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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
KGC icon
1201
Kinross Gold
KGC
$27.7B
$113K ﹤0.01%
15,609
-9,386
-38% -$60.9K
SQQQ icon
1202
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.31B
$113K ﹤0.01%
+24
New +$169K
UNG icon
1203
PUT
United States Natural Gas Fund
UNG
$450M
$113K ﹤0.01%
2,750
-2,050
-43% -$97.6K
CHRD icon
1204
Chord Energy
CHRD
$7.68B
$111K ﹤0.01%
147,676
+89,943
+156% +$58.2K
CCJ icon
1205
Cameco
CCJ
$36.8B
$109K ﹤0.01%
10,622
-12,848
-55% -$128K
EGO icon
1206
Eldorado Gold
EGO
$8.33B
$108K ﹤0.01%
+11,112
New +$96.5K
TLRY icon
1207
CALL
Tilray
TLRY
$493M
$108K ﹤0.01%
+1,520
New +$123K
LFC
1208
DELISTED
China Life Insurance Company Ltd.
LFC
$108K ﹤0.01%
10,718
-23,289
-68% -$234K
JIH.U
1209
DELISTED
Juniper Industrial Holdings, Inc. Units, each consisting of one share of Class A common stock, $0.00
JIH.U
$108K ﹤0.01%
10,471
-5,187
-33% -$52.3K
DB icon
1210
CALL
Deutsche Bank
DB
$67.9B
$107K ﹤0.01%
+11,200
New +$86.8K
KT icon
1211
KT
KT
$8.74B
$106K ﹤0.01%
+10,884
New +$104K
PAGP icon
1212
Plains GP Holdings
PAGP
$5.28B
$106K ﹤0.01%
11,871
-11,693
-50% -$103K
ET icon
1213
PUT
Energy Transfer Partners
ET
$69.5B
$105K ﹤0.01%
+14,700
New +$109K
STEW
1214
SRH Total Return Fund
STEW
$1.77B
$103K ﹤0.01%
+10,938
New +$104K
GLUU
1215
CALL
DELISTED
Glu Mobile Inc.
GLUU
$93K ﹤0.01%
+10,000
New +$85.1K
MUX icon
1216
McEwen Inc
MUX
$1B
$92K ﹤0.01%
+9,098
New +$84.5K
GME icon
1217
GameStop
GME
$9.8B
$91K ﹤0.01%
84,284
+41,088
+95% +$47.4K
JQC icon
1218
Nuveen Credit Strategies Income Fund
JQC
$705M
$91K ﹤0.01%
+15,526
New +$91.6K
MRO
1219
CALL
DELISTED
Marathon Oil Corporation
MRO
$91K ﹤0.01%
14,900
-18,700
-56% -$103K
CLIR icon
1220
ClearSign Technologies
CLIR
$25.4M
$90K ﹤0.01%
+4,303
New +$40.9K
GT icon
1221
CALL
Goodyear
GT
$2.09B
$90K ﹤0.01%
+10,100
New +$76.7K
HL icon
1222
Hecla Mining
HL
$9.49B
$88K ﹤0.01%
+26,785
New +$74K
FNB icon
1223
FNB Corp
FNB
$6.76B
$86K ﹤0.01%
+11,447
New +$86.2K
KOS icon
1224
Kosmos Energy
KOS
$1.47B
$83K ﹤0.01%
50,262
-20,773
-29% -$33.3K
NAT icon
1225
Nordic American Tanker
NAT
$1.36B
$83K ﹤0.01%
+20,372
New +$96.5K
47 48
49
50 51

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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.