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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
CSCO icon
776
Cisco
CSCO
$443B
$362K 0.01%
7,765
-91,249
-92% -$4M
TMO icon
777
PUT
Thermo Fisher Scientific
TMO
$214B
$362K 0.01%
1,000
-4,800
-83% -$1.61M
ABMD
778
CALL
DELISTED
Abiomed Inc
ABMD
$362K 0.01%
+1,500
New +$301K
DLTR icon
779
CALL
Dollar Tree
DLTR
$24.8B
$361K 0.01%
3,900
-20,900
-84% -$1.74M
B
780
CALL
Barrick Mining
B
$60.9B
$361K 0.01%
13,400
-58,900
-81% -$1.47M
IXUS icon
781
iShares Core MSCI Total International Stock ETF
IXUS
$56.8B
$361K 0.01%
+6,618
New +$340K
CAH icon
782
CALL
Cardinal Health
CAH
$53.7B
$360K 0.01%
+6,900
New +$356K
PGX icon
783
Invesco Preferred ETF
PGX
$3.79B
$358K 0.01%
+25,340
New +$355K
AN icon
784
CALL
AutoNation
AN
$7.7B
$357K 0.01%
+9,500
New +$344K
ANET icon
785
CALL
Arista Networks
ANET
$199B
$357K 0.01%
27,200
– –
SNAP icon
786
PUT
Snap
SNAP
$7.96B
$357K 0.01%
+15,200
New +$270K
THD icon
787
iShares MSCI Thailand ETF
THD
$361M
$357K 0.01%
+5,055
New +$341K
TXG icon
788
CALL
10x Genomics
TXG
$5.88B
$357K 0.01%
+4,000
New +$312K
AAP icon
789
PUT
Advance Auto Parts
AAP
$3.53B
$356K 0.01%
+2,500
New +$318K
CHEF icon
790
PUT
Chefs' Warehouse
CHEF
$4.31B
$356K 0.01%
26,200
– –
XLNX
791
DELISTED
Xilinx Inc
XLNX
$356K 0.01%
+3,620
New +$321K
CB icon
792
CALL
Chubb
CB
$140B
$355K 0.01%
2,800
-6,000
-68% -$695K
PDD icon
793
CALL
Pinduoduo
PDD
$126B
$352K 0.01%
4,100
-3,400
-45% -$205K
FISV
794
CALL
Fiserv Inc
FISV
$29.7B
$351K 0.01%
+3,600
New +$363K
ITM icon
795
VanEck Intermediate Muni ETF
ITM
$2.14B
$351K 0.01%
6,889
-11,245
-62% -$559K
RF icon
796
Regions Financial
RF
$26.4B
$350K 0.01%
31,446
+20,318
+183% +$216K
WM icon
797
PUT
Waste Management
WM
$95B
$350K 0.01%
3,300
-5,800
-64% -$586K
OLED icon
798
Universal Display
OLED
$3.75B
$349K 0.01%
+2,330
New +$342K
CVS icon
799
CVS Health
CVS
$135B
$347K 0.01%
+5,342
New +$336K
GWW icon
800
PUT
W.W. Grainger
GWW
$64.2B
$346K 0.01%
1,100
– –
30 31
32
33 34

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NOCM
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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.