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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
MAN icon
801
CALL
ManpowerGroup
MAN
$2.6B
$344K 0.01%
5,000
– –
NTES icon
802
NetEase
NTES
$83B
$344K 0.01%
+4,000
New +$301K
TMUS icon
803
CALL
T-Mobile US
TMUS
$195B
$344K 0.01%
+3,300
New +$316K
TXN icon
804
PUT
Texas Instruments
TXN
$248B
$343K 0.01%
2,700
-1,800
-40% -$210K
CME icon
805
PUT
CME Group
CME
$95.4B
$341K 0.01%
+2,100
New +$376K
PAYC icon
806
PUT
Paycom
PAYC
$7.88B
$341K 0.01%
+1,100
New +$293K
SOXL icon
807
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$13.4B
$341K 0.01%
+27,195
New +$260K
BMO icon
808
PUT
Bank of Montreal
BMO
$123B
$340K 0.01%
6,400
-1,000
-14% -$51K
DKNG icon
809
DraftKings
DKNG
$12.2B
$340K 0.01%
+10,215
New +$282K
MPC icon
810
CALL
Marathon Petroleum
MPC
$90.1B
$340K 0.01%
9,100
-6,700
-42% -$215K
VB icon
811
Vanguard Morningstar Small-Cap ETF
VB
$78.9B
$340K 0.01%
+2,333
New +$313K
FCX icon
812
CALL
Freeport-McMoran
FCX
$86.2B
$339K 0.01%
29,300
-2,000
-6% -$18.3K
AZO icon
813
CALL
AutoZone
AZO
$51.3B
$338K 0.01%
300
-200
-40% -$211K
AZO icon
814
PUT
AutoZone
AZO
$51.3B
$338K 0.01%
300
-600
-67% -$632K
ED icon
815
CALL
Consolidated Edison
ED
$41.4B
$338K 0.01%
4,700
-10,900
-70% -$837K
WFC icon
816
PUT
Wells Fargo
WFC
$254B
$338K 0.01%
13,200
-20,300
-61% -$555K
CVNA icon
817
PUT
Carvana
CVNA
$47.5B
$337K 0.01%
+14,000
New +$262K
EWP icon
818
iShares MSCI Spain ETF
EWP
$2.04B
$337K 0.01%
+15,012
New +$319K
SO icon
819
Southern Company
SO
$108B
$337K 0.01%
+6,500
New +$361K
WDAY icon
820
PUT
Workday
WDAY
$41.5B
$337K 0.01%
+1,800
New +$291K
WFC icon
821
Wells Fargo
WFC
$254B
$335K 0.01%
+13,094
New +$358K
AOK icon
822
iShares Core Conservative Allocation ETF
AOK
$783M
$333K 0.01%
+9,143
New +$324K
OXY icon
823
Occidental Petroleum
OXY
$55.7B
$332K 0.01%
+18,116
New +$285K
SPLV icon
824
Invesco S&P 500 Low Volatility ETF
SPLV
$7.24B
$331K 0.01%
6,663
-33,256
-83% -$1.63M
RP
825
DELISTED
RealPage, Inc.
RP
$331K 0.01%
+5,087
New +$321K
31 32
33
34 35

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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.