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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
ERY icon
1451
PUT
Direxion Daily Energy Bear 2X ETF
ERY
$40.3M
– –
-330
Closed -$384K
EUM icon
1452
ProShares Trust Short MSCI Emerging Markets
EUM
$9.9M
– –
-6,891
Closed -$288K
EW icon
1453
PUT
Edwards Lifesciences
EW
$49.3B
– –
-5,100
Closed -$321K
EWJ icon
1454
CALL
iShares MSCI Japan ETF
EWJ
$21.5B
– –
-16,700
Closed -$825K
EWJ icon
1455
PUT
iShares MSCI Japan ETF
EWJ
$21.5B
– –
-14,100
Closed -$696K
EWS icon
1456
iShares MSCI Singapore ETF
EWS
$1.05B
– –
-20,903
Closed -$363K
EWT icon
1457
iShares MSCI Taiwan ETF
EWT
$9.36B
– –
-11,823
Closed -$390K
EWZ icon
1458
iShares MSCI Brazil ETF
EWZ
$9.07B
– –
-68,471
Closed -$1.79M
EXAS
1459
CALL
DELISTED
Exact Sciences
EXAS
– –
-4,300
Closed -$249K
EXC icon
1460
CALL
Exelon
EXC
$47.8B
– –
-45,004
Closed -$1.18M
EZM icon
1461
WisdomTree US MidCap Fund
EZM
$947M
– –
-16,772
Closed -$443K
F icon
1462
Ford
F
$62.2B
– –
-18,131
Closed -$100K
FAST icon
1463
PUT
Fastenal
FAST
$54.5B
– –
-21,600
Closed -$338K
FAX
1464
abrdn Asia-Pacific Income Fund
FAX
$593M
– –
-3,722
Closed -$75K
FAZ icon
1465
Direxion Daily Financial Bear 3x ETF
FAZ
$84.5M
– –
-78
Closed -$238K
FCEL icon
1466
FuelCell Energy
FCEL
$1.56B
– –
-399
Closed -$18K
FDD icon
1467
First Trust STOXX European Select Dividend Income Fund
FDD
$870M
– –
-16,992
Closed -$163K
FDL icon
1468
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.88B
– –
-18,690
Closed -$417K
FDT icon
1469
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
– –
-16,334
Closed -$650K
FEX icon
1470
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.58B
– –
-7,706
Closed -$367K
FGD icon
1471
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.55B
– –
-18,854
Closed -$300K
FIW icon
1472
First Trust Water ETF
FIW
$1.87B
– –
-6,208
Closed -$296K
FLDR icon
1473
Fidelity Low Duration Bond Factor ETF
FLDR
$1.98B
– –
-5,738
Closed -$280K
FLOT icon
1474
iShares Floating Rate Bond ETF
FLOT
$10.2B
– –
-7,045
Closed -$343K
FNX icon
1475
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
– –
-7,057
Closed -$340K
57 58
59
60 61

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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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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.