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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
BTG icon
1376
B2Gold
BTG
$4.98B
– –
-44,996
Closed -$138K
BXMX
1377
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-11,275
Closed -$114K
BYFC icon
1378
Broadway Financial
BYFC
$93.2M
– –
-1,324
Closed -$14K
BYND icon
1379
Beyond Meat
BYND
$274M
– –
-8,389
Closed -$993K
CDNS icon
1380
CALL
Cadence Design Systems
CDNS
$91.8B
– –
-5,500
Closed -$363K
CENN icon
1381
Cenntro
CENN
$8.58M
– –
-2
Closed -$7K
CF icon
1382
CALL
CF Industries
CF
$19.6B
– –
-12,700
Closed -$345K
CF icon
1383
CF Industries
CF
$19.6B
– –
-8,028
Closed -$218K
CF icon
1384
PUT
CF Industries
CF
$19.6B
– –
-9,600
Closed -$261K
CFA icon
1385
VictoryShares US 500 Volatility Wtd ETF
CFA
$540M
– –
-13,600
Closed -$577K
CHRW icon
1386
CALL
C.H. Robinson
CHRW
$20.5B
– –
-11,900
Closed -$788K
CHWY icon
1387
Chewy
CHWY
$9.54B
– –
-6,315
Closed -$275K
CIEN icon
1388
CALL
Ciena
CIEN
$46.8B
– –
-8,500
Closed -$338K
CL icon
1389
CALL
Colgate-Palmolive
CL
$74.8B
– –
-15,300
Closed -$1.01M
CL icon
1390
Colgate-Palmolive
CL
$74.8B
– –
-6,246
Closed -$414K
CL icon
1391
PUT
Colgate-Palmolive
CL
$74.8B
– –
-20,300
Closed -$1.35M
CLF icon
1392
CALL
Cleveland-Cliffs
CLF
$6.49B
– –
-11,300
Closed -$45K
CLF icon
1393
Cleveland-Cliffs
CLF
$6.49B
– –
-10,099
Closed -$40K
CMA
1394
DELISTED
Comerica
CMA
– –
-9,654
Closed -$283K
CMCM
1395
Cheetah Mobile
CMCM
$87.2M
– –
-2,066
Closed -$22K
CNI icon
1396
Canadian National Railway
CNI
$78.5B
– –
-3,444
Closed -$267K
CNI icon
1397
PUT
Canadian National Railway
CNI
$78.5B
– –
-2,800
Closed -$217K
CNX icon
1398
CALL
CNX Resources
CNX
$4.91B
– –
-12,500
Closed -$67K
COO icon
1399
PUT
Cooper Companies
COO
$14.2B
– –
-4,800
Closed -$331K
COP icon
1400
ConocoPhillips
COP
$144B
– –
-10,810
Closed -$437K
54 55
56
57 58

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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.