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
IAT icon
1026
iShares US Regional Banks ETF
IAT
$673M
$306K 0.01%
+6,744
New +$272K
TD icon
1027
Toronto Dominion Bank
TD
$193B
$306K 0.01%
+5,430
New +$275K
CTVA icon
1028
Corteva
CTVA
$60.5B
$305K 0.01%
+7,868
New +$281K
HPQ icon
1029
CALL
HP
HPQ
$26B
$305K 0.01%
+12,400
New +$260K
IWR icon
1030
iShares Russell Mid-Cap ETF
IWR
$55.9B
$305K 0.01%
+4,452
New +$284K
RUN icon
1031
CALL
Sunrun
RUN
$2.26B
$305K 0.01%
+4,400
New +$273K
ED icon
1032
PUT
Consolidated Edison
ED
$41.4B
$304K 0.01%
4,200
-13,900
-77% -$1.08M
MGNI icon
1033
CALL
Magnite
MGNI
$2.83B
$304K 0.01%
+9,900
New +$150K
CBRL icon
1034
Cracker Barrel
CBRL
$1.26B
$303K 0.01%
+2,296
New +$295K
DLTR icon
1035
CALL
Dollar Tree
DLTR
$24.8B
$303K 0.01%
2,800
-2,300
-45% -$231K
GVI icon
1036
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$303K 0.01%
+2,578
New +$303K
SEDG icon
1037
SolarEdge
SEDG
$2.37B
$303K 0.01%
+949
New +$262K
TENB icon
1038
PUT
Tenable Holdings
TENB
$3.47B
$303K 0.01%
+5,800
New +$230K
APA icon
1039
CALL
APA Corp
APA
$13B
$302K 0.01%
21,300
-10,500
-33% -$122K
NUAN
1040
DELISTED
Nuance Communications, Inc.
NUAN
$302K 0.01%
6,849
-271
-4% -$10.3K
PSX icon
1041
CALL
Phillips 66
PSX
$82.9B
$301K 0.01%
+4,300
New +$252K
SPHD icon
1042
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.41B
$301K 0.01%
8,004
+443
+6% +$15.9K
HPE icon
1043
CALL
Hewlett Packard
HPE
$58.8B
$300K 0.01%
+25,300
New +$266K
NRG icon
1044
CALL
NRG Energy
NRG
$26.2B
$300K 0.01%
+8,000
New +$263K
TDOC icon
1045
CALL
Teladoc Health
TDOC
$1.66B
$300K 0.01%
+1,500
New +$305K
NUAN
1046
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$300K 0.01%
+6,800
New +$258K
RDS.A
1047
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$299K 0.01%
8,500
+500
+6% +$15.6K
NTAP icon
1048
PUT
NetApp
NTAP
$34B
$298K 0.01%
+4,500
New +$238K
ZTS icon
1049
PUT
Zoetis
ZTS
$32.7B
$298K 0.01%
1,800
-500
-22% -$81.3K
ALL icon
1050
PUT
Allstate
ALL
$70.6B
$297K 0.01%
+2,700
New +$265K
40 41
42
43 44

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.