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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.93%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.46B
AUM Growth
+$16.1M
Cap. Flow
-$412M
Cap. Flow %
-9.23%
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 Miscellaneous 96.37%
2 Technology 0.76%
3 Financials 0.61%
4 Utilities 0.59%
5 Consumer Discretionary 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LII icon
651
CALL
Lennox International
LII
$12.6B
$466K 0.01%
2,000
– –
KO icon
652
CALL
Coca-Cola
KO
$381B
$465K 0.01%
10,400
-167,500
-94% -$7.72M
VRTX icon
653
Vertex Pharmaceuticals
VRTX
$131B
$465K 0.01%
+1,601
New +$434K
CNQ icon
654
CALL
Canadian Natural Resources
CNQ
$104B
$464K 0.01%
+54,317
New +$439K
FCX icon
655
Freeport-McMoran
FCX
$100B
$463K 0.01%
40,045
+28,587
+249% +$262K
DOW icon
656
PUT
Dow Inc
DOW
$21.9B
$461K 0.01%
+11,300
New +$414K
EMLC icon
657
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$5.07B
$461K 0.01%
+14,982
New +$445K
SPYG icon
658
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$53.9B
$460K 0.01%
+10,249
New +$426K
DLR icon
659
PUT
Digital Realty Trust
DLR
$67.7B
$455K 0.01%
+3,200
New +$453K
ATVI
660
CALL
DELISTED
Activision Blizzard
ATVI
$455K 0.01%
6,000
-4,700
-44% -$328K
IJK icon
661
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
$454K 0.01%
8,100
-51,420
-86% -$2.67M
YETI icon
662
Yeti Holdings
YETI
$3B
$452K 0.01%
+10,576
New +$318K
COF icon
663
CALL
Capital One
COF
$127B
$451K 0.01%
7,200
-17,700
-71% -$1.1M
MKTX icon
664
PUT
MarketAxess Holdings
MKTX
$5.75B
$451K 0.01%
+900
New +$419K
TJX icon
665
CALL
TJX Companies
TJX
$138B
$450K 0.01%
8,900
+4,200
+89% +$211K
BAX icon
666
PUT
Baxter International
BAX
$12.3B
$448K 0.01%
+5,200
New +$453K
OXY icon
667
CALL
Occidental Petroleum
OXY
$60.4B
$448K 0.01%
+24,500
New +$386K
VRSN icon
668
VeriSign
VRSN
$27.2B
$447K 0.01%
+2,161
New +$449K
DFS
669
PUT
DELISTED
Discover Financial Services
DFS
$446K 0.01%
8,900
-57,500
-87% -$2.53M
EMN icon
670
CALL
Eastman Chemical
EMN
$7.56B
$446K 0.01%
+6,400
New +$403K
KO icon
671
Coca-Cola
KO
$381B
$444K 0.01%
+9,945
New +$458K
IWR icon
672
iShares Russell Mid-Cap ETF
IWR
$55.6B
$443K 0.01%
8,263
-12,815
-61% -$642K
COUP
673
PUT
DELISTED
Coupa Software Incorporated
COUP
$443K 0.01%
1,600
– –
NVO
674
Novo Nordisk
NVO
$185B
$439K 0.01%
+13,408
New +$428K
FIVE icon
675
CALL
Five Below
FIVE
$13.3B
$438K 0.01%
4,100
+1,100
+37% +$103K
25 26
27
28 29

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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 $412M 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 Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

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.