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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
F icon
826
CALL
Ford
F
$60.9B
$329K 0.01%
54,100
+21,200
+64% +$117K
SDOW icon
827
ProShares UltraPro Short Dow 30
SDOW
$170M
$329K 0.01%
856
+135
+19% +$67.1K
WMT icon
828
Walmart Inc
WMT
$909B
$329K 0.01%
8,232
-20,304
-71% -$835K
BSX icon
829
Boston Scientific
BSX
$68.4B
$328K 0.01%
9,334
+663
+8% +$23.9K
MMM icon
830
PUT
3M
MMM
$91.8B
$328K 0.01%
2,512
-5,023
-67% -$633K
TNA icon
831
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.27B
$325K 0.01%
11,883
-6,201
-34% -$141K
DBO icon
832
Invesco DB Oil Fund
DBO
$401M
$324K 0.01%
46,336
+16,152
+54% +$101K
PPLI
833
PUT
People Inc
PPLI
$3.12B
$323K 0.01%
+5,595
New +$249K
MKC icon
834
McCormick & Company Non-Voting
MKC
$14B
$322K 0.01%
+3,590
New +$296K
IPGP icon
835
CALL
IPG Photonics
IPGP
$3.4B
$321K 0.01%
2,000
-1,400
-41% -$199K
BUD icon
836
PUT
AB InBev
BUD
$164B
$320K 0.01%
+6,500
New +$304K
T icon
837
PUT
AT&T
T
$164B
$320K 0.01%
14,034
-94,931
-87% -$2.16M
UAL icon
838
United Airlines
UAL
$38.8B
$320K 0.01%
+9,234
New +$277K
UPRO icon
839
ProShares UltraPro S&P 500
UPRO
$4.89B
$320K 0.01%
14,418
-17,398
-55% -$338K
CDNS icon
840
Cadence Design Systems
CDNS
$91.6B
$319K 0.01%
+3,329
New +$279K
SPG icon
841
Simon Property Group
SPG
$76.4B
$319K 0.01%
+4,658
New +$292K
ATVI
842
PUT
DELISTED
Activision Blizzard
ATVI
$319K 0.01%
4,200
-6,200
-60% -$433K
BLV icon
843
Vanguard Long-Term Bond ETF
BLV
$5.74B
$318K 0.01%
2,844
-908
-24% -$99.2K
D icon
844
CALL
Dominion Energy
D
$62.1B
$317K 0.01%
3,900
-19,600
-83% -$1.57M
MCHI icon
845
iShares MSCI China ETF
MCHI
$6.23B
$317K 0.01%
+4,842
New +$297K
SSO icon
846
ProShares Ultra S&P500
SSO
$7.52B
$317K 0.01%
20,272
-39,240
-66% -$555K
TXN icon
847
CALL
Texas Instruments
TXN
$248B
$317K 0.01%
2,500
-23,000
-90% -$2.68M
VALE icon
848
CALL
Vale
VALE
$62.3B
$317K 0.01%
+30,700
New +$281K
CHEF icon
849
Chefs' Warehouse
CHEF
$4.31B
$316K 0.01%
23,286
+4,688
+25% +$64.7K
FTNT icon
850
CALL
Fortinet
FTNT
$112B
$316K 0.01%
11,500
+1,500
+15% +$37.7K
32 33
34
35 36

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OAM
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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.