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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
SOXX icon
1701
CALL
iShares Semiconductor ETF
SOXX
$40.6B
– –
-12,000
Closed -$821K
SPCB icon
1702
SuperCom
SPCB
$65.9M
– –
-63
Closed -$12K
SPCE icon
1703
PUT
Virgin Galactic
SPCE
$320M
– –
-565
Closed -$167K
SPG icon
1704
CALL
Simon Property Group
SPG
$76.8B
– –
-9,300
Closed -$510K
SPG icon
1705
PUT
Simon Property Group
SPG
$76.8B
– –
-7,100
Closed -$390K
SPGP icon
1706
Invesco S&P 500 GARP ETF
SPGP
$2.26B
– –
-12,186
Closed -$543K
SPIP icon
1707
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
– –
-7,304
Closed -$212K
SPTS icon
1708
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
– –
-97,197
Closed -$2.99M
SSL icon
1709
Sasol
SSL
$7.03B
– –
-45,591
Closed -$92K
SSRM icon
1710
CALL
SSR Mining
SSRM
$5.27B
– –
-52,500
Closed -$597K
STIP icon
1711
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
– –
-4,008
Closed -$400K
STIM icon
1712
Neuronetics
STIM
$130M
– –
-12,496
Closed -$24K
STNG icon
1713
Scorpio Tankers
STNG
$3.94B
– –
-17,590
Closed -$336K
STNG icon
1714
PUT
Scorpio Tankers
STNG
$3.94B
– –
-230,200
Closed -$4.4M
STT icon
1715
CALL
State Street
STT
$50.2B
– –
-11,500
Closed -$613K
STT icon
1716
PUT
State Street
STT
$50.2B
– –
-4,200
Closed -$224K
SUB icon
1717
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
– –
-8,591
Closed -$913K
SVXY icon
1718
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
– –
-37,366
Closed -$579K
SYK icon
1719
CALL
Stryker
SYK
$133B
– –
-1,900
Closed -$316K
TAP icon
1720
CALL
Molson Coors Class B
TAP
$7.97B
– –
-8,200
Closed -$320K
TBF icon
1721
ProShares Short 20+ Year Treasury ETF
TBF
$85.7M
– –
-37,360
Closed -$580K
TCOM icon
1722
Trip.com Group
TCOM
$28.5B
– –
-11,667
Closed -$274K
TCOM icon
1723
PUT
Trip.com Group
TCOM
$28.5B
– –
-107,300
Closed -$2.52M
TDG icon
1724
TransDigm Group
TDG
$73.2B
– –
-1,016
Closed -$385K
TECK icon
1725
CALL
Teck Resources
TECK
$28.8B
– –
-83,300
Closed -$630K
67 68
69
70 71

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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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RB
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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.