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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
SLCA
1826
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-15,955
Closed -$29K
CEM
1827
DELISTED
ClearBridge MLP and Midstream Fund Inc.
CEM
– –
-2,850
Closed -$26K
NTG
1828
DELISTED
Tortoise Midstream Energy Fund, Inc. Common Stock
NTG
– –
-1,681
Closed -$14K
TTOO
1829
DELISTED
T2 Biosystems, Inc
TTOO
– –
-6
Closed -$20K
AYX
1830
CALL
DELISTED
Alteryx Inc
AYX
– –
-4,900
Closed -$466K
BKCC
1831
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-11,050
Closed -$24K
EXPR
1832
CALL
DELISTED
Express, Inc.
EXPR
– –
-500
Closed -$15K
FTCH
1833
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-11,400
Closed -$90K
FTCH
1834
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-10,016
Closed -$79K
FTCH
1835
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-12,000
Closed -$95K
EMAN
1836
DELISTED
eMagin Corporation
EMAN
– –
-24,701
Closed -$5K
SPPI
1837
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-13,630
Closed -$32K
BBBY
1838
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-18,048
Closed -$124K
AUY
1839
CALL
DELISTED
Yamana Gold, Inc.
AUY
– –
-80,100
Closed -$220K
GFLU
1840
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
– –
-163,014
Closed -$7.46M
SRNE
1841
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-16,709
Closed -$31K
RJA
1842
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
– –
-20,793
Closed -$100K
RJI
1843
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-27,089
Closed -$99K
GSV
1844
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-17,207
Closed -$9K
SOLN
1845
CALL
DELISTED
The Southern Company
SOLN
– –
-85,300
Closed -$4.62M
SOLN
1846
PUT
DELISTED
The Southern Company
SOLN
– –
-4,500
Closed -$244K
JP
1847
DELISTED
Jupai Holdings Limited American depositary shares, each representing six ordinary shares
JP
– –
-27,825
Closed -$29K
CERN
1848
CALL
DELISTED
Cerner Corp
CERN
– –
-13,600
Closed -$857K
DISCK
1849
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-10,756
Closed -$189K
PBCT
1850
DELISTED
People's United Financial Inc
PBCT
– –
-24,326
Closed -$269K
72 73
74
75 76

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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.