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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$509M 11.42%
1,650,900
+341,200
+26% +$99.9M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$445B
$407M 9.13%
1,643,700
+187,000
+13% +$41.9M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$386M 8.66%
1,251,500
-1,767,100
-59% -$517M
TSLA icon
4
PUT
Tesla
TSLA
$1.21T
$283M 6.36%
3,937,500
+664,500
+20% +$35.9M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$445B
$220M 4.93%
887,400
-311,100
-26% -$69.7M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$192M 4.31%
1,343,100
+800,200
+147% +$105M
IWM icon
7
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$130M 2.91%
907,600
-364,600
-29% -$47.8M
AMZN icon
8
CALL
Amazon
AMZN
$2.48T
$57.1M 1.28%
414,000
+104,000
+34% +$12.6M
AMZN icon
9
PUT
Amazon
AMZN
$2.48T
$53.2M 1.19%
386,000
-126,000
-25% -$15.2M
AAPL icon
10
PUT
Apple
AAPL
$4.99T
$44.5M 1%
488,000
+319,600
+190% +$24.8M
NEE.PRO
11
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$37.9M 0.85%
781,195
+1,483
+0.2% +$72.4K
XLK icon
12
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$34.7M 0.78%
663,800
+619,000
+1,382% +$29.1M
XLK icon
13
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$33.1M 0.74%
634,400
+317,400
+100% +$14.9M
DHR.PRA
14
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$33.1M 0.74%
+26,511
New +$31.3M
AAPL icon
15
CALL
Apple
AAPL
$4.99T
$32.2M 0.72%
352,800
+195,200
+124% +$15.1M
XLF icon
16
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.3B
$31.1M 0.7%
1,343,500
+1,285,500
+2,216% +$29.2M
SRE.PRA
17
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$28.8M 0.65%
294,575
-143,875
-33% -$14.7M
QTS.PRB
18
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$28.7M 0.64%
201,769
+80,069
+66% +$11.3M
GLD icon
19
CALL
SPDR Gold Trust
GLD
$131B
$26M 0.58%
155,100
+113,400
+272% +$18.3M
NEE icon
20
CALL
NextEra Energy
NEE
$187B
$25.5M 0.57%
425,200
+376,800
+779% +$22.6M
XLF icon
21
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.3B
$25.3M 0.57%
1,091,200
+928,500
+571% +$21.1M
AIZP
22
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$23.8M 0.53%
228,483
+40,000
+21% +$4.21M
CCI.PRA
23
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$23.4M 0.52%
15,753
-12,399
-44% -$17.7M
SOLN
24
DELISTED
The Southern Company
SOLN
$21.8M 0.49%
495,261
-52,109
-10% -$2.44M
CFXA
25
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$21.5M 0.48%
176,471
-124,997
-41% -$14.2M
1
2 3 4 5

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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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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.