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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
SWKS icon
551
PUT
Skyworks Solutions
SWKS
$9.21B
$614K 0.01%
+4,800
New +$532K
CVNA icon
552
CALL
Carvana
CVNA
$47.5B
$613K 0.01%
25,500
-5,500
-18% -$103K
CHTR icon
553
CALL
Charter Communications
CHTR
$17.3B
$612K 0.01%
1,200
-400
-25% -$203K
LVS icon
554
PUT
Las Vegas Sands
LVS
$31.4B
$606K 0.01%
+13,300
New +$625K
XLRE icon
555
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.72B
$605K 0.01%
+17,387
New +$588K
GIS icon
556
PUT
General Mills
GIS
$20.2B
$604K 0.01%
+9,800
New +$591K
VMW
557
PUT
DELISTED
VMware, Inc
VMW
$604K 0.01%
3,900
-8,300
-68% -$1.14M
EBAY icon
558
PUT
eBay
EBAY
$51.2B
$603K 0.01%
11,500
-10,600
-48% -$448K
HCA icon
559
PUT
HCA Healthcare
HCA
$88.4B
$602K 0.01%
6,200
+3,200
+107% +$333K
CI icon
560
CALL
Cigna
CI
$78.4B
$600K 0.01%
3,200
-4,300
-57% -$816K
MGM icon
561
PUT
MGM Resorts International
MGM
$11.7B
$598K 0.01%
+35,600
New +$575K
VEA icon
562
Vanguard FTSE Developed Markets ETF
VEA
$223B
$598K 0.01%
+15,415
New +$563K
FNDF icon
563
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$597K 0.01%
+25,148
New +$568K
PANW icon
564
PUT
Palo Alto Networks
PANW
$256B
$597K 0.01%
15,600
+4,200
+37% +$148K
CTXS
565
CALL
DELISTED
Citrix Systems Inc
CTXS
$592K 0.01%
+4,000
New +$575K
MRSH
566
CALL
Marsh
MRSH
$94.3B
$591K 0.01%
5,500
+2,500
+83% +$253K
FIS icon
567
Fidelity National Information Services
FIS
$24.2B
$590K 0.01%
+4,399
New +$578K
SKX
568
CALL
DELISTED
Skechers
SKX
$590K 0.01%
+18,800
New +$539K
MDB icon
569
CALL
MongoDB
MDB
$25.8B
$588K 0.01%
2,600
-1,600
-38% -$296K
JPM icon
570
JPMorgan Chase
JPM
$916B
$582K 0.01%
+6,186
New +$587K
USO icon
571
United States Oil Fund
USO
$2.15B
$581K 0.01%
20,705
+6,255
+43% +$171K
SU icon
572
PUT
Suncor Energy
SU
$77.7B
$580K 0.01%
34,400
+13,000
+61% +$222K
BP icon
573
BP
BP
$112B
$577K 0.01%
24,725
+14,386
+139% +$345K
KHC icon
574
CALL
Kraft Heinz
KHC
$32.8B
$577K 0.01%
18,100
+3,200
+21% +$96.1K
FIVN icon
575
CALL
FIVE9
FIVN
$2.08B
$575K 0.01%
+5,200
New +$506K
21 22
23
24 25

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OAM
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NOCM
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TIM
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QIM
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SLT
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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.