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
FPX icon
1476
First Trust US Equity Opportunities ETF
FPX
$1.46B
– –
-6,897
Closed -$435K
FRI icon
1477
First Trust S&P REIT Index Fund
FRI
$194M
– –
-10,835
Closed -$205K
FTA icon
1478
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.41B
– –
-14,136
Closed -$520K
FTI icon
1479
TechnipFMC
FTI
$28.9B
– –
-22,293
Closed -$112K
FTSL icon
1480
First Trust Senior Loan Fund ETF
FTSL
$2.32B
– –
-14,998
Closed -$627K
FUTY icon
1481
Fidelity MSCI Utilities Index ETF
FUTY
$2.34B
– –
-9,355
Closed -$336K
FXE icon
1482
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$343M
– –
-2,200
Closed -$229K
FXI icon
1483
iShares China Large-Cap ETF
FXI
$4.35B
– –
-117,474
Closed -$4.58M
FXL icon
1484
First Trust Technology AlphaDEX Fund
FXL
$2.46B
– –
-14,234
Closed -$845K
FXO icon
1485
First Trust Financials AlphaDEX Fund
FXO
$1.14B
– –
-37,339
Closed -$789K
FYC icon
1486
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.26B
– –
-12,127
Closed -$395K
FYX icon
1487
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.38B
– –
-10,837
Closed -$446K
GBIL icon
1488
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
– –
-4,291
Closed -$432K
GCC icon
1489
WisdomTree Enhanced Commodity Strategy Fund
GCC
$271M
– –
-13,995
Closed -$202K
GD icon
1490
General Dynamics
GD
$105B
– –
-14,058
Closed -$1.99M
GDDY icon
1491
CALL
GoDaddy
GDDY
$13.9B
– –
-4,200
Closed -$240K
GDX icon
1492
VanEck Gold Miners ETF
GDX
$23.1B
– –
-99,838
Closed -$3.28M
GEM icon
1493
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.64B
– –
-8,209
Closed -$215K
GFI icon
1494
Gold Fields
GFI
$29.4B
– –
-10,322
Closed -$49K
GGB icon
1495
Gerdau
GGB
$9.66B
– –
-290,625
Closed -$441K
GIS icon
1496
CALL
General Mills
GIS
$20.1B
– –
-7,300
Closed -$385K
GLMD icon
1497
Galmed Pharmaceuticals
GLMD
$4.54M
– –
-91
Closed -$57K
GLW icon
1498
Corning
GLW
$111B
– –
-35,285
Closed -$800K
GLW icon
1499
PUT
Corning
GLW
$111B
– –
-40,600
Closed -$834K
GNW icon
1500
Genworth Financial
GNW
$3.85B
– –
-26,315
Closed -$87K
58 59
60
61 62

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.