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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
BBBY
701
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$421K 0.01%
39,700
+11,600
+41% +$79.9K
EWL icon
702
iShares MSCI Switzerland ETF
EWL
$2.17B
$420K 0.01%
+10,785
New +$405K
PRU icon
703
PUT
Prudential Financial
PRU
$42.6B
$420K 0.01%
6,900
-41,000
-86% -$2.41M
REGN icon
704
Regeneron Pharmaceuticals
REGN
$72.9B
$420K 0.01%
+674
New +$383K
ITB icon
705
iShares US Home Construction ETF
ITB
$2.32B
$419K 0.01%
9,489
-3,499
-27% -$134K
OLED icon
706
PUT
Universal Display
OLED
$3.75B
$419K 0.01%
2,800
-400
-13% -$58.7K
TTWO icon
707
CALL
Take-Two Interactive
TTWO
$46.1B
$419K 0.01%
3,000
+900
+43% +$118K
AOM icon
708
iShares Core Moderate Allocation ETF
AOM
$1.74B
$418K 0.01%
+10,491
New +$405K
CAG icon
709
PUT
Conagra Brands
CAG
$7.42B
$415K 0.01%
+11,800
New +$393K
VIS icon
710
Vanguard Industrials ETF
VIS
$7.94B
$415K 0.01%
+3,195
New +$390K
CHRW icon
711
PUT
C.H. Robinson
CHRW
$20.5B
$411K 0.01%
5,200
-3,900
-43% -$294K
RGLD icon
712
CALL
Royal Gold
RGLD
$16.6B
$410K 0.01%
3,300
-1,000
-23% -$121K
UBER icon
713
Uber
UBER
$145B
$406K 0.01%
+13,053
New +$407K
IQ icon
714
CALL
iQIYI
IQ
$1.19B
$404K 0.01%
+17,400
New +$323K
KRE icon
715
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$404K 0.01%
10,532
-61,821
-85% -$2.26M
ICE icon
716
PUT
Intercontinental Exchange
ICE
$87.2B
$403K 0.01%
+4,400
New +$403K
VMW
717
CALL
DELISTED
VMware, Inc
VMW
$403K 0.01%
2,600
-3,400
-57% -$467K
UBER icon
718
PUT
Uber
UBER
$145B
$401K 0.01%
12,900
-3,600
-22% -$112K
CPAY icon
719
Corpay
CPAY
$25.7B
$401K 0.01%
+1,596
New +$379K
PXD
720
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$401K 0.01%
+4,100
New +$361K
IEUR icon
721
iShares Core MSCI Europe ETF
IEUR
$8.8B
$400K 0.01%
+9,358
New +$377K
DGX icon
722
PUT
Quest Diagnostics
DGX
$26B
$399K 0.01%
3,500
-4,100
-54% -$435K
BSX icon
723
PUT
Boston Scientific
BSX
$68.4B
$397K 0.01%
11,300
-4,200
-27% -$151K
DXJ icon
724
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$397K 0.01%
8,433
+751
+10% +$34.1K
SU icon
725
Suncor Energy
SU
$77.7B
$397K 0.01%
23,537
-3,332
-12% -$57K
27 28
29
30 31

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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.