ENLC
2464
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-16,579
Closed -$102K
SAVE
2465
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-9,000
Closed -$363K
SAVE
2466
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-15,953
Closed -$643K
SAVE
2467
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-10,500
Closed -$423K
HA
2468
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-17,400
Closed -$510K
TUP
2469
DELISTED
Tupperware Brands Corporation
TUP
– –
-30,958
Closed -$266K
BIG
2470
DELISTED
Big Lots, Inc.
BIG
– –
-10,219
Closed -$293K
BIG
2471
PUT
DELISTED
Big Lots, Inc.
BIG
– –
-23,600
Closed -$678K
SPWR
2472
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-16,950
Closed -$87K
SPWR
2473
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-18,081
Closed -$92K
LL
2474
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-61,100
Closed -$597K
LL
2475
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-30,643
Closed -$299K
97 98
99
100 101

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.