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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
COO icon
201
CALL
Cooper Companies
COO
$14.2B
$2.18M 0.05%
30,800
-15,600
-34% -$1.16M
XLY icon
202
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$2.18M 0.05%
34,200
-75,600
-69% -$4.46M
RTX icon
203
CALL
RTX Corp
RTX
$289B
$2.18M 0.05%
35,400
+31,427
+791% +$1.96M
SH icon
204
ProShares Short S&P500
SH
$913M
$2.18M 0.05%
+24,364
New +$2.34M
XLU icon
205
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$2.17M 0.05%
77,000
-243,400
-76% -$7.02M
MDY icon
206
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$2.17M 0.05%
6,691
-33,817
-83% -$10.3M
IWN icon
207
iShares Russell 2000 Value ETF
IWN
$14.4B
$2.16M 0.05%
22,161
-150,177
-87% -$13.7M
BYND icon
208
PUT
Beyond Meat
BYND
$286M
$2.13M 0.05%
15,900
+4,400
+38% +$521K
SMH icon
209
PUT
VanEck Semiconductor ETF
SMH
$65B
$2.12M 0.05%
27,800
-112,800
-80% -$7.75M
APTV icon
210
CALL
Aptiv
APTV
$12.3B
$2.11M 0.05%
27,100
+22,100
+442% +$1.52M
ROKU icon
211
PUT
Roku
ROKU
$21.5B
$2.11M 0.05%
18,100
+9,100
+101% +$1.04M
EL icon
212
PUT
Estee Lauder
EL
$30.7B
$2.09M 0.05%
11,100
+6,700
+152% +$1.2M
RMD icon
213
PUT
ResMed
RMD
$30.3B
$2.09M 0.05%
+10,900
New +$1.78M
XYZ
214
PUT
Block Inc
XYZ
$49.2B
$2.09M 0.05%
19,900
-13,900
-41% -$1.06M
FDX icon
215
CALL
FedEx
FDX
$73B
$2.08M 0.05%
14,800
+1,600
+12% +$201K
FXI icon
216
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$2.05M 0.05%
51,600
-152,900
-75% -$5.96M
FDX icon
217
FedEx
FDX
$73B
$2.04M 0.05%
14,581
+4,808
+49% +$605K
BKNG icon
218
Booking.com
BKNG
$150B
$2.04M 0.05%
+31,950
New +$1.95M
UNH icon
219
CALL
UnitedHealth
UNH
$383B
$2.04M 0.05%
6,900
-2,300
-25% -$659K
BIIB icon
220
CALL
Biogen
BIIB
$30.7B
$2.03M 0.05%
7,600
+6,200
+443% +$1.86M
XLE icon
221
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$2.03M 0.05%
107,078
+70,286
+191% +$1.31M
CAT icon
222
PUT
Caterpillar
CAT
$373B
$2.01M 0.05%
15,900
-29,300
-65% -$3.47M
INTC icon
223
CALL
Intel
INTC
$460B
$2M 0.04%
33,500
-33,600
-50% -$2.01M
C icon
224
Citigroup
C
$222B
$2M 0.04%
39,052
+13,206
+51% +$627K
BAC icon
225
CALL
Bank of America
BAC
$433B
$1.99M 0.04%
83,800
-131,100
-61% -$3.1M
7 8
9
10 11

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OAM
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NOCM
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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.