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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
VRIG icon
1776
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
– –
-13,591
Closed -$309K
VTIP icon
1777
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
– –
-10,233
Closed -$499K
VTLE
1778
DELISTED
Vital Energy
VTLE
– –
-4,494
Closed -$34K
VTR icon
1779
CALL
Ventas
VTR
$47.7B
– –
-9,900
Closed -$265K
VTRS icon
1780
CALL
Viatris
VTRS
$20.8B
– –
-12,400
Closed -$185K
VTWO icon
1781
Vanguard Russell 2000 ETF
VTWO
$17.5B
– –
-4,636
Closed -$214K
VYMI icon
1782
Vanguard International High Dividend Yield ETF
VYMI
$20.4B
– –
-13,450
Closed -$609K
VZ icon
1783
PUT
Verizon
VZ
$201B
– –
-19,700
Closed -$1.06M
WB icon
1784
CALL
Weibo
WB
$1.95B
– –
-9,300
Closed -$308K
WBA
1785
CALL
DELISTED
Walgreens Boots Alliance
WBA
– –
-4,600
Closed -$210K
WBA
1786
DELISTED
Walgreens Boots Alliance
WBA
– –
-5,015
Closed -$229K
WBIY icon
1787
WBI Power Factor High Dividend ETF
WBIY
$64.4M
– –
-12,084
Closed -$184K
WEC icon
1788
CALL
WEC Energy
WEC
$37B
– –
-6,600
Closed -$582K
WGO icon
1789
Winnebago Industries
WGO
$908M
– –
-15,227
Closed -$423K
WGO icon
1790
PUT
Winnebago Industries
WGO
$908M
– –
-47,300
Closed -$1.31M
WH icon
1791
CALL
Wyndham Hotels & Resorts
WH
$5.62B
– –
-8,000
Closed -$252K
WHR icon
1792
Whirlpool
WHR
$2.49B
– –
-4,214
Closed -$482K
WIT icon
1793
Wipro
WIT
$19B
– –
-28,660
Closed -$44K
WMB icon
1794
CALL
Williams Companies
WMB
$85.8B
– –
-77,700
Closed -$1.1M
WMB icon
1795
Williams Companies
WMB
$85.8B
– –
-14,065
Closed -$199K
WMB icon
1796
PUT
Williams Companies
WMB
$85.8B
– –
-12,500
Closed -$177K
WM icon
1797
CALL
Waste Management
WM
$96.1B
– –
-7,300
Closed -$676K
WSM icon
1798
CALL
Williams-Sonoma
WSM
$27.8B
– –
-10,800
Closed -$230K
WTI icon
1799
W&T Offshore
WTI
$473M
– –
-18,599
Closed -$32K
WTMF icon
1800
WisdomTree Managed Futures Strategy Fund
WTMF
$242M
– –
-6,767
Closed -$245K
70 71
72
73 74

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OAM
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NOCM
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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.