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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
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 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DLR icon
1551
Digital Realty Trust
DLR
$68.2B
– –
-6,492
Closed -$777K
DLS icon
1552
WisdomTree International SmallCap Dividend Fund
DLS
$1.08B
– –
-3,198
Closed -$227K
DOC icon
1553
CALL
Healthpeak Properties
DOC
$14.3B
– –
-10,800
Closed -$372K
DOCU
1554
CALL
DocuSign
DOCU
$13B
– –
-24,500
Closed -$1.82M
DOCU
1555
PUT
DocuSign
DOCU
$13B
– –
-15,800
Closed -$1.17M
DOMO icon
1556
CALL
Domo
DOMO
$181M
– –
-37,200
Closed -$808K
DOV icon
1557
CALL
Dover
DOV
$25.5B
– –
-44,600
Closed -$5.14M
DOV icon
1558
PUT
Dover
DOV
$25.5B
– –
-2,400
Closed -$277K
DOW icon
1559
CALL
Dow Inc
DOW
$21.4B
– –
-57,500
Closed -$3.15M
DOW icon
1560
PUT
Dow Inc
DOW
$21.4B
– –
-19,100
Closed -$1.04M
DRH icon
1561
Diamondrock Hospitality Co
DRH
$2.54B
– –
-14,025
Closed -$155K
DRI icon
1562
CALL
Darden Restaurants
DRI
$23.5B
– –
-37,600
Closed -$4.1M
DRI icon
1563
Darden Restaurants
DRI
$23.5B
– –
-3,540
Closed -$386K
DRI icon
1564
PUT
Darden Restaurants
DRI
$23.5B
– –
-10,800
Closed -$1.18M
DTE icon
1565
DTE Energy
DTE
$27.3B
– –
-3,643
Closed -$403K
DUK icon
1566
Duke Energy
DUK
$92B
– –
-2,337
Closed -$215K
DUK icon
1567
PUT
Duke Energy
DUK
$92B
– –
-2,200
Closed -$201K
DVA icon
1568
DaVita
DVA
$12.5B
– –
-4,736
Closed -$372K
DVA icon
1569
PUT
DaVita
DVA
$12.5B
– –
-12,300
Closed -$923K
DVN icon
1570
CALL
Devon Energy
DVN
$53.1B
– –
-184,300
Closed -$4.79M
DVY icon
1571
CALL
iShares Select Dividend ETF
DVY
$23.2B
– –
-11,400
Closed -$1.21M
DXC icon
1572
DXC Technology
DXC
$1.84B
– –
-19,070
Closed -$717K
EA
1573
CALL
DELISTED
Electronic Arts
EA
– –
-42,800
Closed -$4.6M
EA
1574
PUT
DELISTED
Electronic Arts
EA
– –
-31,300
Closed -$3.37M
EAT icon
1575
CALL
Brinker International
EAT
$8.64B
– –
-11,900
Closed -$500K
61 62
63
64 65

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TPWA
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CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
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FFS
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MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 $172M 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 Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

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.