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
QID icon
1651
ProShares UltraShort QQQ
QID
$293M
– –
-775
Closed -$360K
AIXC
1652
AIxCrypto Holdings Inc
AIXC
$16.7M
– –
-1
Closed -$4K
QQEW icon
1653
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.72B
– –
-13,428
Closed -$837K
QQQE icon
1654
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.33B
– –
-4,337
Closed -$202K
QTEC icon
1655
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.41B
– –
-2,701
Closed -$228K
RACE icon
1656
Ferrari
RACE
$68.6B
– –
-1,982
Closed -$319K
RACE icon
1657
PUT
Ferrari
RACE
$68.6B
– –
-3,800
Closed -$580K
RDIV icon
1658
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.4B
– –
-24,796
Closed -$575K
REM icon
1659
iShares Mortgage Real Estate ETF
REM
$553M
– –
-10,818
Closed -$202K
RES icon
1660
RPC Inc
RES
$1.14B
– –
-11,499
Closed -$24K
RF icon
1661
CALL
Regions Financial
RF
$26.7B
– –
-23,500
Closed -$211K
RF icon
1662
PUT
Regions Financial
RF
$26.7B
– –
-30,100
Closed -$270K
RIO icon
1663
CALL
Rio Tinto
RIO
$149B
– –
-9,500
Closed -$433K
RL icon
1664
CALL
Ralph Lauren
RL
$22.5B
– –
-6,500
Closed -$434K
RL icon
1665
Ralph Lauren
RL
$22.5B
– –
-7,960
Closed -$532K
RL icon
1666
PUT
Ralph Lauren
RL
$22.5B
– –
-6,800
Closed -$454K
ROBO icon
1667
ROBO Global Robotics & Automation Index ETF
ROBO
$1.91B
– –
-13,345
Closed -$448K
RODM icon
1668
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.61B
– –
-35,785
Closed -$789K
ROP icon
1669
CALL
Roper Technologies
ROP
$38.7B
– –
-800
Closed -$249K
RPV icon
1670
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
– –
-7,238
Closed -$289K
RSPH icon
1671
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$774M
– –
-15,660
Closed -$296K
RWJ icon
1672
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.09B
– –
-64,074
Closed -$896K
RWK icon
1673
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.33B
– –
-14,667
Closed -$603K
RWL icon
1674
Invesco S&P 500 Revenue ETF
RWL
$9.67B
– –
-17,098
Closed -$751K
RY icon
1675
Royal Bank of Canada
RY
$295B
– –
-4,624
Closed -$294K
65 66
67
68 69

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.