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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
AEP icon
151
American Electric Power
AEP
$69.6B
$3.12M 0.07%
+39,182
New +$3.2M
BYND icon
152
CALL
Beyond Meat
BYND
$306M
$3.08M 0.07%
23,000
+8,700
+61% +$1.03M
RSP icon
153
Invesco S&P 500 Equal Weight ETF
RSP
$96.8B
$3.08M 0.07%
30,219
+15,007
+99% +$1.45M
COR icon
154
PUT
Cencora
COR
$60.6B
$3.06M 0.07%
+30,400
New +$2.8M
NKE icon
155
PUT
Nike
NKE
$62.2B
$3.01M 0.07%
30,700
+18,200
+146% +$1.68M
PPLI
156
CALL
People Inc
PPLI
$3.06B
$2.94M 0.07%
50,918
-38,049
-43% -$1.69M
ZM icon
157
PUT
Zoom
ZM
$27.6B
$2.94M 0.07%
11,600
+5,500
+90% +$990K
IWV icon
158
iShares Russell 3000 ETF
IWV
$19.5B
$2.91M 0.07%
16,171
+5,902
+57% +$1M
GS icon
159
CALL
Goldman Sachs
GS
$302B
$2.88M 0.06%
14,600
-100
-0.7% -$18.8K
REGN icon
160
CALL
Regeneron Pharmaceuticals
REGN
$76.6B
$2.87M 0.06%
4,600
+2,400
+109% +$1.36M
AMT icon
161
PUT
American Tower
AMT
$80.6B
$2.84M 0.06%
11,000
+3,800
+53% +$940K
JNJ icon
162
PUT
Johnson & Johnson
JNJ
$613B
$2.84M 0.06%
20,200
-300
-1% -$43.7K
IEFA icon
163
iShares Core MSCI EAFE ETF
IEFA
$189B
$2.81M 0.06%
+49,105
New +$2.66M
SPOT icon
164
CALL
Spotify
SPOT
$105B
$2.79M 0.06%
10,800
+7,800
+260% +$1.34M
LLY icon
165
CALL
Eli Lilly
LLY
$1.01T
$2.77M 0.06%
16,900
-36,700
-68% -$5.63M
EL icon
166
CALL
Estee Lauder
EL
$30.4B
$2.75M 0.06%
14,600
-8,600
-37% -$1.54M
REGN icon
167
PUT
Regeneron Pharmaceuticals
REGN
$76.6B
$2.74M 0.06%
4,400
+3,800
+633% +$2.16M
NOW icon
168
CALL
ServiceNow
NOW
$115B
$2.71M 0.06%
33,500
+15,000
+81% +$1.06M
BRK.B icon
169
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$2.71M 0.06%
15,200
+800
+6% +$146K
LMT icon
170
CALL
Lockheed Martin
LMT
$133B
$2.7M 0.06%
7,400
+3,200
+76% +$1.21M
COF icon
171
PUT
Capital One
COF
$129B
$2.62M 0.06%
41,800
+15,300
+58% +$953K
XLU icon
172
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$2.61M 0.06%
92,600
-103,200
-53% -$2.98M
EBAY icon
173
CALL
eBay
EBAY
$50.6B
$2.6M 0.06%
+49,500
New +$2.09M
XOP icon
174
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
$2.58M 0.06%
49,500
-222,200
-82% -$11.2M
MA icon
175
Mastercard
MA
$503B
$2.53M 0.06%
+8,567
New +$2.42M
5 6
7
8 9

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OAM
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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.