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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
AAPL icon
51
Apple
AAPL
$4.43T
$10.2M 0.23%
111,868
+107,272
+2,334% +$8.31M
OEF icon
52
iShares S&P 100 ETF
OEF
$20B
$9.3M 0.21%
65,276
-41,632
-39% -$5.6M
CMG icon
53
PUT
Chipotle Mexican Grill
CMG
$47.7B
$9.05M 0.2%
430,000
+170,000
+65% +$3.15M
GOOG icon
54
PUT
Alphabet (Google) Class C
GOOG
$4.33T
$8.91M 0.2%
126,000
-10,000
-7% -$675K
IWM icon
55
iShares Russell 2000 ETF
IWM
$80B
$8.63M 0.19%
60,301
-204,714
-77% -$26.9M
MA icon
56
PUT
Mastercard
MA
$507B
$8.49M 0.19%
28,700
+22,800
+386% +$6.43M
SLV icon
57
CALL
iShares Silver Trust
SLV
$27.9B
$8.45M 0.19%
+496,900
New +$7.59M
TLT icon
58
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.9B
$8.2M 0.18%
50,000
+32,800
+191% +$5.4M
CCI icon
59
PUT
Crown Castle
CCI
$33B
$7.92M 0.18%
47,300
-1,500
-3% -$242K
HYG icon
60
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$7.74M 0.17%
94,800
+59,300
+167% +$4.78M
HD icon
61
CALL
Home Depot
HD
$331B
$7.49M 0.17%
29,900
-21,200
-41% -$4.85M
CME icon
62
CME Group
CME
$96.5B
$7.47M 0.17%
45,983
+976
+2% +$175K
NFLX icon
63
CALL
Netflix
NFLX
$298B
$7.05M 0.16%
155,000
+62,000
+67% +$2.64M
NFLX icon
64
PUT
Netflix
NFLX
$298B
$7.01M 0.16%
154,000
-11,000
-7% -$468K
JNJ icon
65
CALL
Johnson & Johnson
JNJ
$621B
$6.92M 0.16%
49,200
-35,400
-42% -$5.16M
CMG icon
66
CALL
Chipotle Mexican Grill
CMG
$47.7B
$6.84M 0.15%
325,000
+5,000
+2% +$92.6K
SHOP icon
67
CALL
Shopify
SHOP
$154B
$6.83M 0.15%
72,000
+3,000
+4% +$208K
BAC.PRL icon
68
Bank of America Series L
BAC.PRL
$3.97B
$6.7M 0.15%
4,991
– –
MSFT icon
69
Microsoft
MSFT
$3.43T
$6.7M 0.15%
+32,896
New +$5.97M
V icon
70
CALL
Visa
V
$682B
$6.55M 0.15%
33,900
+15,000
+79% +$2.74M
SRE icon
71
PUT
Sempra
SRE
$58.2B
$6.38M 0.14%
108,800
+6,800
+7% +$418K
XLI icon
72
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
$6.33M 0.14%
92,100
+17,000
+23% +$1.1M
D icon
73
PUT
Dominion Energy
D
$61.3B
$6.22M 0.14%
76,600
+70,500
+1,156% +$5.65M
EEM icon
74
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$6.2M 0.14%
155,000
+105,400
+213% +$3.95M
IEMG icon
75
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$6.1M 0.14%
+128,168
New +$5.72M
1 2
3
4 5

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OAM
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NOCM
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QIM
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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.