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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
EWZ icon
276
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
$1.59M 0.04%
55,400
+41,100
+287% +$1.08M
LH icon
277
CALL
Labcorp
LH
$25.9B
$1.58M 0.04%
11,058
+6,751
+157% +$934K
MGM icon
278
CALL
MGM Resorts International
MGM
$11.7B
$1.58M 0.04%
+93,900
New +$1.52M
MMM icon
279
CALL
3M
MMM
$90.8B
$1.56M 0.04%
11,960
-12,558
-51% -$1.58M
PXD
280
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$1.55M 0.03%
+15,900
New +$1.4M
ULTA icon
281
CALL
Ulta Beauty
ULTA
$22.2B
$1.55M 0.03%
7,600
+3,900
+105% +$839K
FSLY icon
282
PUT
Fastly Inc
FSLY
$3.37B
$1.54M 0.03%
+18,100
New +$713K
IYR icon
283
PUT
iShares US Real Estate ETF
IYR
$4.69B
$1.53M 0.03%
19,400
-71,000
-79% -$5.38M
FXI icon
284
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$1.52M 0.03%
38,400
-46,000
-55% -$1.79M
BMY icon
285
PUT
Bristol-Myers Squibb
BMY
$132B
$1.52M 0.03%
25,900
-23,200
-47% -$1.39M
BSV icon
286
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.5M 0.03%
+18,026
New +$1.49M
AZO icon
287
AutoZone
AZO
$49.1B
$1.5M 0.03%
1,327
+760
+134% +$801K
BG icon
288
CALL
Bunge Global
BG
$20.4B
$1.49M 0.03%
+36,100
New +$1.4M
GDX icon
289
CALL
VanEck Gold Miners ETF
GDX
$23.5B
$1.48M 0.03%
40,400
-195,700
-83% -$6.43M
SMH icon
290
CALL
VanEck Semiconductor ETF
SMH
$65B
$1.48M 0.03%
19,400
-79,400
-80% -$5.46M
NVDA icon
291
NVIDIA
NVDA
$4.72T
$1.48M 0.03%
155,680
+49,840
+47% +$403K
LH icon
292
PUT
Labcorp
LH
$25.9B
$1.48M 0.03%
+10,360
New +$1.43M
FSLY icon
293
CALL
Fastly Inc
FSLY
$3.37B
$1.46M 0.03%
+17,100
New +$674K
CMI icon
294
PUT
Cummins
CMI
$87.3B
$1.46M 0.03%
8,400
+5,200
+163% +$831K
DG icon
295
PUT
Dollar General
DG
$28.1B
$1.45M 0.03%
+7,600
New +$1.38M
ULTA icon
296
PUT
Ulta Beauty
ULTA
$22.2B
$1.42M 0.03%
+7,000
New +$1.51M
JPST icon
297
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$1.42M 0.03%
+27,936
New +$1.41M
IYF icon
298
iShares US Financials ETF
IYF
$4.67B
$1.41M 0.03%
+25,590
New +$1.37M
URI icon
299
PUT
United Rentals
URI
$66.5B
$1.4M 0.03%
9,400
+6,300
+203% +$799K
LLY icon
300
PUT
Eli Lilly
LLY
$1.03T
$1.4M 0.03%
8,500
+1,100
+15% +$169K
10 11
12
13 14

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OAM
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NOCM
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QIM
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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.