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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
PII icon
601
CALL
Polaris
PII
$3.83B
$546K 0.01%
5,900
-2,100
-26% -$160K
SCHO icon
602
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$545K 0.01%
21,118
-37,410
-64% -$966K
CLX icon
603
Clorox
CLX
$12B
$543K 0.01%
+2,473
New +$494K
SOXX icon
604
PUT
iShares Semiconductor ETF
SOXX
$38.4B
$542K 0.01%
6,000
-18,000
-75% -$1.46M
FDS icon
605
Factset
FDS
$10B
$540K 0.01%
1,643
-1,072
-39% -$310K
FNV icon
606
Franco-Nevada
FNV
$41.3B
$540K 0.01%
3,868
-1,338
-26% -$178K
MTD icon
607
Mettler-Toledo International
MTD
$28.1B
$539K 0.01%
+669
New +$498K
ACN icon
608
PUT
Accenture
ACN
$106B
$537K 0.01%
2,500
-2,200
-47% -$416K
MNST icon
609
CALL
Monster Beverage
MNST
$95.1B
$534K 0.01%
15,400
+7,400
+93% +$242K
TWTR
610
CALL
DELISTED
Twitter, Inc.
TWTR
$533K 0.01%
17,900
-32,800
-65% -$989K
NEE icon
611
NextEra Energy
NEE
$185B
$531K 0.01%
8,836
+4,932
+126% +$295K
INCY icon
612
CALL
Incyte
INCY
$25.8B
$530K 0.01%
+5,100
New +$492K
ZS icon
613
CALL
Zscaler
ZS
$24.9B
$526K 0.01%
+4,800
New +$399K
STZ icon
614
PUT
Constellation Brands
STZ
$22.5B
$525K 0.01%
3,000
-800
-21% -$133K
DOG
615
ProShares Short Dow30
DOG
$112M
$523K 0.01%
+10,941
New +$560K
GIS icon
616
General Mills
GIS
$20.2B
$522K 0.01%
+8,466
New +$511K
MDB icon
617
PUT
MongoDB
MDB
$25.8B
$521K 0.01%
+2,300
New +$426K
ILMN icon
618
CALL
Illumina
ILMN
$29.5B
$518K 0.01%
+1,439
New +$463K
JD icon
619
CALL
JD.com
JD
$43.5B
$518K 0.01%
8,600
-4,400
-34% -$223K
JBHT icon
620
CALL
JB Hunt Transport Services
JBHT
$25.9B
$517K 0.01%
4,300
-1,200
-22% -$129K
XME icon
621
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$517K 0.01%
+24,418
New +$482K
PENN icon
622
PUT
PENN Entertainment
PENN
$2.84B
$516K 0.01%
+16,900
New +$387K
QSR icon
623
CALL
Restaurant Brands International
QSR
$26.2B
$514K 0.01%
+9,400
New +$474K
XLC icon
624
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$512K 0.01%
9,467
-72,088
-88% -$3.7M
ROST icon
625
CALL
Ross Stores
ROST
$80.8B
$511K 0.01%
6,000
-12,300
-67% -$1.11M
23 24
25
26 27

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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.