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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
MS icon
301
PUT
Morgan Stanley
MS
$330B
$1.4M 0.03%
28,900
-33,300
-54% -$1.4M
VRTX icon
302
CALL
Vertex Pharmaceuticals
VRTX
$122B
$1.39M 0.03%
4,800
+800
+20% +$217K
AVGO icon
303
CALL
Broadcom
AVGO
$1.85T
$1.39M 0.03%
44,000
-57,000
-56% -$1.6M
XLI icon
304
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$1.39M 0.03%
20,193
-65,429
-76% -$4.24M
MELI icon
305
CALL
Mercado Libre
MELI
$95.6B
$1.38M 0.03%
1,400
-1,100
-44% -$825K
MRK icon
306
CALL
Merck
MRK
$321B
$1.38M 0.03%
18,654
-24,314
-57% -$1.83M
ISRG icon
307
PUT
Intuitive Surgical
ISRG
$126B
$1.37M 0.03%
7,200
-15,000
-68% -$2.69M
AON icon
308
CALL
Aon
AON
$78.3B
$1.37M 0.03%
+7,100
New +$1.32M
UNH icon
309
PUT
UnitedHealth
UNH
$383B
$1.36M 0.03%
+4,600
New +$1.32M
PAYX icon
310
CALL
Paychex
PAYX
$41.4B
$1.36M 0.03%
+17,900
New +$1.24M
T icon
311
CALL
AT&T
T
$159B
$1.35M 0.03%
59,183
-54,549
-48% -$1.24M
GILD icon
312
CALL
Gilead Sciences
GILD
$163B
$1.35M 0.03%
17,500
-15,100
-46% -$1.16M
FNV icon
313
PUT
Franco-Nevada
FNV
$42.7B
$1.34M 0.03%
9,600
+1,000
+12% +$133K
XOP icon
314
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$1.33M 0.03%
25,581
-17,033
-40% -$860K
DVA icon
315
CALL
DaVita
DVA
$15.3B
$1.31M 0.03%
16,600
+3,300
+25% +$258K
EFX icon
316
CALL
Equifax
EFX
$20.7B
$1.31M 0.03%
+7,600
New +$1.13M
XLP icon
317
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1.3M 0.03%
22,100
-127,500
-85% -$7.44M
GILD icon
318
PUT
Gilead Sciences
GILD
$163B
$1.29M 0.03%
16,800
-39,200
-70% -$3M
NOC icon
319
CALL
Northrop Grumman
NOC
$76B
$1.29M 0.03%
4,200
-200
-5% -$65.6K
FDS icon
320
CALL
Factset
FDS
$9.35B
$1.28M 0.03%
3,900
+900
+30% +$260K
DIA icon
321
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$1.27M 0.03%
4,919
-44,650
-90% -$11M
ACN icon
322
CALL
Accenture
ACN
$99.9B
$1.27M 0.03%
5,900
-16,500
-74% -$3.12M
AVGO icon
323
PUT
Broadcom
AVGO
$1.85T
$1.26M 0.03%
40,000
-20,000
-33% -$560K
TSCO icon
324
CALL
Tractor Supply
TSCO
$15.8B
$1.25M 0.03%
+47,500
New +$1.04M
OXY icon
325
PUT
Occidental Petroleum
OXY
$55.6B
$1.24M 0.03%
+67,900
New +$1.07M
11 12
13
14 15

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OAM
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NOCM
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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.