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
PHO icon
1626
Invesco Water Resources ETF
PHO
$2.05B
– –
-8,235
Closed -$258K
PIZ icon
1627
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
– –
-13,533
Closed -$307K
PKB icon
1628
Invesco Building & Construction ETF
PKB
$436M
– –
-9,711
Closed -$214K
PKW icon
1629
Invesco BuyBack Achievers ETF
PKW
$1.73B
– –
-19,259
Closed -$933K
PLD icon
1630
CALL
Prologis
PLD
$137B
– –
-11,100
Closed -$892K
PM icon
1631
PUT
Philip Morris
PM
$312B
– –
-5,100
Closed -$372K
PNQI icon
1632
Invesco NASDAQ Internet ETF
PNQI
$526M
– –
-10,250
Closed -$258K
POWA icon
1633
Invesco Bloomberg Pricing Power ETF
POWA
$180M
– –
-9,690
Closed -$434K
PPL
1634
PUT
PPL Corp
PPL
$27.3B
– –
-9,700
Closed -$239K
PR
1635
Permian Resources
PR
$16.5B
– –
-30,627
Closed -$8K
PRF icon
1636
Invesco FTSE RAFI US 1000 ETF
PRF
$9.82B
– –
-62,645
Closed -$1.16M
PRU icon
1637
Prudential Financial
PRU
$43B
– –
-31,886
Closed -$1.87M
PSA icon
1638
CALL
Public Storage
PSA
$61.7B
– –
-4,500
Closed -$894K
PSCF icon
1639
Invesco S&P SmallCap Financials ETF
PSCF
$27.8M
– –
-5,872
Closed -$211K
PSCT icon
1640
Invesco S&P SmallCap Information Technology ETF
PSCT
$485M
– –
-17,616
Closed -$417K
PSX icon
1641
PUT
Phillips 66
PSX
$82.5B
– –
-9,300
Closed -$499K
PTEN icon
1642
Patterson-UTI
PTEN
$3.48B
– –
-21,271
Closed -$50K
PTMC icon
1643
Pacer Trendpilot US Mid Cap ETF
PTMC
$396M
– –
-10,639
Closed -$301K
PULS icon
1644
PGIM Ultra Short Bond ETF
PULS
$17.7B
– –
-4,360
Closed -$212K
PVH icon
1645
CALL
PVH
PVH
$4.01B
– –
-6,000
Closed -$226K
PWR icon
1646
CALL
Quanta Services
PWR
$88.3B
– –
-7,500
Closed -$238K
PWV icon
1647
Invesco Large Cap Value ETF
PWV
$1.7B
– –
-17,346
Closed -$523K
PYPL icon
1648
PayPal
PYPL
$50.3B
– –
-17,758
Closed -$2.45M
PZA icon
1649
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.24B
– –
-12,076
Closed -$312K
QCOM icon
1650
Qualcomm
QCOM
$172B
– –
-24,689
Closed -$1.98M
64 65
66
67 68

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.