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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
PEP icon
176
CALL
PepsiCo
PEP
$191B
$2.53M 0.06%
19,100
-35,900
-65% -$4.73M
XOP icon
177
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$2.52M 0.06%
48,200
+1,300
+3% +$65.6K
VEU icon
178
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$2.49M 0.06%
52,394
+44,023
+526% +$1.97M
NKE icon
179
CALL
Nike
NKE
$62.7B
$2.49M 0.06%
25,400
+3,200
+14% +$295K
SLV icon
180
PUT
iShares Silver Trust
SLV
$28.6B
$2.48M 0.06%
145,700
+101,300
+228% +$1.55M
CRM icon
181
PUT
Salesforce
CRM
$148B
$2.47M 0.06%
13,200
-8,200
-38% -$1.38M
ZBH icon
182
PUT
Zimmer Biomet
ZBH
$18.4B
$2.46M 0.06%
+21,218
New +$2.44M
EWH icon
183
iShares MSCI Hong Kong ETF
EWH
$1.25B
$2.45M 0.06%
114,779
+93,647
+443% +$1.98M
ISRG icon
184
CALL
Intuitive Surgical
ISRG
$126B
$2.45M 0.06%
12,900
-13,200
-51% -$2.37M
USO icon
185
CALL
United States Oil Fund
USO
$2.12B
$2.45M 0.06%
87,300
+85,000
+3,696% +$2.33M
XYZ
186
CALL
Block Inc
XYZ
$49.2B
$2.44M 0.05%
23,200
-38,500
-62% -$2.95M
AMD icon
187
PUT
Advanced Micro Devices
AMD
$791B
$2.43M 0.05%
46,200
+3,500
+8% +$186K
AMT icon
188
CALL
American Tower
AMT
$81.3B
$2.43M 0.05%
9,400
+3,000
+47% +$742K
WYNN icon
189
CALL
Wynn Resorts
WYNN
$10.5B
$2.41M 0.05%
32,400
+13,200
+69% +$1.06M
GM icon
190
CALL
General Motors
GM
$80B
$2.38M 0.05%
93,900
+80,000
+576% +$1.95M
SPOT icon
191
PUT
Spotify
SPOT
$107B
$2.35M 0.05%
+9,100
New +$1.56M
PYPL icon
192
CALL
PayPal
PYPL
$49.3B
$2.33M 0.05%
13,400
+2,800
+26% +$387K
SPXU icon
193
ProShares UltraPro Short S&P 500
SPXU
$414M
$2.33M 0.05%
+1,973
New +$3.01M
AMZN icon
194
Amazon
AMZN
$2.53T
$2.32M 0.05%
16,840
-141,100
-89% -$17M
BAX icon
195
CALL
Baxter International
BAX
$13.8B
$2.24M 0.05%
26,000
+11,100
+74% +$967K
NTES icon
196
CALL
NetEase
NTES
$84.4B
$2.23M 0.05%
26,000
+5,500
+27% +$414K
IAU icon
197
iShares Gold Trust
IAU
$63.8B
$2.23M 0.05%
65,603
+14,032
+27% +$460K
HYG icon
198
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.21M 0.05%
27,087
-28,232
-51% -$2.28M
BDX icon
199
Becton Dickinson
BDX
$45.6B
$2.21M 0.05%
+9,452
New +$2.28M
PSQ icon
200
ProShares Short QQQ
PSQ
$829M
$2.21M 0.05%
23,222
+12,762
+122% +$1.36M
6 7
8
9 10

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BCM
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OAM
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NOCM
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QIM
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OMG
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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.