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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
HUBS icon
1151
HubSpot
HUBS
$12.9B
$200K ﹤0.01%
+892
New +$160K
HUN icon
1152
PUT
Huntsman Corp
HUN
$2.1B
$199K ﹤0.01%
+11,100
New +$186K
PHYS icon
1153
Sprott Physical Gold
PHYS
$14.6B
$194K ﹤0.01%
+13,569
New +$187K
RIG icon
1154
Transocean
RIG
$5.48B
$189K ﹤0.01%
103,062
+79,430
+336% +$123K
TWM icon
1155
ProShares UltraShort Russell2000
TWM
$45M
$188K ﹤0.01%
907
+35
+4% +$9.59K
NGD
1156
DELISTED
New Gold Inc
NGD
$185K ﹤0.01%
+136,701
New +$137K
COTY icon
1157
Coty
COTY
$2.4B
$181K ﹤0.01%
+40,403
New +$196K
PSEC icon
1158
Prospect Capital
PSEC
$1.08B
$181K ﹤0.01%
+35,449
New +$166K
TWO
1159
Two Harbors Investment
TWO
$1.27B
$179K ﹤0.01%
+8,903
New +$165K
ZNGA
1160
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$177K ﹤0.01%
18,517
+5,486
+42% +$45K
VYX icon
1161
PUT
NCR Voyix
VYX
$1.19B
$175K ﹤0.01%
+16,463
New +$189K
CORN icon
1162
Teucrium Corn Fund
CORN
$178M
$172K ﹤0.01%
+13,831
New +$168K
HPE icon
1163
CALL
Hewlett Packard
HPE
$58.8B
$172K ﹤0.01%
17,700
-200
-1% -$1.96K
NCLH icon
1164
Norwegian Cruise Line
NCLH
$9.53B
$172K ﹤0.01%
10,469
-1,643
-14% -$24.1K
JBLU icon
1165
PUT
JetBlue
JBLU
$2.13B
$171K ﹤0.01%
+15,700
New +$155K
AAL icon
1166
PUT
American Airlines Group
AAL
$9.82B
$170K ﹤0.01%
13,000
-8,200
-39% -$99.4K
AMX icon
1167
America Movil
AMX
$74.6B
$170K ﹤0.01%
13,365
-1,189
-8% -$14.9K
IFV icon
1168
First Trust Dorsey Wright International Focus 5 ETF
IFV
$221M
$170K ﹤0.01%
10,121
-3,059
-23% -$47.5K
PGRE
1169
DELISTED
Paramount Group
PGRE
$170K ﹤0.01%
22,014
+9,952
+83% +$84K
SPXS icon
1170
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$362M
$169K ﹤0.01%
+216
New +$218K
PLAY icon
1171
CALL
Dave & Buster's
PLAY
$357M
$167K ﹤0.01%
+12,500
New +$167K
BCS icon
1172
Barclays
BCS
$87.8B
$162K ﹤0.01%
+28,598
New +$149K
MRO
1173
PUT
DELISTED
Marathon Oil Corporation
MRO
$160K ﹤0.01%
26,100
+14,700
+129% +$81.3K
UTZ icon
1174
Utz Brands
UTZ
$1.24B
$158K ﹤0.01%
+11,521
New +$133K
HST icon
1175
CALL
Host Hotels & Resorts
HST
$17.5B
$155K ﹤0.01%
+14,400
New +$165K
45 46
47
48 49

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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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RB
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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.