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
R icon
1076
CALL
Ryder
R
$9.9B
$221K 0.01%
+5,900
New +$196K
GWPH
1077
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$221K 0.01%
+1,800
New +$204K
CPRT icon
1078
Copart
CPRT
$28.5B
$220K ﹤0.01%
+10,584
New +$212K
FMC icon
1079
FMC
FMC
$1.25B
$220K ﹤0.01%
+2,208
New +$204K
GRPN icon
1080
Groupon
GRPN
$1.03B
$220K ﹤0.01%
12,165
+6,756
+125% +$150K
WPM icon
1081
Wheaton Precious Metals
WPM
$49.7B
$220K ﹤0.01%
4,987
-18,473
-79% -$727K
BSJK
1082
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$220K ﹤0.01%
9,471
-19,314
-67% -$448K
AEG icon
1083
Aegon
AEG
$13.3B
$219K ﹤0.01%
80,835
+58,425
+261% +$144K
APA icon
1084
APA Corp
APA
$13B
$219K ﹤0.01%
+16,203
New +$185K
CVX icon
1085
Chevron
CVX
$382B
$219K ﹤0.01%
+2,451
New +$219K
ZTS icon
1086
CALL
Zoetis
ZTS
$32.7B
$219K ﹤0.01%
1,600
-3,600
-69% -$470K
BLK icon
1087
CALL
Blackrock
BLK
$167B
$218K ﹤0.01%
400
-1,700
-81% -$858K
BBBY
1088
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$218K ﹤0.01%
+20,600
New +$142K
XLRN
1089
DELISTED
Acceleron Pharma
XLRN
$218K ﹤0.01%
+2,291
New +$221K
TRV icon
1090
CALL
Travelers Companies
TRV
$81.1B
$217K ﹤0.01%
1,900
-3,800
-67% -$400K
ELV icon
1091
Elevance Health
ELV
$81.5B
$216K ﹤0.01%
+821
New +$219K
WING icon
1092
Wingstop
WING
$3.8B
$216K ﹤0.01%
+1,552
New +$181K
FISV
1093
PUT
Fiserv Inc
FISV
$29.7B
$215K ﹤0.01%
+2,200
New +$222K
PSA icon
1094
Public Storage
PSA
$61.5B
$215K ﹤0.01%
+1,123
New +$217K
CPE
1095
DELISTED
Callon Petroleum Company
CPE
$215K ﹤0.01%
18,677
+13,693
+275% +$121K
DNKN
1096
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$215K ﹤0.01%
+3,300
New +$205K
AAP icon
1097
CALL
Advance Auto Parts
AAP
$3.53B
$214K ﹤0.01%
1,500
-2,900
-66% -$369K
CPRI icon
1098
PUT
Capri Holdings
CPRI
$1.82B
$214K ﹤0.01%
+13,700
New +$203K
HOG icon
1099
Harley-Davidson
HOG
$2.61B
$214K ﹤0.01%
+9,000
New +$196K
TD icon
1100
PUT
Toronto Dominion Bank
TD
$193B
$214K ﹤0.01%
4,800
-3,800
-44% -$162K
42 43
44
45 46

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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.