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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
NBEV
1226
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$81K ﹤0.01%
+52,780
New +$78.8K
IVR icon
1227
Invesco Mortgage Capital
IVR
$759M
$80K ﹤0.01%
+2,127
New +$73.1K
CETX icon
1228
Cemtrex
CETX
$4.32M
– –
0
– –
X
1229
CALL
DELISTED
US Steel
X
$76K ﹤0.01%
10,500
-45,600
-81% -$356K
VVR icon
1230
Invesco Senior Income Trust
VVR
$456M
$75K ﹤0.01%
+21,750
New +$73.9K
VRAY
1231
DELISTED
ViewRay, Inc.
VRAY
$75K ﹤0.01%
+33,542
New +$71.6K
COTY icon
1232
CALL
Coty
COTY
$2.4B
$73K ﹤0.01%
+16,300
New +$79.1K
SLM icon
1233
SLM Corp
SLM
$4.83B
$73K ﹤0.01%
10,401
-28,191
-73% -$211K
RIGL icon
1234
Rigel Pharmaceuticals
RIGL
$723M
$68K ﹤0.01%
+3,721
New +$66.9K
TXMD icon
1235
TherapeuticsMD
TXMD
$23.8M
$66K ﹤0.01%
1,055
+204
+24% +$11.9K
AUY
1236
PUT
DELISTED
Yamana Gold, Inc.
AUY
$65K ﹤0.01%
11,900
-75,100
-86% -$359K
WLL
1237
DELISTED
Whiting Petroleum Corporation
WLL
$63K ﹤0.01%
749
-685
-48% -$53.4K
CRON
1238
CALL
Cronos Group
CRON
$1.07B
$62K ﹤0.01%
+10,300
New +$63K
CX icon
1239
Cemex
CX
$16.9B
$62K ﹤0.01%
21,477
+4,567
+27% +$10.7K
RIG icon
1240
PUT
Transocean
RIG
$5.48B
$59K ﹤0.01%
+32,100
New +$49.9K
HLX icon
1241
Helix Energy Solutions
HLX
$1.34B
$58K ﹤0.01%
16,596
-38,506
-70% -$104K
IZEA icon
1242
IZEA Worldwide
IZEA
$58.7M
$58K ﹤0.01%
+12,642
New +$35.4K
ACER
1243
DELISTED
Acer Therapeutics Inc
ACER
$58K ﹤0.01%
+16,984
New +$47.9K
NRGU icon
1244
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$21.2M
$56K ﹤0.01%
+691
New +$55K
WT icon
1245
WisdomTree
WT
$2.79B
$53K ﹤0.01%
15,297
-10,386
-40% -$31.6K
TLRD
1246
DELISTED
Tailored Brands, Inc.
TLRD
$53K ﹤0.01%
+56,753
New +$75.1K
RDGT
1247
Ridgetech Inc
RDGT
$692K
$52K ﹤0.01%
+1
New +$76K
MNKD icon
1248
MannKind Corp
MNKD
$1.19B
$51K ﹤0.01%
29,235
+776
+3% +$1.08K
BBVA icon
1249
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$47K ﹤0.01%
13,720
-30,978
-69% -$97.6K
NOK icon
1250
PUT
Nokia
NOK
$46.9B
$46K ﹤0.01%
+10,400
New +$39.3K
48 49
50
51 52

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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.