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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
JWN
1551
PUT
DELISTED
Nordstrom
JWN
– –
-30,200
Closed -$463K
KBE icon
1552
CALL
State Street SPDR S&P Bank ETF
KBE
$1.65B
– –
-29,500
Closed -$795K
KBE icon
1553
PUT
State Street SPDR S&P Bank ETF
KBE
$1.65B
– –
-20,300
Closed -$547K
KDP icon
1554
Keurig Dr Pepper
KDP
$42.6B
– –
-16,639
Closed -$404K
KGC icon
1555
CALL
Kinross Gold
KGC
$27.2B
– –
-50,900
Closed -$203K
KIE icon
1556
State Street SPDR S&P Insurance ETF
KIE
$668M
– –
-20,850
Closed -$520K
KMI icon
1557
CALL
Kinder Morgan
KMI
$71.1B
– –
-15,600
Closed -$217K
KMI icon
1558
Kinder Morgan
KMI
$71.1B
– –
-27,429
Closed -$382K
KYN icon
1559
Kayne Anderson Energy Infrastructure Fund
KYN
$2.44B
– –
-37,316
Closed -$135K
LNC icon
1560
CALL
Lincoln National
LNC
$8.06B
– –
-11,100
Closed -$292K
LYB icon
1561
PUT
LyondellBasell Industries
LYB
$19.5B
– –
-4,500
Closed -$223K
LYG icon
1562
PUT
Lloyds Banking Group
LYG
$85.3B
– –
-10,000
Closed -$15K
M icon
1563
Macy's
M
$6.39B
– –
-14,046
Closed -$86.5K
M icon
1564
PUT
Macy's
M
$6.39B
– –
-27,100
Closed -$133K
MAS icon
1565
Masco
MAS
$14.6B
– –
-6,321
Closed -$274K
MAT icon
1566
Mattel
MAT
$4.47B
– –
-23,319
Closed -$205K
MAT icon
1567
PUT
Mattel
MAT
$4.47B
– –
-12,500
Closed -$110K
MBRX icon
1568
Moleculin Biotech
MBRX
$9.68M
– –
-40
Closed -$55K
MCHP icon
1569
CALL
Microchip Technology
MCHP
$38.9B
– –
-15,000
Closed -$509K
MCO icon
1570
PUT
Moody's
MCO
$84.1B
– –
-3,600
Closed -$761K
MDLZ icon
1571
Mondelez International
MDLZ
$84.2B
– –
-5,035
Closed -$259K
MDLZ icon
1572
PUT
Mondelez International
MDLZ
$84.2B
– –
-25,400
Closed -$1.27M
MELI icon
1573
Mercado Libre
MELI
$94.5B
– –
-1,357
Closed -$1.02M
MET icon
1574
CALL
MetLife
MET
$62.4B
– –
-41,100
Closed -$1.26M
MGIC
1575
DELISTED
Magic Software Enterprises
MGIC
– –
-12,778
Closed -$103K
61 62
63
64 65

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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.