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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
DIS icon
101
PUT
Walt Disney
DIS
$167B
$4.66M 0.1%
41,800
-4,200
-9% -$464K
IVE icon
102
iShares S&P 500 Value ETF
IVE
$48.9B
$4.63M 0.1%
42,816
+28,029
+190% +$2.97M
ABBV icon
103
CALL
AbbVie
ABBV
$450B
$4.62M 0.1%
47,100
-60,700
-56% -$5.34M
LULU icon
104
CALL
lululemon athletica
LULU
$13.5B
$4.62M 0.1%
14,800
-2,100
-12% -$537K
HD icon
105
PUT
Home Depot
HD
$331B
$4.58M 0.1%
18,300
-6,600
-27% -$1.51M
VXX icon
106
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$158M
$4.47M 0.1%
2,059
+1,134
+123% +$2.73M
SBUX icon
107
PUT
Starbucks
SBUX
$120B
$4.42M 0.1%
+60,100
New +$4.52M
BIIB icon
108
PUT
Biogen
BIIB
$30.3B
$4.31M 0.1%
16,100
+15,100
+1,510% +$4.54M
COST icon
109
CALL
Costco
COST
$422B
$4.28M 0.1%
14,100
-8,000
-36% -$2.43M
C icon
110
PUT
Citigroup
C
$223B
$4.27M 0.1%
83,600
+17,400
+26% +$826K
SBAC icon
111
CALL
SBA Communications
SBAC
$19B
$4.23M 0.09%
14,200
-7,700
-35% -$2.27M
EFA icon
112
PUT
iShares MSCI EAFE ETF
EFA
$78B
$4.22M 0.09%
69,400
+17,800
+34% +$1.03M
BAC icon
113
PUT
Bank of America
BAC
$436B
$4.2M 0.09%
177,000
-102,500
-37% -$2.42M
JPM icon
114
PUT
JPMorgan Chase
JPM
$940B
$4.18M 0.09%
44,400
-15,000
-25% -$1.42M
OIH icon
115
PUT
VanEck Oil Services ETF
OIH
$2.04B
$4.13M 0.09%
33,900
+22,345
+193% +$2.5M
INTU icon
116
CALL
Intuit
INTU
$86.3B
$4.12M 0.09%
13,900
-13,900
-50% -$3.81M
IWD icon
117
iShares Russell 1000 Value ETF
IWD
$82B
$4.1M 0.09%
36,393
+12,906
+55% +$1.42M
SHOP icon
118
PUT
Shopify
SHOP
$151B
$4.08M 0.09%
43,000
+21,000
+95% +$1.46M
STZ icon
119
CALL
Constellation Brands
STZ
$22.1B
$4.08M 0.09%
23,300
-2,400
-9% -$400K
IWB icon
120
iShares Russell 1000 ETF
IWB
$47.9B
$3.99M 0.09%
23,265
-6,746
-22% -$1.09M
PG icon
121
CALL
Procter & Gamble
PG
$335B
$3.96M 0.09%
33,100
+6,400
+24% +$746K
CRM icon
122
CALL
Salesforce
CRM
$149B
$3.95M 0.09%
21,100
+4,900
+30% +$826K
MA icon
123
CALL
Mastercard
MA
$505B
$3.81M 0.09%
12,900
+6,600
+105% +$1.86M
IBM icon
124
PUT
IBM
IBM
$207B
$3.8M 0.09%
32,949
+11,924
+57% +$1.38M
IVV icon
125
iShares Core S&P 500 ETF
IVV
$873B
$3.8M 0.09%
12,256
-332,971
-96% -$97.8M
3 4
5
6 7

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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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RB
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OMG
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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.