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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
CM icon
626
PUT
Canadian Imperial Bank of Commerce
CM
$106B
$509K 0.01%
15,200
-2,200
-13% -$68.7K
ROKU icon
627
Roku
ROKU
$21.6B
$509K 0.01%
4,369
-1,379
-24% -$158K
DISH
628
CALL
DELISTED
DISH Network Corp.
DISH
$504K 0.01%
+14,600
New +$406K
RDS.B
629
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$502K 0.01%
16,496
+2,649
+19% +$86.6K
PBR.A icon
630
Petrobras Class A
PBR.A
$106B
$499K 0.01%
+62,667
New +$440K
PSA icon
631
PUT
Public Storage
PSA
$61.5B
$499K 0.01%
+2,600
New +$502K
CBOE icon
632
PUT
Cboe Global Markets
CBOE
$32.2B
$494K 0.01%
+5,300
New +$522K
DAL icon
633
PUT
Delta Air Lines
DAL
$56.7B
$494K 0.01%
17,600
+1,900
+12% +$48.3K
XLB icon
634
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$494K 0.01%
17,522
-122,600
-87% -$3.23M
ETSY icon
635
CALL
Etsy
ETSY
$8.12B
$489K 0.01%
+4,600
New +$340K
GLW icon
636
CALL
Corning
GLW
$107B
$487K 0.01%
18,800
+4,900
+35% +$111K
MRVL icon
637
CALL
Marvell Technology
MRVL
$147B
$487K 0.01%
13,900
-17,200
-55% -$504K
GWW icon
638
W.W. Grainger
GWW
$64.2B
$486K 0.01%
+1,548
New +$447K
EXPE icon
639
CALL
Expedia Group
EXPE
$36.5B
$485K 0.01%
+5,900
New +$429K
LYFT icon
640
PUT
Lyft
LYFT
$5.86B
$482K 0.01%
+14,600
New +$462K
SPYV icon
641
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$481K 0.01%
+16,592
New +$473K
MET icon
642
PUT
MetLife
MET
$62.4B
$478K 0.01%
13,100
-18,400
-58% -$641K
EXPE icon
643
PUT
Expedia Group
EXPE
$36.5B
$477K 0.01%
+5,800
New +$422K
FISV
644
Fiserv Inc
FISV
$29.7B
$477K 0.01%
+4,889
New +$492K
SWKS icon
645
CALL
Skyworks Solutions
SWKS
$9.21B
$473K 0.01%
+3,700
New +$410K
CTXS
646
PUT
DELISTED
Citrix Systems Inc
CTXS
$473K 0.01%
+3,200
New +$460K
HYMB icon
647
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.1B
$472K 0.01%
+16,740
New +$453K
LUV icon
648
CALL
Southwest Airlines
LUV
$21.7B
$472K 0.01%
13,800
+7,400
+116% +$235K
ETFC
649
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$472K 0.01%
+9,500
New +$409K
FXH icon
650
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$467K 0.01%
+5,182
New +$444K
24 25
26
27 28

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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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SLT
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RB
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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.