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
MGM icon
476
PUT
MGM Resorts International
MGM
$11.7B
$797K 0.02%
25,300
-500
-2% -$12.9K
PGF icon
477
Invesco Financial Preferred ETF
PGF
$676M
$796K 0.02%
+41,423
New +$786K
TNA icon
478
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
$796K 0.02%
12,000
-11,500
-49% -$559K
COP icon
479
PUT
ConocoPhillips
COP
$145B
$792K 0.02%
+19,800
New +$730K
SHOP icon
480
PUT
Shopify
SHOP
$159B
$792K 0.02%
7,000
-7,000
-50% -$735K
MDLZ icon
481
PUT
Mondelez International
MDLZ
$80.5B
$789K 0.02%
+13,500
New +$772K
DVA icon
482
CALL
DaVita
DVA
$15.3B
$787K 0.02%
6,700
+100
+2% +$10.2K
DHI icon
483
PUT
D.R. Horton
DHI
$40.7B
$786K 0.02%
11,400
+3,300
+41% +$241K
SCHW
484
CALL
Charles Schwab
SCHW
$181B
$785K 0.02%
+14,800
New +$670K
MRSH
485
CALL
Marsh
MRSH
$91.4B
$784K 0.02%
6,700
+1,000
+18% +$114K
BMRN icon
486
CALL
BioMarin Pharmaceuticals
BMRN
$11.7B
$772K 0.02%
+8,800
New +$698K
MGA icon
487
PUT
Magna International
MGA
$19B
$772K 0.02%
+10,900
New +$642K
DISH
488
CALL
DELISTED
DISH Network Corp.
DISH
$770K 0.02%
23,800
+15,800
+198% +$486K
INTC icon
489
Intel
INTC
$460B
$756K 0.02%
+15,181
New +$741K
QRVO icon
490
Qorvo
QRVO
$8.01B
$756K 0.02%
+4,547
New +$669K
IVE icon
491
iShares S&P 500 Value ETF
IVE
$49.1B
$751K 0.02%
5,869
-17,655
-75% -$2.14M
DFS
492
DELISTED
Discover Financial Services
DFS
$743K 0.02%
8,210
+3,736
+84% +$279K
LLY icon
493
PUT
Eli Lilly
LLY
$1.03T
$743K 0.02%
4,400
-300
-6% -$44.8K
EWQ icon
494
iShares MSCI France ETF
EWQ
$335M
$742K 0.02%
22,300
+9,187
+70% +$284K
KSS icon
495
PUT
Kohl's
KSS
$2.21B
$741K 0.02%
18,200
-19,000
-51% -$553K
REGN icon
496
Regeneron Pharmaceuticals
REGN
$76B
$741K 0.02%
1,534
+866
+130% +$467K
VLO icon
497
CALL
Valero Energy
VLO
$92.6B
$741K 0.02%
+13,100
New +$643K
EWT icon
498
iShares MSCI Taiwan ETF
EWT
$9.6B
$739K 0.02%
+13,930
New +$680K
IJH icon
499
iShares Core S&P Mid-Cap ETF
IJH
$122B
$739K 0.02%
16,080
-1,115
-6% -$47K
LIN icon
500
PUT
Linde
LIN
$235B
$738K 0.02%
+2,800
New +$687K
18 19
20
21 22

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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 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.