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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
KHC icon
1851
Kraft Heinz
KHC
$32.8B
– –
-31,993
Closed -$878K
KHC icon
1852
PUT
Kraft Heinz
KHC
$32.8B
– –
-91,000
Closed -$2.92M
KIM icon
1853
CALL
Kimco Realty
KIM
$17.5B
– –
-29,800
Closed -$617K
KKR icon
1854
CALL
KKR & Co
KKR
$89.1B
– –
-61,600
Closed -$1.8M
KKR icon
1855
PUT
KKR & Co
KKR
$89.1B
– –
-32,200
Closed -$939K
KLAC icon
1856
CALL
KLA
KLAC
$222B
– –
-97,000
Closed -$1.73M
KLAC icon
1857
KLA
KLAC
$222B
– –
-39,680
Closed -$639K
KLIC icon
1858
CALL
Kulicke & Soffa
KLIC
$4.34B
– –
-10,900
Closed -$296K
KLIC icon
1859
PUT
Kulicke & Soffa
KLIC
$4.34B
– –
-7,600
Closed -$207K
KMB icon
1860
CALL
Kimberly-Clark
KMB
$37.6B
– –
-26,100
Closed -$3.59M
KMB icon
1861
PUT
Kimberly-Clark
KMB
$37.6B
– –
-10,300
Closed -$1.42M
KMI icon
1862
PUT
Kinder Morgan
KMI
$70.9B
– –
-96,200
Closed -$2.04M
KMX icon
1863
CALL
CarMax
KMX
$8.39B
– –
-22,800
Closed -$2M
KMX icon
1864
PUT
CarMax
KMX
$8.39B
– –
-22,200
Closed -$1.95M
KO icon
1865
Coca-Cola
KO
$383B
– –
-21,107
Closed -$1.14M
KR icon
1866
PUT
Kroger
KR
$36.7B
– –
-61,400
Closed -$1.78M
KSS icon
1867
CALL
Kohl's
KSS
$2.16B
– –
-57,900
Closed -$2.95M
KSS icon
1868
PUT
Kohl's
KSS
$2.16B
– –
-23,400
Closed -$1.19M
KXI icon
1869
iShares Global Consumer Staples ETF
KXI
$1.09B
– –
-3,878
Closed -$215K
LAMR icon
1870
CALL
Lamar Advertising Co
LAMR
$16.7B
– –
-8,000
Closed -$714K
LAMR icon
1871
PUT
Lamar Advertising Co
LAMR
$16.7B
– –
-2,800
Closed -$250K
LAZ icon
1872
CALL
Lazard
LAZ
$3.96B
– –
-20,100
Closed -$803K
LBTYK icon
1873
Liberty Global Class C
LBTYK
$3.5B
– –
-30,518
Closed -$665K
HAPN
1874
CALL
Happen Inc
HAPN
$2.14B
– –
-10,600
Closed -$134K
LDOS icon
1875
Leidos
LDOS
$14.4B
– –
-3,821
Closed -$374K
73 74
75
76 77

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.