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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
VEEV icon
526
PUT
Veeva Systems
VEEV
$33.8B
$656K 0.01%
2,800
+1,100
+65% +$218K
SPLK
527
CALL
DELISTED
Splunk Inc
SPLK
$656K 0.01%
+3,300
New +$522K
SAFE
528
PUT
Safehold
SAFE
$1.17B
$655K 0.01%
10,929
– –
FXU icon
529
First Trust Utilities AlphaDEX Fund
FXU
$826M
$652K 0.01%
25,280
-35,477
-58% -$932K
OIH icon
530
VanEck Oil Services ETF
OIH
$1.97B
$650K 0.01%
5,331
+710
+15% +$79.5K
WORK
531
CALL
DELISTED
Slack Technologies, Inc.
WORK
$650K 0.01%
20,900
+4,600
+28% +$138K
DECK icon
532
CALL
Deckers Outdoor
DECK
$14.1B
$648K 0.01%
19,800
+9,000
+83% +$248K
NOC icon
533
PUT
Northrop Grumman
NOC
$76B
$646K 0.01%
2,100
+200
+11% +$65.6K
TQQQ icon
534
PUT
ProShares UltraPro QQQ
TQQQ
$28.6B
$644K 0.01%
+52,800
New +$496K
BJRI icon
535
CALL
BJ's Restaurants
BJRI
$1.47B
$641K 0.01%
+30,600
New +$606K
VRSN icon
536
CALL
VeriSign
VRSN
$26.3B
$641K 0.01%
3,100
-6,300
-67% -$1.31M
XIFR
537
PUT
XPLR Infrastructure LP
XIFR
$1.04B
$641K 0.01%
12,500
– –
CTAS icon
538
CALL
Cintas
CTAS
$86.6B
$639K 0.01%
9,600
-1,600
-14% -$92.5K
DOCU
539
PUT
DocuSign
DOCU
$11.1B
$637K 0.01%
+3,700
New +$466K
ETSY icon
540
PUT
Etsy
ETSY
$8.12B
$637K 0.01%
+6,000
New +$444K
VNQ icon
541
Vanguard Real Estate ETF
VNQ
$39.9B
$636K 0.01%
8,099
-3,285
-29% -$249K
KBE icon
542
State Street SPDR S&P Bank ETF
KBE
$1.64B
$635K 0.01%
20,139
-68,845
-77% -$2.08M
IWF icon
543
PUT
iShares Russell 1000 Growth ETF
IWF
$117B
$633K 0.01%
+13,200
New +$582K
KMX icon
544
PUT
CarMax
KMX
$8.39B
$627K 0.01%
+7,000
New +$549K
NVR icon
545
NVR
NVR
$17.1B
$626K 0.01%
+192
New +$589K
SBUX icon
546
Starbucks
SBUX
$119B
$625K 0.01%
+8,493
New +$638K
NOV icon
547
CALL
NOV
NOV
$6.84B
$621K 0.01%
50,700
+25,900
+104% +$318K
OKTA icon
548
PUT
Okta
OKTA
$23.8B
$621K 0.01%
3,100
-1,600
-34% -$272K
XRT icon
549
State Street SPDR S&P Retail ETF
XRT
$457M
$616K 0.01%
14,363
+2,432
+20% +$92.3K
HYS icon
550
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$614K 0.01%
+6,732
New +$602K
20 21
22
23 24

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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.