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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
IBM icon
251
IBM
IBM
$209B
$1.76M 0.04%
15,289
+12,328
+416% +$1.43M
CVS icon
252
PUT
CVS Health
CVS
$134B
$1.76M 0.04%
27,100
+5,100
+23% +$321K
BKNG icon
253
CALL
Booking.com
BKNG
$150B
$1.75M 0.04%
27,500
-405,000
-94% -$24.7M
MU icon
254
CALL
Micron Technology
MU
$988B
$1.73M 0.04%
33,500
+5,900
+21% +$278K
GS icon
255
Goldman Sachs
GS
$302B
$1.72M 0.04%
8,721
-20,912
-71% -$3.93M
ETR icon
256
CALL
Entergy
ETR
$50.4B
$1.72M 0.04%
36,600
-17,200
-32% -$835K
LMT icon
257
PUT
Lockheed Martin
LMT
$132B
$1.72M 0.04%
4,700
+2,400
+104% +$907K
BIDU icon
258
CALL
Baidu
BIDU
$36.5B
$1.71M 0.04%
14,300
+1,800
+14% +$193K
HSY icon
259
CALL
Hershey
HSY
$35.9B
$1.71M 0.04%
13,200
+8,400
+175% +$1.13M
BMRN icon
260
CALL
BioMarin Pharmaceuticals
BMRN
$11.7B
$1.7M 0.04%
13,800
+8,300
+151% +$825K
ADP icon
261
CALL
Automatic Data Processing
ADP
$105B
$1.7M 0.04%
11,400
-14,500
-56% -$2.08M
TWLO icon
262
CALL
Twilio
TWLO
$29B
$1.69M 0.04%
7,700
+3,300
+75% +$530K
RCL icon
263
PUT
Royal Caribbean
RCL
$86.1B
$1.67M 0.04%
+33,200
New +$1.5M
CSCO icon
264
CALL
Cisco
CSCO
$448B
$1.67M 0.04%
35,700
-212,400
-86% -$9.31M
ROKU icon
265
CALL
Roku
ROKU
$21.5B
$1.66M 0.04%
14,200
+6,400
+82% +$732K
DVY icon
266
iShares Select Dividend ETF
DVY
$23.6B
$1.65M 0.04%
20,430
+9,623
+89% +$769K
OLED icon
267
CALL
Universal Display
OLED
$3.76B
$1.65M 0.04%
11,000
-12,100
-52% -$1.78M
AEO icon
268
PUT
American Eagle Outfitters
AEO
$2.9B
$1.64M 0.04%
+150,100
New +$1.42M
UNP icon
269
PUT
Union Pacific
UNP
$172B
$1.62M 0.04%
9,600
-11,600
-55% -$1.86M
XLB icon
270
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$1.62M 0.04%
57,600
-87,000
-60% -$2.29M
SPY icon
271
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.62M 0.04%
5,255
+2,845
+118% +$833K
SBUX icon
272
CALL
Starbucks
SBUX
$121B
$1.61M 0.04%
21,900
+13,500
+161% +$1.01M
ABT icon
273
PUT
Abbott
ABT
$183B
$1.61M 0.04%
17,600
-10,700
-38% -$967K
EWZ icon
274
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
$1.6M 0.04%
+55,800
New +$1.46M
WMT icon
275
CALL
Walmart Inc
WMT
$884B
$1.6M 0.04%
40,200
-81,300
-67% -$3.34M
9 10
11
12 13

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OAM
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NOCM
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QIM
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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.