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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
EXPD icon
1626
CALL
Expeditors International
EXPD
$24.6B
– –
-30,300
Closed -$2.36M
EXPE icon
1627
CALL
Expedia Group
EXPE
$34.4B
– –
-64,000
Closed -$6.92M
EXPE icon
1628
PUT
Expedia Group
EXPE
$34.4B
– –
-22,200
Closed -$2.4M
EXR icon
1629
Extra Space Storage
EXR
$28.8B
– –
-5,473
Closed -$578K
EXTR icon
1630
Extreme Networks
EXTR
$2.86B
– –
-10,927
Closed -$81K
FANG icon
1631
CALL
Diamondback Energy
FANG
$54.5B
– –
-14,200
Closed -$1.32M
FANG icon
1632
PUT
Diamondback Energy
FANG
$54.5B
– –
-2,500
Closed -$232K
FAST icon
1633
CALL
Fastenal
FAST
$56.3B
– –
-94,800
Closed -$1.75M
FBIN icon
1634
CALL
Fortune Brands Innovations
FBIN
$4.72B
– –
-7,254
Closed -$405K
FBRX
1635
DELISTED
Forte Biosciences
FBRX
– –
-31
Closed -$6K
FCFS icon
1636
FirstCash
FCFS
$9.53B
– –
-5,889
Closed -$475K
FE icon
1637
CALL
FirstEnergy
FE
$26.3B
– –
-67,300
Closed -$3.27M
FE icon
1638
PUT
FirstEnergy
FE
$26.3B
– –
-11,300
Closed -$549K
FEZ icon
1639
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
– –
-8,300
Closed -$339K
FEZ icon
1640
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
– –
-30,348
Closed -$1.24M
FEZ icon
1641
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
– –
-13,600
Closed -$555K
FFIV icon
1642
CALL
F5
FFIV
$24B
– –
-29,200
Closed -$4.08M
FFIV icon
1643
PUT
F5
FFIV
$24B
– –
-13,900
Closed -$1.94M
KYNB
1644
Kyntra Bio
KYNB
$30.8M
– –
-208
Closed -$223K
FISV
1645
CALL
Fiserv Inc
FISV
$26.3B
– –
-26,000
Closed -$3.01M
FIS icon
1646
CALL
Fidelity National Information Services
FIS
$19B
– –
-8,000
Closed -$1.11M
FIS icon
1647
PUT
Fidelity National Information Services
FIS
$19B
– –
-14,100
Closed -$1.96M
FITB
1648
CALL
Fifth Third Bancorp
FITB
$47.5B
– –
-35,700
Closed -$1.1M
FITB
1649
PUT
Fifth Third Bancorp
FITB
$47.5B
– –
-10,200
Closed -$314K
FIVE icon
1650
PUT
Five Below
FIVE
$13.1B
– –
-23,300
Closed -$2.98M
64 65
66
67 68

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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
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LA
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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.