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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
UDOW icon
676
ProShares UltraPro Dow 30
UDOW
$801M
$438K 0.01%
+27,880
New +$394K
ZS icon
677
PUT
Zscaler
ZS
$24.9B
$438K 0.01%
4,000
-1,900
-32% -$158K
MTN icon
678
PUT
Vail Resorts
MTN
$5.7B
$437K 0.01%
+2,400
New +$420K
ISRG icon
679
Intuitive Surgical
ISRG
$127B
$435K 0.01%
2,289
-9,189
-80% -$1.65M
GD icon
680
CALL
General Dynamics
GD
$103B
$433K 0.01%
2,900
-39,300
-93% -$5.55M
CERN
681
PUT
DELISTED
Cerner Corp
CERN
$432K 0.01%
+6,300
New +$433K
LOGI icon
682
PUT
Logitech
LOGI
$14.8B
$430K 0.01%
+6,600
New +$352K
CBOE icon
683
CALL
Cboe Global Markets
CBOE
$32.2B
$429K 0.01%
+4,600
New +$453K
OKE icon
684
CALL
Oneok
OKE
$56.7B
$429K 0.01%
+12,900
New +$420K
PXF icon
685
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
$429K 0.01%
12,397
+5,329
+75% +$175K
HAL icon
686
Halliburton
HAL
$26.1B
$428K 0.01%
32,988
+7,602
+30% +$81.9K
KR icon
687
CALL
Kroger
KR
$36.7B
$427K 0.01%
12,600
+200
+2% +$6.49K
ROP icon
688
PUT
Roper Technologies
ROP
$40.4B
$427K 0.01%
1,100
-100
-8% -$35.8K
ROK icon
689
PUT
Rockwell Automation
ROK
$51.1B
$426K 0.01%
2,000
+400
+25% +$77.4K
SYY icon
690
PUT
Sysco
SYY
$40.8B
$426K 0.01%
+7,800
New +$410K
SLB icon
691
PUT
SLB Ltd
SLB
$72.7B
$425K 0.01%
23,100
-47,700
-67% -$836K
LHX icon
692
CALL
L3Harris
LHX
$55.4B
$424K 0.01%
+2,500
New +$470K
GAP
693
CALL
The Gap Inc
GAP
$7.3B
$423K 0.01%
+33,500
New +$302K
AXON
694
CALL
Axon Enterprise
AXON
$42.8B
$422K 0.01%
4,300
-1,500
-26% -$121K
CABO icon
695
Cable One
CABO
$237M
$422K 0.01%
+238
New +$426K
LQD icon
696
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$422K 0.01%
3,136
-5,163
-62% -$671K
ORLY icon
697
PUT
O'Reilly Automotive
ORLY
$75.1B
$422K 0.01%
+15,000
New +$392K
PH icon
698
CALL
Parker-Hannifin
PH
$120B
$422K 0.01%
2,300
-800
-26% -$129K
EQIX icon
699
CALL
Equinix
EQIX
$99.4B
$421K 0.01%
600
-200
-25% -$135K
EWC icon
700
iShares MSCI Canada ETF
EWC
$6.12B
$421K 0.01%
16,279
-14,917
-48% -$365K
26 27
28
29 30

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BCM
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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.