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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
WY icon
1801
CALL
Weyerhaeuser
WY
$17.7B
– –
-41,500
Closed -$703K
XBI icon
1802
State Street SPDR S&P Biotech ETF
XBI
$10.1B
– –
-16,103
Closed -$1.59M
XLC icon
1803
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-7,600
Closed -$336K
XLP icon
1804
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-55,900
Closed -$3.04M
XLV icon
1805
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
– –
-63,643
Closed -$6.28M
XLY icon
1806
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
– –
-96,588
Closed -$5.69M
XMLV icon
1807
Invesco S&P MidCap Low Volatility ETF
XMLV
$766M
– –
-13,525
Closed -$539K
XMMO icon
1808
Invesco S&P MidCap Momentum ETF
XMMO
$7.15B
– –
-15,322
Closed -$752K
XRLV
1809
DELISTED
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
XRLV
– –
-7,900
Closed -$247K
XSLV icon
1810
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
– –
-15,096
Closed -$500K
XYLD icon
1811
Global X S&P 500 Covered Call ETF
XYLD
$3.21B
– –
-5,939
Closed -$227K
YINN icon
1812
Direxion Daily FTSE China Bull 3X ETF
YINN
$729M
– –
-884
Closed -$205K
Z icon
1813
PUT
Zillow
Z
$7.7B
– –
-226,800
Closed -$8.17M
ZION icon
1814
Zions Bancorporation
ZION
$10.1B
– –
-12,589
Closed -$337K
ZION icon
1815
PUT
Zions Bancorporation
ZION
$10.1B
– –
-18,100
Closed -$484K
ZM icon
1816
Zoom
ZM
$26.8B
– –
-1,815
Closed -$327K
TRAW icon
1817
Traws Pharma
TRAW
$7.81M
– –
-59
Closed -$7K
CSCI
1818
DELISTED
COSCIENS Biopharma Inc. Common Stock
CSCI
– –
-110
Closed -$6K
NBIS
1819
Nebius Group N.V.
NBIS
$43.1B
– –
-7,855
Closed -$267K
FLG
1820
CALL
Flagstar Bank National Association
FLG
$5.83B
– –
-5,267
Closed -$148K
XYZ
1821
Block Inc
XYZ
$49.5B
– –
-22,350
Closed -$1.71M
XIFR
1822
XPLR Infrastructure LP
XIFR
$1.11B
– –
-6,632
Closed -$321K
NDP
1823
DELISTED
TORTOISE ENERGY INDEPENDENCE FUND, INC.
NDP
– –
-1,364
Closed -$13K
SEEL
1824
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
– –
-7
Closed -$14K
VBIV
1825
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
– –
-678
Closed -$19K
71 72
73
74 75

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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.