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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
(+0.36%)
Cap. Flow
-$939M
Cap. Flow
% of AUM
-21.05%
Top 10 Holdings %
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 |
Apple
AAPL
|
+$8.31M |
| 5 |
Microsoft
MSFT
|
+$5.97M |
Top Sells
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 | |
|---|---|---|---|---|---|---|
26
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $21M | 0.47% |
81,400
-497,500
| -86% | -$122M |
|
27
CALL
Tesla
TSLA
$1.23T
| $20.7M | 0.47% |
288,000
+61,500
| +27% | +$3.33M |
|
28
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $19.1M | 0.43% |
234,200
+209,100
| +833% | +$16.9M |
|
|
29
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $18.6M | 0.42% |
72,000
-255,600
| -78% | -$62.9M |
|
|
30
PUT
Microsoft
MSFT
$3.44T
| $17.3M | 0.39% |
85,100
+13,000
| +18% | +$2.36M |
|
31
PUT
Assurant
AIZ
$13.9B
| $17.2M | 0.39% |
166,300
+113,800
| +217% | +$11.8M |
|
32
CALL
Meta Platforms (Facebook)
META
$1.4T
| $17.1M | 0.38% |
75,400
-17,900
| -19% | -$3.74M |
|
|
X
33
PUT
DELISTED
US Steel
X
| $16.3M | 0.37% |
2,261,900
+737,400
| +48% | +$5.75M |
|
34
CALL
Alphabet (Google) Class A
GOOGL
$4.37T
| $15.9M | 0.36% |
224,000
+118,000
| +111% | +$7.96M |
|
|
35
PUT
Meta Platforms (Facebook)
META
$1.4T
| $14.7M | 0.33% |
64,700
-21,700
| -25% | -$4.53M |
|
|
DCUE
36
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
| $14.5M | 0.32% |
142,912
+86,893
| +155% | +$8.8M |
|
37
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $14.5M | 0.32% |
763,600
+507,200
| +198% | +$9.43M |
|
38
PUT
NVIDIA
NVDA
$4.89T
| $14.1M | 0.32% |
1,484,000
+532,000
| +56% | +$4.3M |
|
39
PUT
Danaher
DHR
$138B
| $14.1M | 0.32% |
89,676
+83,359
| +1,320% | +$12M |
|
40
PUT
SPDR Gold Trust
GLD
$131B
| $14M | 0.31% |
83,900
+53,500
| +176% | +$8.63M |
|
|
41
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $13.2M | 0.3% |
697,200
+162,000
| +30% | +$3.01M |
|
|
42
PUT
Alphabet (Google) Class A
GOOGL
$4.37T
| $11.8M | 0.26% |
166,000
-8,000
| -5% | -$539K |
|
|
43
CALL
Alphabet (Google) Class C
GOOG
$4.37T
| $11.3M | 0.25% |
160,000
-42,000
| -21% | -$2.83M |
|
|
44
CALL
Microsoft
MSFT
$3.44T
| $10.9M | 0.24% |
53,600
+12,000
| +29% | +$2.18M |
|
45
PUT
Sea Limited
SE
$65.6B
| $10.9M | 0.24% |
101,700
+700
| +0.7% | +$50.7K |
|
46
iShares Russell 1000 Growth ETF
IWF
$121B
| $10.7M | 0.24% |
223,172
-66,340
| -23% | -$2.92M |
|
47
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42B
| $10.6M | 0.24% |
64,700
+53,300
| +468% | +$8.77M |
|
48
PUT
Dick's Sporting Goods
DKS
$17.5B
| $10.5M | 0.24% |
+254,800
| New | +$8.09M |
|
49
PUT
Enovis
ENOV
$1.68B
| $10.3M | 0.23% |
215,377
+291
| +0.1% | +$12.9K |
|
|
50
CALL
NVIDIA
NVDA
$4.89T
| $10.3M | 0.23% |
1,080,000
-640,000
| -37% | -$5.18M |
|
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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.