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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
CCL icon
476
Carnival Corporation Ltd
CCL
$38.1B
$765K 0.02%
+46,600
New +$698K
ABT icon
477
Abbott
ABT
$187B
$764K 0.02%
+8,355
New +$755K
TNA icon
478
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.27B
$745K 0.02%
+27,200
New +$620K
BDX icon
479
CALL
Becton Dickinson
BDX
$46.4B
$742K 0.02%
3,178
-3,792
-54% -$914K
NVS icon
480
CALL
Novartis
NVS
$302B
$742K 0.02%
8,500
+3,600
+73% +$311K
KR icon
481
Kroger
KR
$36.7B
$740K 0.02%
+21,865
New +$709K
PANW icon
482
CALL
Palo Alto Networks
PANW
$256B
$735K 0.02%
19,200
+9,600
+100% +$338K
IYT icon
483
CALL
iShares US Transportation ETF
IYT
$2.28B
$732K 0.02%
+18,000
New +$683K
TQQQ icon
484
ProShares UltraPro QQQ
TQQQ
$28.6B
$731K 0.02%
+59,880
New +$562K
WDAY icon
485
CALL
Workday
WDAY
$41.5B
$731K 0.02%
+3,900
New +$630K
NTES icon
486
PUT
NetEase
NTES
$83B
$730K 0.02%
+8,500
New +$640K
SDY icon
487
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$730K 0.02%
8,004
-1,356
-14% -$119K
BSX icon
488
CALL
Boston Scientific
BSX
$68.4B
$727K 0.02%
20,700
+11,600
+127% +$418K
EA icon
489
PUT
Electronic Arts
EA
$52.7B
$726K 0.02%
+5,500
New +$650K
GSK icon
490
CALL
GSK
GSK
$107B
$726K 0.02%
+14,240
New +$731K
SNPS icon
491
PUT
Synopsys
SNPS
$71.6B
$722K 0.02%
3,700
+900
+32% +$149K
WORK
492
PUT
DELISTED
Slack Technologies, Inc.
WORK
$721K 0.02%
+23,200
New +$697K
PSX icon
493
CALL
Phillips 66
PSX
$82.9B
$712K 0.02%
+9,900
New +$701K
FIS icon
494
PUT
Fidelity National Information Services
FIS
$24.2B
$711K 0.02%
+5,300
New +$696K
LUV icon
495
PUT
Southwest Airlines
LUV
$21.7B
$711K 0.02%
20,800
-4,600
-18% -$146K
AMGN icon
496
PUT
Amgen
AMGN
$209B
$708K 0.02%
3,000
-600
-17% -$137K
TGT icon
497
PUT
Target
TGT
$66.3B
$708K 0.02%
5,900
-2,600
-31% -$297K
AMT icon
498
American Tower
AMT
$83.5B
$702K 0.02%
+2,714
New +$671K
XLB icon
499
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$699K 0.02%
24,800
-14,800
-37% -$390K
M icon
500
CALL
Macy's
M
$6.51B
$698K 0.02%
101,500
+69,200
+214% +$426K
18 19
20
21 22

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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.