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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
IBN icon
976
ICICI Bank
IBN
$107B
$262K 0.01%
+28,153
New +$250K
EIX icon
977
CALL
Edison International
EIX
$30.3B
$261K 0.01%
+4,800
New +$276K
MAS icon
978
CALL
Masco
MAS
$14.3B
$261K 0.01%
+5,200
New +$225K
VALE icon
979
Vale
VALE
$62.3B
$261K 0.01%
25,334
-34,197
-57% -$313K
ATO icon
980
Atmos Energy
ATO
$29.7B
$260K 0.01%
+2,606
New +$263K
WOLF icon
981
PUT
Wolfspeed
WOLF
$1.04B
$260K 0.01%
+4,400
New +$212K
CG icon
982
Carlyle Group
CG
$16.1B
$259K 0.01%
+9,286
New +$238K
GILD icon
983
Gilead Sciences
GILD
$165B
$259K 0.01%
3,363
-7,858
-70% -$602K
PAYC icon
984
Paycom
PAYC
$7.88B
$257K 0.01%
+830
New +$221K
TCO
985
DELISTED
Taubman Centers Inc.
TCO
$257K 0.01%
+6,804
New +$278K
AVGO icon
986
Broadcom
AVGO
$1.76T
$255K 0.01%
8,070
-262,110
-97% -$7.34M
IGSB icon
987
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$255K 0.01%
4,656
-428
-8% -$23.1K
QAI icon
988
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1B
$255K 0.01%
+8,425
New +$249K
TGT icon
989
Target
TGT
$66.3B
$255K 0.01%
+2,127
New +$243K
ALK icon
990
PUT
Alaska Air
ALK
$5.11B
$254K 0.01%
+7,000
New +$228K
DVA icon
991
PUT
DaVita
DVA
$15.5B
$253K 0.01%
+3,200
New +$250K
ADSK icon
992
Autodesk
ADSK
$51.8B
$252K 0.01%
1,055
-2,899
-73% -$570K
EAT icon
993
PUT
Brinker International
EAT
$8.82B
$252K 0.01%
+10,500
New +$225K
EL icon
994
Estee Lauder
EL
$30.4B
$252K 0.01%
+1,338
New +$239K
ROP icon
995
Roper Technologies
ROP
$40.4B
$251K 0.01%
+646
New +$231K
SWK icon
996
PUT
Stanley Black & Decker
SWK
$14.5B
$251K 0.01%
+1,800
New +$217K
TWTR
997
DELISTED
Twitter, Inc.
TWTR
$251K 0.01%
8,417
-59,025
-88% -$1.78M
KEY icon
998
KeyCorp
KEY
$23.8B
$250K 0.01%
+20,488
New +$238K
LVS icon
999
CALL
Las Vegas Sands
LVS
$31.4B
$250K 0.01%
+5,500
New +$258K
LYB icon
1000
CALL
LyondellBasell Industries
LYB
$19.5B
$250K 0.01%
+3,800
New +$226K
38 39
40
41 42

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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.