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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
GLDM icon
501
SPDR Gold MiniShares Trust
GLDM
$27.5B
$694K 0.02%
+19,525
New +$668K
ICE icon
502
CALL
Intercontinental Exchange
ICE
$87.2B
$687K 0.02%
+7,500
New +$687K
CHNG
503
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$687K 0.02%
61,323
+15,677
+34% +$176K
ZBH icon
504
Zimmer Biomet
ZBH
$18.8B
$686K 0.02%
+5,924
New +$683K
HLT icon
505
CALL
Hilton Worldwide
HLT
$72.4B
$683K 0.02%
+9,300
New +$690K
IYF icon
506
PUT
iShares US Financials ETF
IYF
$4.65B
$683K 0.02%
12,400
-3,600
-23% -$192K
DAL icon
507
CALL
Delta Air Lines
DAL
$56.7B
$682K 0.02%
24,300
-300
-1% -$7.63K
ACWV icon
508
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$680K 0.02%
+7,760
New +$672K
BMRN icon
509
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$678K 0.02%
5,500
+3,100
+129% +$308K
BND icon
510
Vanguard Total Bond Market
BND
$158B
$677K 0.02%
+7,661
New +$670K
CCL icon
511
CALL
Carnival Corporation Ltd
CCL
$38.1B
$677K 0.02%
+41,200
New +$617K
KR icon
512
PUT
Kroger
KR
$36.7B
$677K 0.02%
+20,000
New +$649K
ORLY icon
513
CALL
O'Reilly Automotive
ORLY
$75.1B
$675K 0.02%
24,000
+7,500
+45% +$196K
HSY icon
514
PUT
Hershey
HSY
$37.3B
$674K 0.02%
5,200
+2,900
+126% +$390K
CRWD icon
515
PUT
CrowdStrike
CRWD
$183B
$672K 0.02%
26,800
-4,400
-14% -$88.2K
RH icon
516
PUT
RH
RH
$3.33B
$672K 0.02%
2,700
+700
+35% +$127K
SWK icon
517
CALL
Stanley Black & Decker
SWK
$14.5B
$669K 0.02%
4,800
-9,800
-67% -$1.18M
AAL icon
518
CALL
American Airlines Group
AAL
$9.82B
$667K 0.02%
51,000
-11,200
-18% -$136K
RACE icon
519
CALL
Ferrari
RACE
$67.8B
$667K 0.02%
3,900
+400
+11% +$64.5K
TWTR
520
PUT
DELISTED
Twitter, Inc.
TWTR
$664K 0.01%
22,300
-90,100
-80% -$2.72M
OKTA icon
521
CALL
Okta
OKTA
$23.8B
$661K 0.01%
3,300
+800
+32% +$136K
SCHA icon
522
Schwab U.S Small- Cap ETF
SCHA
$21.8B
$661K 0.01%
+40,480
New +$606K
GDXJ icon
523
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$659K 0.01%
13,300
-13,200
-50% -$559K
IYE icon
524
iShares US Energy ETF
IYE
$1.72B
$659K 0.01%
32,922
+22,564
+218% +$442K
GD icon
525
PUT
General Dynamics
GD
$103B
$658K 0.01%
4,400
-20,000
-82% -$2.82M
19 20
21
22 23

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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.