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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
ARCC icon
1176
Ares Capital
ARCC
$13.4B
$153K ﹤0.01%
+10,596
New +$143K
TEVA icon
1177
Teva Pharmaceuticals
TEVA
$40.4B
$150K ﹤0.01%
12,172
-3,837
-24% -$43.4K
LUMN icon
1178
Lumen
LUMN
$6.43B
$148K ﹤0.01%
+14,738
New +$147K
GME icon
1179
PUT
GameStop
GME
$9.8B
$144K ﹤0.01%
+132,800
New +$153K
NLY icon
1180
CALL
Annaly Capital Management
NLY
$17.3B
$144K ﹤0.01%
+5,500
New +$136K
CS
1181
DELISTED
Credit Suisse Group
CS
$144K ﹤0.01%
13,978
-10,163
-42% -$91.3K
ET icon
1182
Energy Transfer Partners
ET
$69.5B
$141K ﹤0.01%
+19,785
New +$147K
HAL icon
1183
PUT
Halliburton
HAL
$26.1B
$140K ﹤0.01%
10,800
-35,100
-76% -$378K
KIM icon
1184
Kimco Realty
KIM
$17.5B
$138K ﹤0.01%
+10,743
New +$120K
MFA
1185
MFA Financial
MFA
$932M
$131K ﹤0.01%
+13,142
New +$102K
NIO icon
1186
CALL
NIO
NIO
$11.9B
$127K ﹤0.01%
16,400
-25,000
-60% -$110K
GAP
1187
The Gap Inc
GAP
$7.3B
$127K ﹤0.01%
10,103
-14,457
-59% -$130K
HCCH
1188
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$126K ﹤0.01%
+10,358
New +$114K
SID icon
1189
Companhia Siderúrgica Nacional
SID
$1.37B
$125K ﹤0.01%
+63,567
New +$105K
SAN icon
1190
Banco Santander
SAN
$191B
$124K ﹤0.01%
53,479
+1,940
+4% +$4.24K
BIZD icon
1191
VanEck BDC Income ETF
BIZD
$1.6B
$123K ﹤0.01%
+10,164
New +$113K
SOLO
1192
DELISTED
Electrameccanica Vehicles Corp. Ltd.
SOLO
$123K ﹤0.01%
+54,471
New +$70.3K
PLUG icon
1193
Plug Power
PLUG
$2.65B
$122K ﹤0.01%
+14,897
New +$69.7K
HST icon
1194
Host Hotels & Resorts
HST
$17.5B
$121K ﹤0.01%
+11,256
New +$129K
ODP
1195
DELISTED
ODP
ODP
$120K ﹤0.01%
5,111
+2,879
+129% +$62.8K
HBI
1196
CALL
DELISTED
Hanesbrands
HBI
$119K ﹤0.01%
+10,500
New +$105K
RITM icon
1197
CALL
Rithm Capital
RITM
$5.58B
$118K ﹤0.01%
+15,900
New +$103K
NBL
1198
DELISTED
Noble Energy, Inc.
NBL
$118K ﹤0.01%
+13,153
New +$118K
COTY icon
1199
PUT
Coty
COTY
$2.4B
$117K ﹤0.01%
+26,200
New +$127K
FIT
1200
DELISTED
Fitbit, Inc. Class A common stock
FIT
$116K ﹤0.01%
+17,947
New +$117K
46 47
48
49 50

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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.