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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
(+0.36%)
Cap. Flow
-$939M
Cap. Flow
% of AUM
-21.05%
Top 10 Holdings %
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 |
Apple
AAPL
|
+$8.31M |
| 5 |
Microsoft
MSFT
|
+$5.97M |
Top Sells
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 | |
|---|---|---|---|---|---|---|
126
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.7B
| $3.79M | 0.09% |
2,925
| – | – |
|
127
CALL
Elevance Health
ELV
$82B
| $3.79M | 0.08% |
14,400
+1,900
| +15% | +$507K |
|
128
PUT
Visa
V
$678B
| $3.77M | 0.08% |
19,500
-7,400
| -28% | -$1.35M |
|
129
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $3.71M | 0.08% |
42,891
+34,622
| +419% | +$3M |
|
130
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.6B
| $3.66M | 0.08% |
53,300
-79,300
| -60% | -$5.14M |
|
131
PUT
RTX Corp
RTX
$287B
| $3.58M | 0.08% |
+58,100
| New | +$3.63M |
|
|
GES
132
PUT
DELISTED
Guess Inc
GES
| $3.55M | 0.08% |
367,100
| – | – |
|
133
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $3.47M | 0.08% |
86,800
+69,500
| +402% | +$2.6M |
|
134
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
| $3.46M | 0.08% |
1,594
+72
| +5% | +$173K |
|
135
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $3.43M | 0.08% |
16,574
-57,218
| -78% | -$10.7M |
|
136
CALL
Zoom
ZM
$27.6B
| $3.42M | 0.08% |
13,500
+11,300
| +514% | +$2.03M |
|
137
PUT
Alibaba
BABA
$287B
| $3.41M | 0.08% |
15,800
-50,700
| -76% | -$10.6M |
|
138
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
| $3.4M | 0.08% |
+134,795
| New | +$3.32M |
|
139
PUT
McDonald's
MCD
$190B
| $3.38M | 0.08% |
18,300
+9,500
| +108% | +$1.74M |
|
140
PUT
Carnival Corporation Ltd
CCL
$37.6B
| $3.37M | 0.08% |
205,000
+193,400
| +1,667% | +$2.9M |
|
141
CALL
AvalonBay Communities
AVB
$26.6B
| $3.36M | 0.08% |
21,700
-2,500
| -10% | -$396K |
|
142
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $3.32M | 0.07% |
33,200
-307,600
| -90% | -$30.4M |
|
143
iShares MSCI EAFE ETF
EFA
$77.6B
| $3.3M | 0.07% |
54,237
+19,999
| +58% | +$1.16M |
|
|
144
CALL
Alibaba
BABA
$287B
| $3.28M | 0.07% |
15,200
-17,700
| -54% | -$3.69M |
|
145
CALL
Bristol-Myers Squibb
BMY
$131B
| $3.26M | 0.07% |
55,400
-68,300
| -55% | -$4.09M |
|
146
CALL
State Street SPDR S&P Biotech ETF
XBI
$10B
| $3.25M | 0.07% |
29,000
+13,300
| +85% | +$1.31M |
|
147
CALL
Lowe's Companies
LOW
$117B
| $3.19M | 0.07% |
23,600
+2,500
| +12% | +$286K |
|
148
PUT
lululemon athletica
LULU
$13.4B
| $3.18M | 0.07% |
10,200
+6,200
| +155% | +$1.59M |
|
149
PUT
Clorox
CLX
$11.6B
| $3.16M | 0.07% |
14,400
+11,300
| +365% | +$2.26M |
|
150
CALL
Crown Castle
CCI
$33.3B
| $3.15M | 0.07% |
18,800
+13,400
| +248% | +$2.16M |
|
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AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.