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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
NLY icon
1601
PUT
Annaly Capital Management
NLY
$17.4B
– –
-6,325
Closed -$128K
NML
1602
Neuberger Energy Infrastructure and Income Fund Inc
NML
$574M
– –
-12,946
Closed -$24K
NOG icon
1603
Northern Oil and Gas
NOG
$2.24B
– –
-1,992
Closed -$13K
NOK icon
1604
Nokia
NOK
$47.8B
– –
-73,758
Closed -$279K
NOW icon
1605
ServiceNow
NOW
$118B
– –
-4,600
Closed -$325K
NSC icon
1606
CALL
Norfolk Southern
NSC
$75.5B
– –
-2,600
Closed -$380K
NTAP icon
1607
PUT
NetApp
NTAP
$33.9B
– –
-6,700
Closed -$279K
NTNX icon
1608
CALL
Nutanix
NTNX
$16B
– –
-10,600
Closed -$167K
NTRS icon
1609
PUT
Northern Trust
NTRS
$22.1B
– –
-3,400
Closed -$257K
NUE icon
1610
PUT
Nucor
NUE
$58.7B
– –
-7,100
Closed -$256K
NXPI icon
1611
CALL
NXP Semiconductors
NXPI
$61.9B
– –
-23,900
Closed -$1.98M
NXPI icon
1612
NXP Semiconductors
NXPI
$61.9B
– –
-8,329
Closed -$833K
OKTA icon
1613
Okta
OKTA
$23.6B
– –
-1,918
Closed -$326K
OUSA icon
1614
ALPS O'Shares U.S. Quality Dividend ETF
OUSA
$754M
– –
-7,937
Closed -$230K
OVV icon
1615
Ovintiv
OVV
$16.9B
– –
-31,345
Closed -$85K
PAUG icon
1616
Innovator US Equity Power Buffer ETF August
PAUG
$860M
– –
-9,217
Closed -$212K
PBP icon
1617
Invesco S&P 500 BuyWrite ETF
PBP
$350M
– –
-26,410
Closed -$442K
PBR icon
1618
Petrobras
PBR
$120B
– –
-47,886
Closed -$263K
PBR icon
1619
PUT
Petrobras
PBR
$120B
– –
-34,100
Closed -$188K
PCAR icon
1620
PACCAR
PCAR
$71.5B
– –
-5,031
Closed -$205K
PCAR icon
1621
PUT
PACCAR
PCAR
$71.5B
– –
-6,000
Closed -$245K
PDP icon
1622
Invesco Dorsey Wright Momentum ETF
PDP
$1.4B
– –
-14,786
Closed -$798K
PEY icon
1623
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.16B
– –
-44,909
Closed -$582K
PGF icon
1624
Invesco Financial Preferred ETF
PGF
$674M
– –
-19,446
Closed -$328K
PGR icon
1625
CALL
Progressive
PGR
$129B
– –
-6,700
Closed -$495K
63 64
65
66 67

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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
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.