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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
LOGI icon
1901
PUT
Logitech
LOGI
$14.3B
– –
-6,000
Closed -$283K
LOW icon
1902
PUT
Lowe's Companies
LOW
$109B
– –
-37,200
Closed -$4.46M
LRCX icon
1903
PUT
Lam Research
LRCX
$337B
– –
-495,000
Closed -$14.5M
LSCC icon
1904
Lattice Semiconductor
LSCC
$15.1B
– –
-11,410
Closed -$218K
LULU icon
1905
lululemon athletica
LULU
$10.6B
– –
-1,588
Closed -$355K
LUMN icon
1906
CALL
Lumen
LUMN
$6.88B
– –
-30,100
Closed -$398K
LUMN icon
1907
PUT
Lumen
LUMN
$6.88B
– –
-17,900
Closed -$236K
LVS icon
1908
CALL
Las Vegas Sands
LVS
$26.6B
– –
-79,400
Closed -$5.48M
LVS icon
1909
PUT
Las Vegas Sands
LVS
$26.6B
– –
-57,400
Closed -$3.96M
LXP icon
1910
LXP Industrial Trust
LXP
$3.59B
– –
-3,072
Closed -$163K
LYB icon
1911
CALL
LyondellBasell Industries
LYB
$21B
– –
-41,900
Closed -$3.96M
LYB icon
1912
LyondellBasell Industries
LYB
$21B
– –
-7,950
Closed -$585K
LYFT icon
1913
Lyft
LYFT
$5.94B
– –
-13,058
Closed -$519K
LYFT icon
1914
PUT
Lyft
LYFT
$5.94B
– –
-79,800
Closed -$3.43M
LYV icon
1915
PUT
Live Nation Entertainment
LYV
$39.9B
– –
-14,100
Closed -$1.01M
MAA icon
1916
Mid-America Apartment Communities
MAA
$14.1B
– –
-3,290
Closed -$434K
MAC icon
1917
Macerich
MAC
$6.36B
– –
-14,316
Closed -$385K
MAC icon
1918
PUT
Macerich
MAC
$6.36B
– –
-32,600
Closed -$878K
MAR icon
1919
CALL
Marriott International
MAR
$87.3B
– –
-45,500
Closed -$6.89M
MAR icon
1920
PUT
Marriott International
MAR
$87.3B
– –
-27,400
Closed -$4.15M
MAS icon
1921
CALL
Masco
MAS
$13.5B
– –
-51,000
Closed -$2.45M
MAS icon
1922
PUT
Masco
MAS
$13.5B
– –
-29,000
Closed -$1.39M
MAT icon
1923
CALL
Mattel
MAT
$3.76B
– –
-44,500
Closed -$603K
MBB icon
1924
iShares MBS ETF
MBB
$38.9B
– –
-2,318
Closed -$250K
MBI icon
1925
CALL
MBIA
MBI
$232M
– –
-16,300
Closed -$152K
75 76
77
78 79

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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
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
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.