We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$249M
Cap. Flow %
-5.89%
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 Miscellaneous 95.94%
2 Healthcare 0.8%
3 Financials 0.68%
4 Technology 0.65%
5 Consumer Discretionary 0.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WY icon
1251
Weyerhaeuser
WY
$15.7B
$236K 0.01%
+7,040
New +$212K
MANH icon
1252
Manhattan Associates
MANH
$12.4B
$235K 0.01%
+2,231
New +$220K
HDV
1253
iShares Core High Dividend ETF
HDV
$15.3B
$234K 0.01%
+13,325
New +$226K
DDS icon
1254
Dillards
DDS
$10.1B
$233K 0.01%
+3,703
New +$181K
FHN icon
1255
First Horizon
FHN
$11.3B
$233K 0.01%
+18,262
New +$214K
LHX icon
1256
L3Harris
LHX
$46.7B
$233K 0.01%
1,234
-4,280
-78% -$783K
NIO icon
1257
NIO
NIO
$8.97B
$233K 0.01%
+4,782
New +$185K
ROST icon
1258
CALL
Ross Stores
ROST
$71.8B
$233K 0.01%
1,900
-700
-27% -$73.4K
SNPS icon
1259
PUT
Synopsys
SNPS
$72.5B
$233K 0.01%
+900
New +$208K
BYND icon
1260
Beyond Meat
BYND
$188M
$232K 0.01%
+62
New +$281K
DFEB icon
1261
FT Vest US Equity Deep Buffer ETF February
DFEB
$444M
$232K 0.01%
7,155
+54
+0.8% +$1.71K
NEO icon
1262
NeoGenomics
NEO
$2.43B
$232K 0.01%
+4,317
New +$195K
PINS icon
1263
Pinterest
PINS
$10.6B
$232K 0.01%
3,523
-2,777
-44% -$167K
PKG icon
1264
Packaging Corp of America
PKG
$20.6B
$232K 0.01%
+1,683
New +$212K
RRC icon
1265
CALL
Range Resources
RRC
$9.08B
$232K 0.01%
+34,600
New +$254K
TOON icon
1266
Kartoon Studios
TOON
$34.9M
$232K 0.01%
16,793
+13,911
+483% +$188K
SAVE
1267
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$232K 0.01%
+9,500
New +$197K
ETSY icon
1268
CALL
Etsy
ETSY
$6.74B
$231K 0.01%
1,300
-4,800
-79% -$722K
NUDM icon
1269
Nuveen ESG International Developed Markets Equity ETF
NUDM
$718M
$231K 0.01%
+7,906
New +$217K
BG icon
1270
Bunge Global
BG
$22.5B
$230K 0.01%
+3,503
New +$204K
EWC icon
1271
iShares MSCI Canada ETF
EWC
$6.78B
$230K 0.01%
7,445
-21,580
-74% -$633K
NTES icon
1272
PUT
NetEase
NTES
$75.4B
$230K 0.01%
2,400
-1,100
-31% -$98.7K
WWD icon
1273
Woodward
WWD
$18.8B
$230K 0.01%
+1,896
New +$192K
ENDP
1274
CALL
DELISTED
Endo International plc
ENDP
$230K 0.01%
+32,100
New +$167K
GOOS
1275
CALL
Canada Goose Holdings
GOOS
$725M
$229K 0.01%
7,700
-1,200
-13% -$40K
49 50
51
52 53

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 $249M 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 Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Healthcare and Financials.

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.