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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
LOGI icon
1901
PUT
Logitech
LOGI
$14.8B
– –
-6,000
Closed -$283K
LOW icon
1902
PUT
Lowe's Companies
LOW
$121B
– –
-37,200
Closed -$4.46M
LRCX icon
1903
PUT
Lam Research
LRCX
$316B
– –
-495,000
Closed -$14.5M
LSCC icon
1904
Lattice Semiconductor
LSCC
$16B
– –
-11,410
Closed -$218K
LULU icon
1905
lululemon athletica
LULU
$13.5B
– –
-1,588
Closed -$355K
LUMN icon
1906
CALL
Lumen
LUMN
$6.43B
– –
-30,100
Closed -$398K
LUMN icon
1907
PUT
Lumen
LUMN
$6.43B
– –
-17,900
Closed -$236K
LVS icon
1908
CALL
Las Vegas Sands
LVS
$32.2B
– –
-79,400
Closed -$5.48M
LVS icon
1909
PUT
Las Vegas Sands
LVS
$32.2B
– –
-57,400
Closed -$3.96M
LXP icon
1910
LXP Industrial Trust
LXP
$3.52B
– –
-3,072
Closed -$163K
LYB icon
1911
CALL
LyondellBasell Industries
LYB
$19.5B
– –
-41,900
Closed -$3.96M
LYB icon
1912
LyondellBasell Industries
LYB
$19.5B
– –
-7,950
Closed -$585K
LYFT icon
1913
Lyft
LYFT
$5.86B
– –
-13,058
Closed -$519K
LYFT icon
1914
PUT
Lyft
LYFT
$5.86B
– –
-79,800
Closed -$3.43M
LYV icon
1915
PUT
Live Nation Entertainment
LYV
$42.9B
– –
-14,100
Closed -$1.01M
MAA icon
1916
Mid-America Apartment Communities
MAA
$16B
– –
-3,290
Closed -$434K
MAC icon
1917
Macerich
MAC
$7.4B
– –
-14,316
Closed -$385K
MAC icon
1918
PUT
Macerich
MAC
$7.4B
– –
-32,600
Closed -$878K
MAR icon
1919
CALL
Marriott International
MAR
$100B
– –
-45,500
Closed -$6.89M
MAR icon
1920
PUT
Marriott International
MAR
$100B
– –
-27,400
Closed -$4.15M
MAS icon
1921
CALL
Masco
MAS
$14.6B
– –
-51,000
Closed -$2.45M
MAS icon
1922
PUT
Masco
MAS
$14.6B
– –
-29,000
Closed -$1.39M
MAT icon
1923
CALL
Mattel
MAT
$4.47B
– –
-44,500
Closed -$603K
MBB icon
1924
iShares MBS ETF
MBB
$39.1B
– –
-2,318
Closed -$250K
MBI icon
1925
CALL
MBIA
MBI
$275M
– –
-16,300
Closed -$152K
75 76
77
78 79

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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.