We are live on ! Find out more
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
COST icon
76
PUT
Costco
COST
$422B
$6.09M 0.14%
20,100
+3,900
+24% +$1.19M
ADBE icon
77
PUT
Adobe
ADBE
$98.4B
$5.96M 0.13%
13,700
+11,300
+471% +$4.19M
FTV icon
78
CALL
Fortive
FTV
$17.8B
$5.91M 0.13%
138,437
+27,433
+25% +$1.07M
BKNG icon
79
PUT
Booking.com
BKNG
$150B
$5.89M 0.13%
92,500
-45,000
-33% -$2.74M
SO icon
80
CALL
Southern Company
SO
$109B
$5.67M 0.13%
+109,300
New +$6.08M
BA icon
81
CALL
Boeing
BA
$169B
$5.65M 0.13%
30,800
+18,900
+159% +$2.91M
MDY icon
82
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$5.58M 0.13%
17,200
+10,700
+165% +$3.24M
XLY icon
83
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.5B
$5.58M 0.13%
87,400
+57,200
+189% +$3.37M
GS icon
84
PUT
Goldman Sachs
GS
$301B
$5.57M 0.13%
28,200
-12,200
-30% -$2.29M
USO icon
85
PUT
United States Oil Fund
USO
$2.14B
$5.5M 0.12%
196,200
+182,412
+1,323% +$4.99M
ADBE icon
86
CALL
Adobe
ADBE
$98.4B
$5.35M 0.12%
12,300
+10,400
+547% +$3.85M
BURL icon
87
PUT
Burlington
BURL
$23.3B
$5.28M 0.12%
+26,800
New +$5.05M
VTI icon
88
Vanguard Morningstar Total Stock Market ETF
VTI
$656B
$5.26M 0.12%
33,630
-25,571
-43% -$3.77M
C icon
89
CALL
Citigroup
C
$223B
$5.16M 0.12%
100,900
+92,500
+1,101% +$4.39M
IBM icon
90
CALL
IBM
IBM
$207B
$5.12M 0.11%
44,350
+2,405
+6% +$279K
SHV icon
91
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$5.06M 0.11%
+45,714
New +$5.07M
EFA icon
92
CALL
iShares MSCI EAFE ETF
EFA
$77.9B
$4.96M 0.11%
81,400
+26,600
+49% +$1.54M
XBI icon
93
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.91B
$4.94M 0.11%
44,100
+12,000
+37% +$1.18M
QQQ icon
94
Invesco QQQ Trust
QQQ
$450B
$4.91M 0.11%
19,810
-29,608
-60% -$6.64M
JPM icon
95
CALL
JPMorgan Chase
JPM
$940B
$4.89M 0.11%
52,000
-11,100
-18% -$1.05M
DIS icon
96
CALL
Walt Disney
DIS
$167B
$4.86M 0.11%
43,600
+4,400
+11% +$486K
FDX icon
97
PUT
FedEx
FDX
$73.2B
$4.78M 0.11%
34,100
+21,400
+169% +$2.69M
MDY icon
98
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$4.77M 0.11%
14,700
+3,900
+36% +$1.18M
BA icon
99
PUT
Boeing
BA
$169B
$4.73M 0.11%
25,800
+9,400
+57% +$1.44M
MCD icon
100
CALL
McDonald's
MCD
$192B
$4.67M 0.1%
25,300
+8,900
+54% +$1.63M
2 3
4
5 6

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.