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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
ASHR icon
1351
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
– –
-13,500
Closed -$350K
ASML icon
1352
CALL
ASML
ASML
$596B
– –
-3,100
Closed -$811K
AU icon
1353
CALL
AngloGold Ashanti
AU
$39.4B
– –
-13,100
Closed -$218K
AZN icon
1354
AstraZeneca
AZN
$269B
– –
-2,295
Closed -$205K
BA icon
1355
Boeing
BA
$169B
– –
-7,788
Closed -$1.2M
BB icon
1356
BlackBerry
BB
$4.58B
– –
-13,582
Closed -$56K
BBD icon
1357
Banco Bradesco
BBD
$37.4B
– –
-101,235
Closed -$309K
BCRX icon
1358
BioCryst Pharmaceuticals
BCRX
$2.42B
– –
-20,058
Closed -$40K
BGC icon
1359
BGC Group
BGC
$5.64B
– –
-38,076
Closed -$96K
BHC icon
1360
CALL
Bausch Health
BHC
$1.75B
– –
-50,200
Closed -$778K
BHC icon
1361
Bausch Health
BHC
$1.75B
– –
-20,717
Closed -$321K
BHC icon
1362
PUT
Bausch Health
BHC
$1.75B
– –
-16,200
Closed -$251K
BHP icon
1363
CALL
BHP
BHP
$211B
– –
-9,192
Closed -$301K
BHP icon
1364
BHP
BHP
$211B
– –
-17,682
Closed -$579K
BIDU icon
1365
Baidu
BIDU
$35.7B
– –
-23,548
Closed -$2.52M
BJAN icon
1366
Innovator US Equity Buffer ETF January
BJAN
$340M
– –
-8,468
Closed -$209K
BLK icon
1367
Blackrock
BLK
$167B
– –
-1,106
Closed -$558K
BMO icon
1368
Bank of Montreal
BMO
$123B
– –
-6,061
Closed -$309K
BNS icon
1369
Scotiabank
BNS
$105B
– –
-5,946
Closed -$241K
BOCT icon
1370
Innovator US Equity Buffer ETF October
BOCT
$281M
– –
-10,506
Closed -$235K
BOTZ icon
1371
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.14B
– –
-12,721
Closed -$231K
BP icon
1372
PUT
BP
BP
$112B
– –
-26,000
Closed -$634K
BRX icon
1373
Brixmor Property Group
BRX
$9.72B
– –
-21,213
Closed -$202K
BRZU icon
1374
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$98.6M
– –
-566
Closed -$30K
BSBR icon
1375
Santander
BSBR
$38.2B
– –
-27,565
Closed -$137K
53 54
55
56 57

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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.