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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
LE icon
1876
CALL
Lands' End
LE
$378M
– –
-14,000
Closed -$235K
LEA icon
1877
CALL
Lear
LEA
$7.39B
– –
-2,600
Closed -$357K
LEA icon
1878
PUT
Lear
LEA
$7.39B
– –
-5,000
Closed -$686K
LEG icon
1879
CALL
Leggett & Platt
LEG
$1.4B
– –
-4,000
Closed -$203K
LEMB icon
1880
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$736M
– –
-5,073
Closed -$223K
LEN icon
1881
CALL
Lennar Class A
LEN
$20.4B
– –
-43,489
Closed -$2.35M
LEN icon
1882
Lennar Class A
LEN
$20.4B
– –
-5,377
Closed -$290K
LEN icon
1883
PUT
Lennar Class A
LEN
$20.4B
– –
-51,753
Closed -$2.79M
LEVI icon
1884
CALL
Levi Strauss
LEVI
$9.49B
– –
-18,800
Closed -$363K
LH icon
1885
PUT
Labcorp
LH
$25.2B
– –
-1,979
Closed -$288K
LHX icon
1886
CALL
L3Harris
LHX
$55.4B
– –
-3,200
Closed -$633K
LHX icon
1887
L3Harris
LHX
$55.4B
– –
-1,089
Closed -$215K
LHX icon
1888
PUT
L3Harris
LHX
$55.4B
– –
-1,600
Closed -$317K
LII icon
1889
Lennox International
LII
$15B
– –
-1,254
Closed -$289K
LII icon
1890
PUT
Lennox International
LII
$15B
– –
-2,100
Closed -$512K
LIN icon
1891
CALL
Linde
LIN
$236B
– –
-1,200
Closed -$255K
LIN icon
1892
Linde
LIN
$236B
– –
-8,310
Closed -$1.77M
LITE icon
1893
CALL
Lumentum
LITE
$46.9B
– –
-19,900
Closed -$1.58M
LITE icon
1894
PUT
Lumentum
LITE
$46.9B
– –
-4,600
Closed -$365K
LNC icon
1895
Lincoln National
LNC
$7.92B
– –
-19,346
Closed -$918K
LNC icon
1896
PUT
Lincoln National
LNC
$7.92B
– –
-55,100
Closed -$3.25M
LNG icon
1897
Cheniere Energy
LNG
$54.2B
– –
-6,366
Closed -$326K
LNG icon
1898
PUT
Cheniere Energy
LNG
$54.2B
– –
-38,500
Closed -$2.35M
LNW
1899
CALL
DELISTED
Light & Wonder
LNW
– –
-22,600
Closed -$605K
LOGI icon
1900
CALL
Logitech
LOGI
$14.8B
– –
-5,200
Closed -$245K
74 75
76
77 78

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AWP
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BCM
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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.