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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
SAP icon
2151
PUT
SAP
SAP
$249B
– –
-10,100
Closed -$1.35M
SBAC icon
2152
SBA Communications
SBAC
$19.4B
– –
-1,126
Closed -$297K
SBGI icon
2153
CALL
Sinclair Inc
SBGI
$1.02B
– –
-6,500
Closed -$217K
SBGI icon
2154
PUT
Sinclair Inc
SBGI
$1.02B
– –
-8,900
Closed -$297K
SBSW icon
2155
Sibanye-Stillwater
SBSW
$8.38B
– –
-49,106
Closed -$488K
SBUX icon
2156
PUT
Starbucks
SBUX
$110B
– –
-115,000
Closed -$10.1M
SCCO icon
2157
CALL
Southern Copper
SCCO
$160B
– –
-30,021
Closed -$1.17M
SCCO icon
2158
PUT
Southern Copper
SCCO
$160B
– –
-7,969
Closed -$310K
SCHR
2159
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-8,964
Closed -$246K
SCHW
2160
Charles Schwab
SCHW
$186B
– –
-28,176
Closed -$1.18M
SCHW
2161
PUT
Charles Schwab
SCHW
$186B
– –
-26,300
Closed -$1.25M
SCHX icon
2162
Schwab US Large- Cap ETF
SCHX
$73.3B
– –
-19,932
Closed -$255K
SCI icon
2163
Service Corp International
SCI
$11.1B
– –
-7,273
Closed -$335K
SCO icon
2164
ProShares UltraShort Bloomberg Crude Oil
SCO
$850M
– –
-283
Closed -$275K
SDS icon
2165
ProShares UltraShort S&P500
SDS
$410M
– –
-578
Closed -$359K
SE icon
2166
CALL
Sea Limited
SE
$62.9B
– –
-36,200
Closed -$1.46M
SDY icon
2167
CALL
State Street SPDR S&P Dividend ETF
SDY
$21.4B
– –
-3,800
Closed -$409K
SEDG icon
2168
PUT
SolarEdge
SEDG
$2.17B
– –
-3,100
Closed -$295K
SEE
2169
CALL
DELISTED
Sealed Air
SEE
– –
-5,100
Closed -$203K
SEIC icon
2170
SEI Investments
SEIC
$12.7B
– –
-3,506
Closed -$230K
SFIX
2171
CALL
Stitch Fix
SFIX
$392M
– –
-28,500
Closed -$731K
OLOX
2172
Olenox Industries
OLOX
$1.25M
– –
0
– -$2K
SGMO
2173
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-16,528
Closed -$138K
SGOL icon
2174
abrdn Physical Gold Shares ETF
SGOL
$7.18B
– –
-14,749
Closed -$216K
SHAK icon
2175
CALL
Shake Shack
SHAK
$2.35B
– –
-30,600
Closed -$1.82M
85 86
87
88 89

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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.