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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.93%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.46B
AUM Growth
+$16.1M
Cap. Flow
-$412M
Cap. Flow %
-9.23%
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 Miscellaneous 96.37%
2 Technology 0.76%
3 Financials 0.61%
4 Utilities 0.59%
5 Consumer Discretionary 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IJR icon
351
PUT
iShares Core S&P Small-Cap ETF
IJR
$106B
$1.12M 0.03%
+16,400
New +$1.04M
PH icon
352
PUT
Parker-Hannifin
PH
$117B
$1.12M 0.03%
6,100
+3,200
+110% +$516K
BAC icon
353
Bank of America
BAC
$416B
$1.12M 0.03%
47,043
-16,494
-26% -$390K
NEM icon
354
CALL
Newmont
NEM
$131B
$1.12M 0.03%
18,100
-900
-5% -$53.3K
CB icon
355
Chubb
CB
$132B
$1.11M 0.03%
8,799
+5,865
+200% +$680K
CB icon
356
PUT
Chubb
CB
$132B
$1.11M 0.03%
+8,800
New +$1.02M
INTU icon
357
Intuit
INTU
$88B
$1.11M 0.02%
+3,753
New +$1.03M
DLR icon
358
CALL
Digital Realty Trust
DLR
$66.5B
$1.11M 0.02%
+7,800
New +$1.1M
DPZ icon
359
PUT
Domino's
DPZ
$10.3B
$1.11M 0.02%
3,000
-1,500
-33% -$553K
BDX icon
360
PUT
Becton Dickinson
BDX
$50.6B
$1.1M 0.02%
+4,715
New +$1.14M
DE icon
361
PUT
Deere & Co
DE
$184B
$1.1M 0.02%
7,000
+5,400
+338% +$782K
ROST icon
362
PUT
Ross Stores
ROST
$72.3B
$1.1M 0.02%
12,900
+6,200
+93% +$562K
GOOG icon
363
Alphabet (Google) Class C
GOOG
$4.18T
$1.08M 0.02%
15,340
-1,100
-7% -$74.2K
BIIB icon
364
Biogen
BIIB
$31.9B
$1.08M 0.02%
+4,048
New +$1.22M
TEAM icon
365
CALL
Atlassian
TEAM
$48B
$1.08M 0.02%
+6,000
New +$996K
UPS icon
366
CALL
United Parcel Service
UPS
$87.1B
$1.08M 0.02%
9,700
-6,700
-41% -$669K
AXP icon
367
PUT
American Express
AXP
$219B
$1.08M 0.02%
11,300
+3,400
+43% +$313K
SPLK
368
PUT
DELISTED
Splunk Inc
SPLK
$1.07M 0.02%
5,400
+3,200
+145% +$506K
FIVE icon
369
PUT
Five Below
FIVE
$13B
$1.07M 0.02%
+10,000
New +$938K
UAL icon
370
PUT
United Airlines
UAL
$34.7B
$1.07M 0.02%
30,900
+17,800
+136% +$534K
KO icon
371
PUT
Coca-Cola
KO
$382B
$1.06M 0.02%
23,800
-86,400
-78% -$3.98M
PYPL icon
372
PUT
PayPal
PYPL
$46B
$1.06M 0.02%
6,100
-32,500
-84% -$4.49M
PTLC icon
373
Pacer Trendpilot US Large Cap ETF
PTLC
$3.3B
$1.06M 0.02%
+38,970
New +$1.05M
JNK icon
374
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.78B
$1.05M 0.02%
10,396
+7,026
+208% +$700K
MKTX icon
375
CALL
MarketAxess Holdings
MKTX
$5.75B
$1.05M 0.02%
2,100
+600
+40% +$280K
13 14
15
16 17

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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 $412M 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 Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

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.