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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
SPAB icon
1051
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$229K 0.01%
+7,426
New +$227K
VOO icon
1052
Vanguard S&P 500 ETF
VOO
$956B
$229K 0.01%
+809
New +$218K
MRO
1053
DELISTED
Marathon Oil Corporation
MRO
$229K 0.01%
37,363
-74,583
-67% -$412K
EOG icon
1054
CALL
EOG Resources
EOG
$77.7B
$228K 0.01%
+4,500
New +$218K
A icon
1055
Agilent Technologies
A
$39.6B
$227K 0.01%
+2,566
New +$210K
BBY icon
1056
PUT
Best Buy
BBY
$19B
$227K 0.01%
+2,600
New +$197K
COP icon
1057
CALL
ConocoPhillips
COP
$144B
$227K 0.01%
5,400
-3,000
-36% -$121K
LNG icon
1058
CALL
Cheniere Energy
LNG
$54.2B
$227K 0.01%
4,700
-6,900
-59% -$301K
SRLN icon
1059
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$227K 0.01%
5,241
-7,555
-59% -$320K
TTE icon
1060
CALL
TotalEnergies
TTE
$193B
$227K 0.01%
+5,900
New +$219K
CHKP icon
1061
CALL
Check Point Software Technologies
CHKP
$14.3B
$226K 0.01%
2,100
-3,500
-63% -$371K
CPB icon
1062
Campbell Soup
CPB
$6.85B
$225K 0.01%
+4,538
New +$225K
IWD icon
1063
CALL
iShares Russell 1000 Value ETF
IWD
$81.4B
$225K 0.01%
+2,000
New +$220K
BJ icon
1064
CALL
BJs Wholesale Club
BJ
$12.8B
$224K 0.01%
+6,000
New +$184K
HIW icon
1065
PUT
Highwoods Properties
HIW
$3.79B
$224K 0.01%
6,000
-2,000
-25% -$74.4K
MO icon
1066
PUT
Altria Group
MO
$125B
$224K 0.01%
+5,700
New +$222K
RWO icon
1067
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
$224K 0.01%
5,736
-2,228
-28% -$85.1K
STMP
1068
DELISTED
Stamps.com, Inc.
STMP
$224K 0.01%
+1,218
New +$208K
FCX icon
1069
PUT
Freeport-McMoran
FCX
$86.2B
$223K 0.01%
19,300
-14,700
-43% -$135K
FNV icon
1070
CALL
Franco-Nevada
FNV
$41.3B
$223K 0.01%
1,600
-2,400
-60% -$319K
RWX icon
1071
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$222K 0.01%
7,705
-10,959
-59% -$310K
WPC icon
1072
W.P. Carey
WPC
$16.6B
$222K 0.01%
+3,352
New +$208K
AMED
1073
DELISTED
Amedisys
AMED
$221K 0.01%
+1,113
New +$208K
DGX icon
1074
Quest Diagnostics
DGX
$26B
$221K 0.01%
+1,938
New +$206K
EW icon
1075
Edwards Lifesciences
EW
$49.4B
$221K 0.01%
+3,200
New +$227K
41 42
43
44 45

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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.