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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
VO icon
726
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$397K 0.01%
+9,684
New +$371K
HUM icon
727
Humana
HUM
$43.9B
$396K 0.01%
+1,020
New +$382K
SPXL icon
728
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.27B
$395K 0.01%
9,446
-5,916
-39% -$217K
BURL icon
729
CALL
Burlington
BURL
$23.4B
$394K 0.01%
+2,000
New +$377K
IHI icon
730
iShares US Medical Devices ETF
IHI
$3.17B
$394K 0.01%
+8,928
New +$382K
AFL icon
731
CALL
Aflac
AFL
$65.5B
$393K 0.01%
10,900
-32,700
-75% -$1.18M
KIM icon
732
PUT
Kimco Realty
KIM
$17.5B
$393K 0.01%
+30,600
New +$340K
AUY
733
DELISTED
Yamana Gold, Inc.
AUY
$392K 0.01%
71,813
-53,154
-43% -$254K
IEI icon
734
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$391K 0.01%
+2,925
New +$390K
HON icon
735
CALL
Honeywell
HON
$76.4B
$390K 0.01%
+2,865
New +$379K
WYNN icon
736
Wynn Resorts
WYNN
$10.3B
$390K 0.01%
+5,229
New +$419K
META icon
737
Meta Platforms (Facebook)
META
$1.49T
$389K 0.01%
1,715
-27,385
-94% -$5.72M
PFE icon
738
CALL
Pfizer
PFE
$143B
$389K 0.01%
12,543
-102,975
-89% -$3.5M
PPL
739
CALL
PPL Corp
PPL
$26.9B
$388K 0.01%
+15,000
New +$390K
CM icon
740
Canadian Imperial Bank of Commerce
CM
$106B
$387K 0.01%
11,566
-12,066
-51% -$377K
FITB
741
Fifth Third Bancorp
FITB
$51.3B
$385K 0.01%
19,962
+9,804
+97% +$182K
LYG icon
742
Lloyds Banking Group
LYG
$85.2B
$384K 0.01%
255,871
+212,348
+488% +$318K
EPD icon
743
PUT
Enterprise Products Partners
EPD
$83.7B
$383K 0.01%
+21,100
New +$377K
EXPE icon
744
Expedia Group
EXPE
$36.5B
$383K 0.01%
+4,655
New +$339K
DPZ icon
745
Domino's
DPZ
$11.9B
$382K 0.01%
1,033
+193
+23% +$71.1K
HOLX
746
CALL
DELISTED
Hologic
HOLX
$382K 0.01%
+6,700
New +$329K
XYL icon
747
Xylem
XYL
$28.5B
$382K 0.01%
+5,878
New +$388K
AXP icon
748
CALL
American Express
AXP
$224B
$381K 0.01%
4,000
-11,400
-74% -$1.05M
BLK icon
749
PUT
Blackrock
BLK
$167B
$381K 0.01%
700
-3,400
-83% -$1.72M
CMI icon
750
CALL
Cummins
CMI
$83.6B
$381K 0.01%
2,200
-6,400
-74% -$1.02M
28 29
30
31 32

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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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RB
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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.