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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
+12.93%
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
$4.46B
AUM Growth
+$16.1M
Cap. Flow
-$939M
Cap. Flow %
-21.05%
Top 10 Hldgs %
51.39%
Holding
1,886
New
614
Increased
290
Reduced
406
Closed
551

Top Buys

Rank Stock Value
1
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$31.3M
2
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$11.3M
3
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$8.8M
4
AAPL icon
Apple
AAPL
+$8.31M
5
MSFT icon
Microsoft
MSFT
+$5.97M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$97.8M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$32.7M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$26.9M
4
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$26M
5
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$17.7M

Sector Composition

Rank Sector Weight
1 Technology 0.74%
2 Financials 0.61%
3 Utilities 0.59%
4 Consumer Discretionary 0.41%
5 Healthcare 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INTC icon
226
PUT
Intel
INTC
$460B
$1.97M 0.04%
33,000
-6,700
-17% -$401K
PRGO icon
227
CALL
Perrigo
PRGO
$1.43B
$1.97M 0.04%
35,700
+12,700
+55% +$669K
XLU icon
228
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$1.97M 0.04%
69,942
+28,720
+70% +$828K
QCOM icon
229
PUT
Qualcomm
QCOM
$160B
$1.93M 0.04%
21,200
-29,500
-58% -$2.37M
NEM icon
230
PUT
Newmont
NEM
$101B
$1.93M 0.04%
31,200
– –
WYNN icon
231
PUT
Wynn Resorts
WYNN
$10.5B
$1.92M 0.04%
25,800
+20,200
+361% +$1.62M
CLX icon
232
CALL
Clorox
CLX
$11.7B
$1.91M 0.04%
8,700
+1,300
+18% +$260K
XLP icon
233
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1.9M 0.04%
32,463
+5,773
+22% +$337K
INTU icon
234
PUT
Intuit
INTU
$86.3B
$1.9M 0.04%
6,400
+2,300
+56% +$631K
BRK.B icon
235
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.89M 0.04%
10,600
+200
+2% +$36.5K
XLK icon
236
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.88M 0.04%
36,024
-16,326
-31% -$768K
UNP icon
237
CALL
Union Pacific
UNP
$172B
$1.88M 0.04%
11,100
-23,700
-68% -$3.8M
KRE icon
238
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$1.86M 0.04%
48,500
+22,000
+83% +$805K
IBB icon
239
CALL
iShares Biotechnology ETF
IBB
$9.52B
$1.86M 0.04%
13,600
+2,300
+20% +$293K
GE icon
240
CALL
GE Aerospace
GE
$368B
$1.86M 0.04%
54,553
+43,016
+373% +$1.45M
TDG icon
241
CALL
TransDigm Group
TDG
$69.9B
$1.86M 0.04%
4,200
+1,900
+83% +$719K
AMD icon
242
CALL
Advanced Micro Devices
AMD
$791B
$1.85M 0.04%
35,100
-15,500
-31% -$822K
IYT icon
243
PUT
iShares US Transportation ETF
IYT
$2.26B
$1.82M 0.04%
44,800
+38,400
+600% +$1.46M
SPTI icon
244
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$1.82M 0.04%
54,705
+15,775
+41% +$522K
MU icon
245
PUT
Micron Technology
MU
$988B
$1.81M 0.04%
35,200
-5,400
-13% -$255K
QCOM icon
246
CALL
Qualcomm
QCOM
$160B
$1.81M 0.04%
19,800
-20,500
-51% -$1.64M
COST icon
247
Costco
COST
$423B
$1.79M 0.04%
5,907
+1,068
+22% +$325K
ABBV icon
248
PUT
AbbVie
ABBV
$455B
$1.79M 0.04%
18,200
-9,800
-35% -$863K
DPZ icon
249
CALL
Domino's
DPZ
$11.7B
$1.77M 0.04%
4,800
-5,900
-55% -$2.17M
IJR icon
250
iShares Core S&P Small-Cap ETF
IJR
$110B
$1.77M 0.04%
25,928
-221,189
-90% -$14M
8 9
10
11 12

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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
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TIM
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QIM
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RB
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OMG
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Two Sigma Securities's Q2 2020 Portfolio in Review

As of Q2 2020, Two Sigma Securities held 1,886 positions worth $4.46B, up 0.36% from $4.44B the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Two Sigma Securities withdrew a net $939M in Q2 2020, closing 551 positions and reducing 406 holdings. Its most notable exit was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6, an estimated $32.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.74% of assets, up from 0.58% a quarter earlier, followed by Financials and Utilities.

Against the trend, Two Sigma Securities opened a new position in Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A worth $33.1M.

  • Two Sigma Securities's largest Q2 2020 buy was Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A: 26,511 shares worth $33.1M.
  • Two Sigma Securities added most to QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock in Q2 2020, an estimated $11.3M increase.
  • Two Sigma Securities's biggest Q2 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $97.8M.
  • Two Sigma Securities fully exited Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6 in Q2 2020, selling an estimated $32.7M.
  • Two Sigma Securities's ten largest holdings make up 51% of its $4.46B portfolio in Q2 2020.
  • Two Sigma Securities opened 614 new positions and closed 551 in Q2 2020.
  • Two Sigma Securities's portfolio value rose 0.36% quarter-over-quarter to $4.46B.

Based on Two Sigma Securities's 13F filing for Q2 2020, filed 14 Aug 2020.