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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
FREE
1101
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$214K ﹤0.01%
+26,528
New +$266K
VMW
1102
DELISTED
VMware, Inc
VMW
$214K ﹤0.01%
1,379
-8,246
-86% -$1.13M
AAP icon
1103
Advance Auto Parts
AAP
$3.53B
$213K ﹤0.01%
+1,496
New +$190K
JNPR
1104
PUT
DELISTED
Juniper Networks
JNPR
$213K ﹤0.01%
+9,300
New +$214K
SDS icon
1105
PUT
ProShares UltraShort S&P500
SDS
$435M
$213K ﹤0.01%
+440
New +$249K
UN
1106
DELISTED
Unilever NV New York Registry Shares
UN
$212K ﹤0.01%
+3,975
New +$202K
ASND icon
1107
Ascendis Pharma A/S
ASND
$16.5B
$211K ﹤0.01%
+1,428
New +$196K
EVR icon
1108
Evercore
EVR
$11.8B
$211K ﹤0.01%
+3,587
New +$195K
K
1109
PUT
DELISTED
Kellanova
K
$211K ﹤0.01%
+3,408
New +$206K
RHI icon
1110
CALL
Robert Half
RHI
$4.11B
$211K ﹤0.01%
+4,000
New +$190K
WPM icon
1111
PUT
Wheaton Precious Metals
WPM
$49.7B
$211K ﹤0.01%
4,800
-29,700
-86% -$1.17M
HDB icon
1112
HDFC Bank
HDB
$123B
$210K ﹤0.01%
+9,254
New +$190K
JNPR
1113
CALL
DELISTED
Juniper Networks
JNPR
$210K ﹤0.01%
+9,200
New +$212K
QRVO icon
1114
PUT
Qorvo
QRVO
$7.9B
$210K ﹤0.01%
+1,900
New +$188K
TROW icon
1115
CALL
T. Rowe Price
TROW
$25.5B
$210K ﹤0.01%
1,700
-3,700
-69% -$422K
USB icon
1116
PUT
US Bancorp
USB
$97.9B
$210K ﹤0.01%
+5,700
New +$203K
CRM icon
1117
Salesforce
CRM
$154B
$209K ﹤0.01%
1,114
-2,483
-69% -$418K
ENTG icon
1118
Entegris
ENTG
$16.3B
$209K ﹤0.01%
+3,537
New +$196K
VOE icon
1119
Vanguard Mid-Cap Value ETF
VOE
$23.9B
$209K ﹤0.01%
2,179
-1,541
-41% -$141K
XPO icon
1120
CALL
XPO
XPO
$23.4B
$209K ﹤0.01%
+7,807
New +$187K
COKE icon
1121
Coca-Cola Consolidated
COKE
$12.8B
$208K ﹤0.01%
+9,090
New +$213K
HD icon
1122
Home Depot
HD
$337B
$208K ﹤0.01%
832
-403
-33% -$92.2K
LGND icon
1123
Ligand Pharmaceuticals
LGND
$5.77B
$208K ﹤0.01%
+2,980
New +$189K
PM icon
1124
Philip Morris
PM
$309B
$208K ﹤0.01%
+2,967
New +$216K
FANG icon
1125
Diamondback Energy
FANG
$56B
$207K ﹤0.01%
+4,960
New +$202K
43 44
45
46 47

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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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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.