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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
IGLB icon
1526
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.63B
– –
-5,700
Closed -$363K
IGPT icon
1527
Invesco AI and Next Gen Software ETF
IGPT
$1.12B
– –
-8,109
Closed -$232K
IGR
1528
CBRE Global Real Estate Income Fund
IGR
$724M
– –
-10,392
Closed -$54K
IGV icon
1529
iShares Expanded Tech-Software Sector ETF
IGV
$12.6B
– –
-11,775
Closed -$495K
IJH icon
1530
iShares Core S&P Mid-Cap ETF
IJH
$122B
– –
-10,795
Closed -$311K
IJJ icon
1531
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.89B
– –
-13,812
Closed -$758K
IJS icon
1532
iShares S&P Small-Cap 600 Value ETF
IJS
$8.18B
– –
-16,652
Closed -$832K
INFY icon
1533
Infosys
INFY
$51B
– –
-53,103
Closed -$436K
ING icon
1534
ING
ING
$93.9B
– –
-26,431
Closed -$136K
IP icon
1535
CALL
International Paper
IP
$22.8B
– –
-6,864
Closed -$202K
IQDF icon
1536
FlexShares International Quality Dividend Index Fund
IQDF
$1.14B
– –
-11,512
Closed -$204K
IQ icon
1537
PUT
iQIYI
IQ
$1.22B
– –
-910,600
Closed -$16.2M
ITB icon
1538
PUT
iShares US Home Construction ETF
ITB
$2.34B
– –
-8,400
Closed -$243K
IUSB icon
1539
iShares Core Universal USD Bond ETF
IUSB
$43B
– –
-5,977
Closed -$314K
IVW icon
1540
iShares S&P 500 Growth ETF
IVW
$71.8B
– –
-25,408
Closed -$1.05M
IVZ icon
1541
CALL
Invesco
IVZ
$12.6B
– –
-14,000
Closed -$127K
IWO icon
1542
CALL
iShares Russell 2000 Growth ETF
IWO
$14.3B
– –
-2,300
Closed -$364K
IWR icon
1543
PUT
iShares Russell Mid-Cap ETF
IWR
$56.4B
– –
-7,300
Closed -$315K
IYLD icon
1544
iShares Morningstar Multi-Asset Income ETF
IYLD
$124M
– –
-13,885
Closed -$278K
IYR icon
1545
CALL
iShares US Real Estate ETF
IYR
$4.75B
– –
-40,800
Closed -$2.84M
JD icon
1546
JD.com
JD
$43.7B
– –
-12,111
Closed -$613K
JHMM icon
1547
John Hancock Multifactor Mid Cap ETF
JHMM
$5.93B
– –
-19,971
Closed -$567K
JNPR
1548
DELISTED
Juniper Networks
JNPR
– –
-10,066
Closed -$232K
JPXN
1549
iShares JPX-Nikkei 400 ETF
JPXN
$132M
– –
-4,296
Closed -$228K
JWN
1550
DELISTED
Nordstrom
JWN
– –
-19,894
Closed -$305K
60 61
62
63 64

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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.