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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
ROST icon
426
Ross Stores
ROST
$72.3B
$899K 0.02%
+10,545
New +$955K
CHNG
427
PUT
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$895K 0.02%
79,900
– –
DD icon
428
CALL
DuPont de Nemours
DD
$17.3B
$893K 0.02%
+13,384
New +$782K
VRSN icon
429
PUT
VeriSign
VRSN
$26.9B
$889K 0.02%
4,300
-200
-4% -$41.5K
TEAM icon
430
PUT
Atlassian
TEAM
$48B
$883K 0.02%
+4,900
New +$814K
AMGN icon
431
CALL
Amgen
AMGN
$203B
$873K 0.02%
3,700
-3,800
-51% -$867K
GDX icon
432
PUT
VanEck Gold Miners ETF
GDX
$28.3B
$873K 0.02%
23,800
-90,000
-79% -$2.96M
CAT icon
433
Caterpillar
CAT
$360B
$872K 0.02%
6,893
-19,488
-74% -$2.31M
LEN icon
434
CALL
Lennar Class A
LEN
$19.3B
$869K 0.02%
+14,565
New +$744K
SPXS icon
435
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$374M
$868K 0.02%
+1,111
New +$1.12M
KSU
436
CALL
DELISTED
Kansas City Southern
KSU
$866K 0.02%
5,800
-20,300
-78% -$2.85M
SBAC icon
437
PUT
SBA Communications
SBAC
$19.4B
$864K 0.02%
2,900
-1,500
-34% -$443K
PFE icon
438
Pfizer
PFE
$157B
$857K 0.02%
27,623
-778
-3% -$26.4K
BBY icon
439
CALL
Best Buy
BBY
$19.6B
$855K 0.02%
9,800
+3,200
+48% +$243K
MSI icon
440
CALL
Motorola Solutions
MSI
$77.6B
$855K 0.02%
6,100
-1,800
-23% -$255K
PTON icon
441
CALL
Peloton Interactive
PTON
$2.13B
$855K 0.02%
+14,800
New +$613K
NOW icon
442
PUT
ServiceNow
NOW
$147B
$851K 0.02%
10,500
-6,000
-36% -$424K
DRI icon
443
PUT
Darden Restaurants
DRI
$23.7B
$849K 0.02%
+11,200
New +$795K
VZ icon
444
CALL
Verizon
VZ
$214B
$849K 0.02%
15,400
-72,800
-83% -$4.1M
AMD icon
445
Advanced Micro Devices
AMD
$823B
$845K 0.02%
16,058
+5,990
+59% +$318K
CMG icon
446
Chipotle Mexican Grill
CMG
$44.1B
$844K 0.02%
+40,100
New +$742K
VEEV icon
447
CALL
Veeva Systems
VEEV
$43.2B
$844K 0.02%
+3,600
New +$714K
CRWD icon
448
CALL
CrowdStrike
CRWD
$248B
$842K 0.02%
33,600
+7,200
+27% +$144K
SPSB icon
449
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
$842K 0.02%
26,856
-7,509
-22% -$233K
XRT icon
450
PUT
State Street SPDR S&P Retail ETF
XRT
$395M
$840K 0.02%
+19,600
New +$744K
16 17
18
19 20

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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.