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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
MXIM
951
DELISTED
Maxim Integrated Products
MXIM
$271K 0.01%
+4,471
New +$249K
KBH icon
952
PUT
KB Home
KBH
$3.5B
$270K 0.01%
+8,800
New +$242K
LRCX icon
953
Lam Research
LRCX
$316B
$270K 0.01%
8,340
-3,030
-27% -$82.6K
SHAK icon
954
CALL
Shake Shack
SHAK
$2.54B
$270K 0.01%
+5,100
New +$258K
GWPH
955
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$270K 0.01%
+2,200
New +$250K
SMG icon
956
CALL
ScottsMiracle-Gro
SMG
$4.09B
$269K 0.01%
+2,000
New +$258K
ACN icon
957
Accenture
ACN
$106B
$268K 0.01%
1,247
-291
-19% -$55K
CPB icon
958
CALL
Campbell Soup
CPB
$6.85B
$268K 0.01%
5,400
-100
-2% -$4.97K
HBAN icon
959
PUT
Huntington Bancshares
HBAN
$34B
$268K 0.01%
29,700
+18,700
+170% +$166K
SAM icon
960
CALL
Boston Beer
SAM
$1.95B
$268K 0.01%
500
-200
-29% -$96.9K
LHX icon
961
L3Harris
LHX
$55.4B
$267K 0.01%
+1,576
New +$296K
EFV icon
962
iShares MSCI EAFE Value ETF
EFV
$28.3B
$266K 0.01%
+6,660
New +$254K
P
963
Everpure Inc
P
$23B
$266K 0.01%
+15,343
New +$230K
SAP icon
964
SAP
SAP
$215B
$266K 0.01%
+1,897
New +$234K
XLNX
965
CALL
DELISTED
Xilinx Inc
XLNX
$266K 0.01%
+2,700
New +$239K
VER
966
DELISTED
VEREIT, Inc.
VER
$266K 0.01%
+8,286
New +$231K
CIEN icon
967
PUT
Ciena
CIEN
$46.8B
$265K 0.01%
+4,900
New +$244K
SGOL icon
968
abrdn Physical Gold Shares ETF
SGOL
$6.9B
$265K 0.01%
+15,463
New +$255K
VUG icon
969
Vanguard Growth ETF
VUG
$212B
$265K 0.01%
+7,866
New +$242K
AAL icon
970
American Airlines Group
AAL
$9.82B
$264K 0.01%
+20,212
New +$245K
CMCSA icon
971
Comcast
CMCSA
$87.3B
$264K 0.01%
6,768
-1,137
-14% -$43.3K
XOM icon
972
CALL
ExxonMobil
XOM
$650B
$264K 0.01%
5,900
-4,600
-44% -$206K
ARCT icon
973
Arcturus Therapeutics
ARCT
$165M
$263K 0.01%
+5,618
New +$194K
PNC icon
974
CALL
PNC Financial Services
PNC
$99.1B
$263K 0.01%
+2,500
New +$263K
HCA icon
975
CALL
HCA Healthcare
HCA
$90.6B
$262K 0.01%
2,700
-2,400
-47% -$250K
37 38
39
40 41

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OAM
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NOCM
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QIM
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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.