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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
RY icon
926
PUT
Royal Bank of Canada
RY
$287B
$285K 0.01%
+4,200
New +$267K
CASY icon
927
CALL
Casey's General Stores
CASY
$32.1B
$284K 0.01%
+1,900
New +$286K
PSLV icon
928
Sprott Physical Silver Trust
PSLV
$11.8B
$284K 0.01%
43,018
+21,391
+99% +$129K
ICE icon
929
Intercontinental Exchange
ICE
$87.2B
$283K 0.01%
+3,091
New +$283K
INCY icon
930
Incyte
INCY
$25.8B
$283K 0.01%
+2,723
New +$263K
LEN icon
931
PUT
Lennar Class A
LEN
$20.4B
$283K 0.01%
+4,752
New +$243K
AEE icon
932
CALL
Ameren
AEE
$30.4B
$281K 0.01%
+4,000
New +$290K
CI icon
933
PUT
Cigna
CI
$78.4B
$281K 0.01%
+1,500
New +$285K
PPBT
934
Purple Biotech
PPBT
$1.29M
$281K 0.01%
127
+119
+1,488% +$117K
BTAL icon
935
AGF US Market Neutral Anti-Beta Fund
BTAL
$315M
$280K 0.01%
+11,516
New +$284K
ERIC icon
936
Ericsson
ERIC
$32.1B
$280K 0.01%
+30,099
New +$261K
UNH icon
937
UnitedHealth
UNH
$382B
$280K 0.01%
+948
New +$272K
HLT icon
938
PUT
Hilton Worldwide
HLT
$72.4B
$279K 0.01%
+3,800
New +$282K
TECL icon
939
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.39B
$279K 0.01%
+12,000
New +$212K
ROK icon
940
CALL
Rockwell Automation
ROK
$51.1B
$277K 0.01%
+1,300
New +$251K
CM icon
941
CALL
Canadian Imperial Bank of Commerce
CM
$106B
$275K 0.01%
+8,200
New +$256K
MAR icon
942
Marriott International
MAR
$100B
$275K 0.01%
+3,206
New +$278K
MNST icon
943
Monster Beverage
MNST
$95.1B
$275K 0.01%
7,942
-1,016
-11% -$33.2K
SH icon
944
CALL
ProShares Short S&P500
SH
$928M
$275K 0.01%
+3,075
New +$295K
RGLD icon
945
PUT
Royal Gold
RGLD
$16.6B
$274K 0.01%
2,200
-5,100
-70% -$616K
MTN icon
946
CALL
Vail Resorts
MTN
$5.7B
$273K 0.01%
+1,500
New +$262K
SNPS icon
947
CALL
Synopsys
SNPS
$71.6B
$273K 0.01%
+1,400
New +$231K
ETR icon
948
PUT
Entergy
ETR
$50.3B
$272K 0.01%
5,800
-8,000
-58% -$388K
ADM icon
949
Archer Daniels Midland
ADM
$38.7B
$271K 0.01%
+6,783
New +$254K
RWM icon
950
ProShares Short Russell2000
RWM
$133M
$271K 0.01%
7,495
+3,050
+69% +$125K
36 37
38
39 40

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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.