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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
TMUS icon
851
T-Mobile US
TMUS
$195B
$316K 0.01%
+3,034
New +$291K
GRUB
852
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$316K 0.01%
+2,250
New +$238K
CAR icon
853
PUT
Avis
CAR
$5.47B
$314K 0.01%
+13,700
New +$251K
MPC icon
854
PUT
Marathon Petroleum
MPC
$90.1B
$314K 0.01%
+8,400
New +$270K
CHWY icon
855
PUT
Chewy
CHWY
$9.54B
$313K 0.01%
+7,000
New +$305K
EDU icon
856
CALL
New Oriental
EDU
$9.32B
$313K 0.01%
+2,400
New +$292K
SYK icon
857
Stryker
SYK
$135B
$313K 0.01%
+1,735
New +$320K
TD icon
858
Toronto Dominion Bank
TD
$193B
$313K 0.01%
7,017
+1,042
+17% +$44.4K
CBRE icon
859
CALL
CBRE Group
CBRE
$43.3B
$312K 0.01%
+6,900
New +$298K
DUK icon
860
PUT
Duke Energy
DUK
$101B
$312K 0.01%
+3,900
New +$330K
TMUS icon
861
PUT
T-Mobile US
TMUS
$195B
$312K 0.01%
+3,000
New +$288K
KLAC icon
862
PUT
KLA
KLAC
$222B
$311K 0.01%
16,000
-16,000
-50% -$274K
PH icon
863
Parker-Hannifin
PH
$120B
$310K 0.01%
+1,689
New +$273K
DEO icon
864
CALL
Diageo
DEO
$49.6B
$309K 0.01%
+2,300
New +$316K
LITE icon
865
CALL
Lumentum
LITE
$46.9B
$309K 0.01%
+3,800
New +$290K
LITE icon
866
PUT
Lumentum
LITE
$46.9B
$309K 0.01%
+3,800
New +$290K
QRVO icon
867
CALL
Qorvo
QRVO
$7.9B
$309K 0.01%
2,800
-200
-7% -$19.8K
CHE icon
868
Chemed
CHE
$7.16B
$308K 0.01%
+683
New +$305K
PRFZ icon
869
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.74B
$308K 0.01%
13,785
-39,280
-74% -$806K
CBRE icon
870
PUT
CBRE Group
CBRE
$43.3B
$307K 0.01%
+6,800
New +$293K
BP icon
871
CALL
BP
BP
$112B
$305K 0.01%
13,100
-16,300
-55% -$391K
RY icon
872
CALL
Royal Bank of Canada
RY
$287B
$305K 0.01%
4,500
-2,700
-38% -$172K
WFC icon
873
CALL
Wells Fargo
WFC
$254B
$305K 0.01%
+11,900
New +$326K
SCHE icon
874
Schwab Emerging Markets Equity ETF
SCHE
$12.2B
$304K 0.01%
+12,487
New +$284K
CRUS icon
875
CALL
Cirrus Logic
CRUS
$6.76B
$303K 0.01%
+4,900
New +$335K
33 34
35
36 37

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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.