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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
DG icon
376
CALL
Dollar General
DG
$28.1B
$1.05M 0.02%
5,500
+3,100
+129% +$561K
RH icon
377
CALL
RH
RH
$3.15B
$1.04M 0.02%
+4,200
New +$761K
SMH icon
378
VanEck Semiconductor ETF
SMH
$65B
$1.04M 0.02%
13,580
+60
+0.4% +$4.12K
ILMN icon
379
PUT
Illumina
ILMN
$31B
$1.04M 0.02%
+2,878
New +$926K
SAM icon
380
Boston Beer
SAM
$1.93B
$1.03M 0.02%
1,925
+1,296
+206% +$628K
XOM icon
381
PUT
ExxonMobil
XOM
$651B
$1.03M 0.02%
23,100
-37,700
-62% -$1.69M
GM icon
382
PUT
General Motors
GM
$80B
$1.03M 0.02%
40,800
+10,000
+32% +$243K
MCD icon
383
McDonald's
MCD
$191B
$1.03M 0.02%
+5,562
New +$1.02M
GNRC icon
384
CALL
Generac Holdings
GNRC
$11.3B
$1.02M 0.02%
8,400
-2,800
-25% -$295K
GE icon
385
GE Aerospace
GE
$368B
$1.02M 0.02%
+29,918
New +$1.01M
CSCO icon
386
PUT
Cisco
CSCO
$448B
$1.02M 0.02%
21,800
-154,900
-88% -$6.79M
EMN icon
387
PUT
Eastman Chemical
EMN
$8.01B
$1.02M 0.02%
+14,600
New +$920K
TTD icon
388
PUT
Trade Desk
TTD
$8.59B
$1.02M 0.02%
+25,000
New +$754K
DHR icon
389
CALL
Danaher
DHR
$138B
$1.01M 0.02%
6,430
-4,512
-41% -$648K
W icon
390
CALL
Wayfair
W
$11.9B
$1.01M 0.02%
5,100
-5,000
-50% -$748K
SLV icon
391
iShares Silver Trust
SLV
$28.6B
$1M 0.02%
59,014
-8,396
-12% -$128K
MLKN icon
392
CALL
MillerKnoll
MLKN
$1.53B
$999K 0.02%
+42,300
New +$956K
GE icon
393
PUT
GE Aerospace
GE
$368B
$997K 0.02%
29,293
+24,217
+477% +$817K
UAL icon
394
CALL
United Airlines
UAL
$40.1B
$997K 0.02%
28,800
-24,700
-46% -$741K
XHB icon
395
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$997K 0.02%
22,700
-4,000
-15% -$152K
DE icon
396
CALL
Deere & Co
DE
$162B
$990K 0.02%
6,300
-24,000
-79% -$3.48M
COF icon
397
Capital One
COF
$129B
$989K 0.02%
15,795
-4,251
-21% -$265K
BRK.B icon
398
Berkshire Hathaway Class B
BRK.B
$1.1T
$985K 0.02%
5,520
+3,598
+187% +$657K
NEM icon
399
Newmont
NEM
$101B
$976K 0.02%
+15,813
New +$936K
TJX icon
400
PUT
TJX Companies
TJX
$176B
$976K 0.02%
19,300
-5,400
-22% -$271K
14 15
16
17 18

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BCM
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OAM
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NOCM
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TIM
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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.