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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
FLRN icon
451
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$837K 0.02%
+27,455
New +$829K
JD icon
452
PUT
JD.com
JD
$43.6B
$837K 0.02%
13,900
-3,200
-19% -$162K
PEP icon
453
PUT
PepsiCo
PEP
$191B
$833K 0.02%
6,300
-17,900
-74% -$2.36M
COUP
454
CALL
DELISTED
Coupa Software Incorporated
COUP
$831K 0.02%
3,000
-100
-3% -$20.1K
CTAS icon
455
PUT
Cintas
CTAS
$82.7B
$826K 0.02%
+12,400
New +$717K
VMBS icon
456
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$824K 0.02%
+15,156
New +$825K
O icon
457
PUT
Realty Income
O
$60.1B
$815K 0.02%
+14,138
New +$753K
VRTX icon
458
PUT
Vertex Pharmaceuticals
VRTX
$122B
$813K 0.02%
2,800
+1,000
+56% +$271K
UUP icon
459
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
$807K 0.02%
30,656
+17,937
+141% +$480K
EA icon
460
CALL
Electronic Arts
EA
$52.9B
$806K 0.02%
+6,100
New +$721K
EWY icon
461
iShares MSCI South Korea ETF
EWY
$22.5B
$806K 0.02%
+14,112
New +$745K
AGG icon
462
iShares Core US Aggregate Bond ETF
AGG
$138B
$803K 0.02%
6,796
-6,550
-49% -$767K
EZU icon
463
iShare MSCI Eurozone ETF
EZU
$9.65B
$800K 0.02%
+21,921
New +$733K
TMO icon
464
CALL
Thermo Fisher Scientific
TMO
$214B
$797K 0.02%
2,200
-1,800
-45% -$603K
MRK icon
465
PUT
Merck
MRK
$321B
$796K 0.02%
10,794
-30,392
-74% -$2.29M
CP icon
466
CALL
Canadian Pacific Kansas City
CP
$78.3B
$792K 0.02%
15,500
-28,500
-65% -$1.35M
PTON icon
467
PUT
Peloton Interactive
PTON
$2.76B
$786K 0.02%
+13,600
New +$563K
HUBS icon
468
PUT
HubSpot
HUBS
$11.9B
$785K 0.02%
+3,500
New +$629K
ITUB icon
469
Itaú Unibanco
ITUB
$93B
$784K 0.02%
+229,822
New +$745K
XLV icon
470
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$781K 0.02%
7,800
-183,800
-96% -$18.1M
PENN icon
471
CALL
PENN Entertainment
PENN
$2.75B
$779K 0.02%
+25,500
New +$584K
HUM icon
472
PUT
Humana
HUM
$44B
$776K 0.02%
+2,000
New +$748K
BABA icon
473
Alibaba
BABA
$279B
$775K 0.02%
3,592
-24,512
-87% -$5.1M
ABT icon
474
CALL
Abbott
ABT
$183B
$768K 0.02%
8,400
-28,800
-77% -$2.6M
ADSK icon
475
CALL
Autodesk
ADSK
$49.6B
$765K 0.02%
3,200
+1,300
+68% +$256K
17 18
19
20 21

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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.