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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
EMN icon
1001
Eastman Chemical
EMN
$7.69B
$249K 0.01%
+3,571
New +$225K
GSK icon
1002
PUT
GSK
GSK
$107B
$249K 0.01%
+4,880
New +$250K
MLKN icon
1003
MillerKnoll
MLKN
$1.56B
$249K 0.01%
+10,560
New +$239K
PDD icon
1004
PUT
Pinduoduo
PDD
$126B
$249K 0.01%
+2,900
New +$174K
UGLD
1005
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
$249K 0.01%
+1,215
New +$226K
SNPS icon
1006
Synopsys
SNPS
$71.6B
$248K 0.01%
+1,274
New +$210K
ERX icon
1007
Direxion Daily Energy Bull 2X ETF
ERX
$231M
$247K 0.01%
16,338
-9,985
-38% -$151K
FAS icon
1008
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$247K 0.01%
+7,900
New +$234K
HCA icon
1009
HCA Healthcare
HCA
$90.6B
$246K 0.01%
+2,538
New +$264K
HON icon
1010
PUT
Honeywell
HON
$76.4B
$246K 0.01%
+1,804
New +$239K
RSG icon
1011
CALL
Republic Services
RSG
$67.4B
$246K 0.01%
3,000
-2,200
-42% -$177K
LOW icon
1012
Lowe's Companies
LOW
$121B
$245K 0.01%
+1,812
New +$207K
UNG icon
1013
United States Natural Gas Fund
UNG
$450M
$245K 0.01%
5,978
+3,213
+116% +$153K
LYFT icon
1014
CALL
Lyft
LYFT
$5.86B
$244K 0.01%
7,400
-7,100
-49% -$225K
WDC icon
1015
CALL
Western Digital
WDC
$159B
$243K 0.01%
7,277
+662
+10% +$21.4K
CMD
1016
PUT
DELISTED
Cantel Medical Corporation
CMD
$243K 0.01%
+5,500
New +$205K
FNDA icon
1017
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
$242K 0.01%
+15,280
New +$226K
OTEX icon
1018
PUT
Open Text
OTEX
$6.28B
$242K 0.01%
+5,700
New +$226K
XAR icon
1019
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.78B
$242K 0.01%
+2,765
New +$229K
LII icon
1020
Lennox International
LII
$15B
$241K 0.01%
+1,036
New +$209K
RCL icon
1021
CALL
Royal Caribbean
RCL
$86.8B
$241K 0.01%
4,800
-4,500
-48% -$204K
VXX icon
1022
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$169M
$241K 0.01%
+111
New +$267K
BYD icon
1023
CALL
Boyd Gaming
BYD
$6.75B
$240K 0.01%
+11,500
New +$210K
SQQQ icon
1024
ProShares UltraPro Short QQQ
SQQQ
$2.31B
$240K 0.01%
51
+20
+65% +$141K
GUNR icon
1025
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.19B
$239K 0.01%
8,648
-24,173
-74% -$634K
39 40
41
42 43

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AWP
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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.