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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
XLF icon
326
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$1.24M 0.03%
53,547
-241,183
-82% -$5.48M
TTD icon
327
CALL
Trade Desk
TTD
$8.59B
$1.22M 0.03%
30,000
+19,000
+173% +$573K
GM icon
328
General Motors
GM
$80B
$1.2M 0.03%
47,592
+21,396
+82% +$520K
NCLH icon
329
PUT
Norwegian Cruise Line
NCLH
$8.59B
$1.2M 0.03%
+73,300
New +$1.07M
NEE icon
330
PUT
NextEra Energy
NEE
$183B
$1.2M 0.03%
+20,000
New +$1.2M
MAR icon
331
PUT
Marriott International
MAR
$99B
$1.2M 0.03%
+14,000
New +$1.22M
DRI icon
332
CALL
Darden Restaurants
DRI
$23.7B
$1.2M 0.03%
+15,800
New +$1.12M
LRCX icon
333
PUT
Lam Research
LRCX
$372B
$1.2M 0.03%
+37,000
New +$1.01M
MAR icon
334
CALL
Marriott International
MAR
$99B
$1.19M 0.03%
+13,900
New +$1.21M
DD icon
335
PUT
DuPont de Nemours
DD
$18.7B
$1.19M 0.03%
+17,845
New +$1.04M
IYR icon
336
iShares US Real Estate ETF
IYR
$4.69B
$1.18M 0.03%
14,930
+9,737
+188% +$738K
BIDU icon
337
PUT
Baidu
BIDU
$36.5B
$1.18M 0.03%
9,800
-19,700
-67% -$2.11M
GLD icon
338
SPDR Gold Trust
GLD
$133B
$1.18M 0.03%
7,019
-2,342
-25% -$378K
ADSK icon
339
PUT
Autodesk
ADSK
$49.6B
$1.17M 0.03%
4,900
-1,800
-27% -$354K
CME icon
340
CALL
CME Group
CME
$96.1B
$1.17M 0.03%
7,200
-3,500
-33% -$627K
CVS icon
341
CALL
CVS Health
CVS
$134B
$1.17M 0.03%
18,000
-67,200
-79% -$4.23M
CVX icon
342
CALL
Chevron
CVX
$383B
$1.17M 0.03%
13,100
-21,800
-62% -$1.95M
TWLO icon
343
PUT
Twilio
TWLO
$29B
$1.16M 0.03%
5,300
-4,800
-48% -$771K
F icon
344
PUT
Ford
F
$59.3B
$1.16M 0.03%
190,800
+164,500
+625% +$911K
ORCL icon
345
CALL
Oracle
ORCL
$367B
$1.16M 0.03%
20,900
-36,400
-64% -$1.93M
WMT icon
346
PUT
Walmart Inc
WMT
$884B
$1.15M 0.03%
28,800
-12,000
-29% -$494K
TDG icon
347
PUT
TransDigm Group
TDG
$69.9B
$1.15M 0.03%
+2,600
New +$984K
B
348
PUT
Barrick Mining
B
$63.2B
$1.15M 0.03%
42,600
+28,100
+194% +$702K
LRCX icon
349
CALL
Lam Research
LRCX
$372B
$1.13M 0.03%
35,000
+12,000
+52% +$327K
EQIX icon
350
Equinix
EQIX
$103B
$1.13M 0.03%
1,609
+1,215
+308% +$822K
12 13
14
15 16

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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.