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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
KHC icon
1851
The Kraft Heinz Company
KHC
$29.3B
– –
-31,993
Closed -$878K
KHC icon
1852
PUT
The Kraft Heinz Company
KHC
$29.3B
– –
-91,000
Closed -$2.92M
KIM icon
1853
CALL
Kimco Realty
KIM
$15.2B
– –
-29,800
Closed -$617K
KKR icon
1854
CALL
KKR & Co
KKR
$86.9B
– –
-61,600
Closed -$1.8M
KKR icon
1855
PUT
KKR & Co
KKR
$86.9B
– –
-32,200
Closed -$939K
KLAC icon
1856
CALL
KLA
KLAC
$219B
– –
-97,000
Closed -$1.73M
KLAC icon
1857
KLA
KLAC
$219B
– –
-39,680
Closed -$639K
KLIC icon
1858
CALL
Kulicke & Soffa
KLIC
$4.16B
– –
-10,900
Closed -$296K
KLIC icon
1859
PUT
Kulicke & Soffa
KLIC
$4.16B
– –
-7,600
Closed -$207K
KMB icon
1860
CALL
Kimberly-Clark
KMB
$32.6B
– –
-26,100
Closed -$3.59M
KMB icon
1861
PUT
Kimberly-Clark
KMB
$32.6B
– –
-10,300
Closed -$1.42M
KMI icon
1862
PUT
Kinder Morgan
KMI
$68.4B
– –
-96,200
Closed -$2.04M
KMX icon
1863
CALL
CarMax
KMX
$8.34B
– –
-22,800
Closed -$2M
KMX icon
1864
PUT
CarMax
KMX
$8.34B
– –
-22,200
Closed -$1.95M
KO icon
1865
Coca-Cola
KO
$378B
– –
-21,107
Closed -$1.14M
KR icon
1866
PUT
Kroger
KR
$36.4B
– –
-61,400
Closed -$1.78M
KSS icon
1867
CALL
Kohl's
KSS
$1.87B
– –
-57,900
Closed -$2.95M
KSS icon
1868
PUT
Kohl's
KSS
$1.87B
– –
-23,400
Closed -$1.19M
KXI icon
1869
iShares Global Consumer Staples ETF
KXI
$1.07B
– –
-3,878
Closed -$215K
LAMR icon
1870
CALL
Lamar Advertising Co
LAMR
$15B
– –
-8,000
Closed -$714K
LAMR icon
1871
PUT
Lamar Advertising Co
LAMR
$15B
– –
-2,800
Closed -$250K
LAZ icon
1872
CALL
Lazard
LAZ
$3.57B
– –
-20,100
Closed -$803K
LBTYK icon
1873
Liberty Global Class C
LBTYK
$3.42B
– –
-30,518
Closed -$665K
HAPN
1874
CALL
Happen Inc
HAPN
$1.88B
– –
-10,600
Closed -$134K
LDOS icon
1875
Leidos
LDOS
$16.2B
– –
-3,821
Closed -$374K
73 74
75
76 77

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TPWA
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CIA
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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.