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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
LOGI icon
1126
Logitech
LOGI
$14.8B
$207K ﹤0.01%
+3,175
New +$169K
GAP
1127
PUT
The Gap Inc
GAP
$7.3B
$207K ﹤0.01%
+16,400
New +$148K
MMP
1128
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$207K ﹤0.01%
4,800
-5,800
-55% -$245K
FTNT icon
1129
PUT
Fortinet
FTNT
$112B
$206K ﹤0.01%
+7,500
New +$188K
HIW icon
1130
Highwoods Properties
HIW
$3.79B
$205K ﹤0.01%
5,490
-2,799
-34% -$104K
PALL icon
1131
abrdn Physical Palladium Shares ETF
PALL
$609M
$205K ﹤0.01%
5,605
+780
+16% +$29.1K
POCT icon
1132
Innovator US Equity Power Buffer ETF October
POCT
$952M
$205K ﹤0.01%
+8,137
New +$198K
PXH icon
1133
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.89B
$205K ﹤0.01%
+11,884
New +$199K
TSLA icon
1134
Tesla
TSLA
$1.18T
$205K ﹤0.01%
+2,850
New +$154K
SPLK
1135
DELISTED
Splunk Inc
SPLK
$205K ﹤0.01%
1,034
-792
-43% -$125K
DEM icon
1136
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.8B
$204K ﹤0.01%
5,641
-14,772
-72% -$520K
IGOV icon
1137
iShares International Treasury Bond ETF
IGOV
$1.51B
$204K ﹤0.01%
+4,002
New +$200K
ORCL icon
1138
PUT
Oracle
ORCL
$339B
$204K ﹤0.01%
3,700
-33,200
-90% -$1.76M
UHAL icon
1139
U-Haul Holding Co
UHAL
$14B
$204K ﹤0.01%
+6,750
New +$198K
CPB icon
1140
PUT
Campbell Soup
CPB
$6.85B
$203K ﹤0.01%
+4,100
New +$204K
FAS icon
1141
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$203K ﹤0.01%
+6,500
New +$192K
SPXU icon
1142
CALL
ProShares UltraPro Short S&P 500
SPXU
$435M
$203K ﹤0.01%
+172
New +$262K
HES
1143
DELISTED
Hess
HES
$202K ﹤0.01%
3,893
-7,343
-65% -$336K
JBL icon
1144
Jabil
JBL
$30.1B
$202K ﹤0.01%
+6,312
New +$182K
SLB icon
1145
CALL
SLB Ltd
SLB
$72.7B
$202K ﹤0.01%
11,000
-45,900
-81% -$804K
AVB icon
1146
PUT
AvalonBay Communities
AVB
$27.5B
$201K ﹤0.01%
1,300
-2,500
-66% -$396K
ED icon
1147
PUT
Consolidated Edison
ED
$41.4B
$201K ﹤0.01%
2,800
-4,500
-62% -$346K
FANG icon
1148
CALL
Diamondback Energy
FANG
$56B
$201K ﹤0.01%
+4,800
New +$196K
MSCI icon
1149
MSCI
MSCI
$42.4B
$201K ﹤0.01%
+603
New +$195K
NOV icon
1150
PUT
NOV
NOV
$6.84B
$201K ﹤0.01%
16,400
-6,400
-28% -$78.7K
44 45
46
47 48

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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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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.