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
+13.44%
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
$4.22B
AUM Growth
-$670M
Cap. Flow
-$1.51B
Cap. Flow %
-35.7%
Top 10 Hldgs %
46.51%
Holding
2,084
New
814
Increased
393
Reduced
405
Closed
448

Top Buys

Rank Stock Value
1
BDX icon
Becton Dickinson
BDX
+$10.7M
2
PCGU
PG&E Corporation
PCGU
+$4.56M
3
BABA icon
Alibaba
BABA
+$3.29M
4
D icon
Dominion Energy
D
+$3.11M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$3.01M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$80M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

Rank Sector Weight
1 Healthcare 0.8%
2 Financials 0.67%
3 Technology 0.64%
4 Consumer Discretionary 0.59%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLK icon
26
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$19.4M 0.46%
299,000
-38,400
-11% -$2.34M
MSFT icon
27
PUT
Microsoft
MSFT
$2.92T
$17.5M 0.41%
78,600
+16,800
+27% +$3.61M
DHR icon
28
PUT
Danaher
DHR
$140B
$17.2M 0.41%
87,533
+677
+0.8% +$136K
GLD icon
29
CALL
SPDR Gold Trust
GLD
$131B
$16.8M 0.4%
94,300
-106,500
-53% -$18.8M
XLE icon
30
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$16.6M 0.39%
877,200
-37,400
-4% -$645K
GOOGL icon
31
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$16.1M 0.38%
184,000
-206,000
-53% -$17.3M
BDX icon
32
Becton Dickinson
BDX
$45.8B
$15.9M 0.38%
64,932
+45,893
+241% +$10.7M
META icon
33
CALL
Meta Platforms (Facebook)
META
$1.51T
$15M 0.36%
54,900
+1,700
+3% +$466K
NEE icon
34
CALL
NextEra Energy
NEE
$186B
$14.8M 0.35%
192,000
-205,200
-52% -$15.3M
BABA icon
35
CALL
Alibaba
BABA
$276B
$14.6M 0.35%
62,800
+13,300
+27% +$3.69M
META icon
36
PUT
Meta Platforms (Facebook)
META
$1.51T
$14M 0.33%
51,300
-2,100
-4% -$576K
JPM icon
37
CALL
JPMorgan Chase
JPM
$950B
$14M 0.33%
110,200
+35,500
+48% +$3.97M
DKS icon
38
PUT
Dick's Sporting Goods
DKS
$18.9B
$13.6M 0.32%
241,800
-2,800
-1% -$160K
XLE icon
39
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$12M 0.28%
634,200
+187,200
+42% +$3.23M
XLF icon
40
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$11.9M 0.28%
402,300
+319,400
+385% +$8.55M
BABA icon
41
PUT
Alibaba
BABA
$276B
$11.5M 0.27%
49,500
+16,100
+48% +$4.47M
XLF icon
42
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$10.1M 0.24%
341,200
+197,200
+137% +$5.28M
NVDA icon
43
CALL
NVIDIA
NVDA
$4.77T
$10M 0.24%
768,000
-1,012,000
-57% -$13.5M
SLV icon
44
CALL
iShares Silver Trust
SLV
$27.6B
$9.86M 0.23%
401,100
-314,100
-44% -$7.14M
INTC icon
45
CALL
Intel
INTC
$435B
$9.81M 0.23%
197,000
+109,200
+124% +$5.33M
MA icon
46
CALL
Mastercard
MA
$497B
$9.71M 0.23%
27,200
+15,700
+137% +$5.22M
JPM icon
47
PUT
JPMorgan Chase
JPM
$950B
$9.68M 0.23%
76,200
+17,200
+29% +$1.92M
V icon
48
CALL
Visa
V
$697B
$9.47M 0.22%
43,300
+20,100
+87% +$4.11M
GLD icon
49
PUT
SPDR Gold Trust
GLD
$131B
$9.38M 0.22%
52,600
-54,800
-51% -$9.65M
MA icon
50
PUT
Mastercard
MA
$497B
$9.32M 0.22%
26,100
+8,900
+52% +$2.96M
1
2
3 4 5

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 Q4 2020 Portfolio in Review

As of Q4 2020, Two Sigma Securities held 2,084 positions worth $4.22B, down 14% from $4.89B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Two Sigma Securities withdrew a net $1.51B in Q4 2020, closing 448 positions and reducing 405 holdings. Its most notable exit was Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A, an estimated $41.8M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 0.8% of assets, up from 0.3% a quarter earlier, followed by Financials and Technology.

Against the trend, Two Sigma Securities opened a new position in Dominion Energy worth $2.94M.

  • Two Sigma Securities's largest Q4 2020 buy was Dominion Energy: 39,163 shares worth $2.94M.
  • Two Sigma Securities added most to Becton Dickinson in Q4 2020, an estimated $10.7M increase.
  • Two Sigma Securities's biggest Q4 2020 reduction was Tesla, cutting an estimated $80M.
  • Two Sigma Securities fully exited Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A in Q4 2020, selling an estimated $41.8M.
  • Two Sigma Securities's ten largest holdings make up 47% of its $4.22B portfolio in Q4 2020.
  • Two Sigma Securities opened 814 new positions and closed 448 in Q4 2020.
  • Two Sigma Securities's portfolio value fell 14% quarter-over-quarter to $4.22B.

Based on Two Sigma Securities's 13F filing for Q4 2020, filed 16 Feb 2021.