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
BBEU icon
626
JPMorgan BetaBuilders Europe ETF
BBEU
$9.39B
$561K 0.01%
+10,737
New +$527K
HUM icon
627
Humana
HUM
$44B
$561K 0.01%
+1,368
New +$569K
BBBY
628
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$561K 0.01%
31,600
+19,900
+170% +$413K
TJX icon
629
CALL
TJX Companies
TJX
$176B
$560K 0.01%
8,200
+400
+5% +$24.3K
GDXJ icon
630
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$559K 0.01%
10,300
-16,200
-61% -$878K
GME icon
631
PUT
GameStop
GME
$9.82B
$558K 0.01%
118,400
-8,000
-6% -$27.5K
TSLA icon
632
Tesla
TSLA
$1.22T
$558K 0.01%
2,373
-469,035
-99% -$80M
PLUG icon
633
CALL
Plug Power
PLUG
$2.92B
$553K 0.01%
+16,300
New +$369K
DVA icon
634
PUT
DaVita
DVA
$15.3B
$552K 0.01%
+4,700
New +$479K
EXPE icon
635
Expedia Group
EXPE
$35.2B
$552K 0.01%
+4,168
New +$470K
WOLF icon
636
PUT
Wolfspeed
WOLF
$1.24B
$551K 0.01%
+5,200
New +$418K
CTXS
637
CALL
DELISTED
Citrix Systems Inc
CTXS
$546K 0.01%
4,200
-2,100
-33% -$267K
IWO icon
638
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
$545K 0.01%
+1,900
New +$484K
PGR icon
639
PUT
Progressive
PGR
$124B
$544K 0.01%
5,500
+2,800
+104% +$265K
GE icon
640
GE Aerospace
GE
$368B
$543K 0.01%
10,079
-10,875
-52% -$487K
FIVE icon
641
PUT
Five Below
FIVE
$12.1B
$542K 0.01%
3,100
+900
+41% +$133K
GD icon
642
General Dynamics
GD
$103B
$542K 0.01%
+3,640
New +$532K
CTSH icon
643
CALL
Cognizant
CTSH
$24.3B
$541K 0.01%
+6,600
New +$502K
PINS icon
644
PUT
Pinterest
PINS
$13.7B
$540K 0.01%
8,200
-4,400
-35% -$264K
TMUS icon
645
CALL
T-Mobile US
TMUS
$186B
$539K 0.01%
4,000
+1,400
+54% +$173K
RH icon
646
CALL
RH
RH
$3.15B
$537K 0.01%
1,200
-1,400
-54% -$577K
MNST icon
647
PUT
Monster Beverage
MNST
$95.5B
$536K 0.01%
+11,600
New +$487K
MSCI icon
648
PUT
MSCI
MSCI
$41.9B
$536K 0.01%
+1,200
New +$471K
PTLC icon
649
Pacer Trendpilot US Large Cap ETF
PTLC
$3.24B
$536K 0.01%
16,378
+2,333
+17% +$72.8K
SBAC icon
650
CALL
SBA Communications
SBAC
$19.3B
$536K 0.01%
1,900
-11,400
-86% -$3.35M
24 25
26
27 28

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.