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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
XOM icon
401
ExxonMobil
XOM
$651B
$976K 0.02%
21,832
-16,957
-44% -$761K
BSX.PRA
402
DELISTED
Boston Scientific Corporation 5.50% Mandatory Convertible Preferred Stock, Series A
BSX.PRA
$974K 0.02%
+9,302
New +$996K
SYY icon
403
CALL
Sysco
SYY
$40.6B
$962K 0.02%
17,600
+5,200
+42% +$273K
CPA icon
404
PUT
Copa Holdings
CPA
$5.8B
$961K 0.02%
+19,000
New +$876K
MINT icon
405
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$952K 0.02%
9,359
-22,365
-70% -$2.25M
W icon
406
PUT
Wayfair
W
$11.9B
$949K 0.02%
+4,800
New +$718K
PG icon
407
PUT
Procter & Gamble
PG
$335B
$945K 0.02%
7,900
+5,000
+172% +$583K
X
408
DELISTED
US Steel
X
$940K 0.02%
130,202
+109,246
+521% +$852K
LOW icon
409
PUT
Lowe's Companies
LOW
$118B
$932K 0.02%
+6,900
New +$788K
PAYC icon
410
CALL
Paycom
PAYC
$7.53B
$929K 0.02%
+3,000
New +$799K
GDXJ icon
411
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$928K 0.02%
+18,718
New +$793K
TQQQ icon
412
CALL
ProShares UltraPro QQQ
TQQQ
$31.4B
$928K 0.02%
+76,000
New +$714K
COR icon
413
CALL
Cencora
COR
$60.7B
$927K 0.02%
9,200
-15,700
-63% -$1.45M
GDXJ icon
414
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$927K 0.02%
+18,700
New +$792K
SPXL icon
415
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$924K 0.02%
+22,100
New +$811K
URI icon
416
CALL
United Rentals
URI
$66.5B
$924K 0.02%
+6,200
New +$787K
CAT icon
417
CALL
Caterpillar
CAT
$373B
$923K 0.02%
7,300
-29,600
-80% -$3.51M
KMX icon
418
CALL
CarMax
KMX
$8.33B
$922K 0.02%
+10,300
New +$807K
VGK icon
419
Vanguard FTSE Europe ETF
VGK
$30.8B
$921K 0.02%
+18,309
New +$864K
PFE icon
420
PUT
Pfizer
PFE
$142B
$916K 0.02%
29,512
-27,088
-48% -$920K
EQIX icon
421
PUT
Equinix
EQIX
$103B
$913K 0.02%
1,300
+800
+160% +$541K
B
422
Barrick Mining
B
$63.2B
$909K 0.02%
+33,737
New +$843K
EQR icon
423
CALL
Equity Residential
EQR
$25.2B
$906K 0.02%
15,400
+5,800
+60% +$359K
SNAP icon
424
CALL
Snap
SNAP
$7.89B
$904K 0.02%
38,500
+2,300
+6% +$40.9K
CAR icon
425
CALL
Avis
CAR
$5.37B
$902K 0.02%
+39,400
New +$723K
15 16
17
18 19

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AWP
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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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RB
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OMG
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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.