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
MCD icon
126
CALL
McDonald's
MCD
$194B
$4.06M 0.1%
18,900
+10,000
+112% +$2.17M
VZ icon
127
PUT
Verizon
VZ
$201B
$4.04M 0.1%
68,700
+61,000
+792% +$3.62M
AEP icon
128
American Electric Power
AEP
$72.4B
$3.95M 0.09%
47,436
-32,863
-41% -$2.85M
XLV icon
129
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$3.94M 0.09%
34,700
+19,400
+127% +$2.12M
UNH icon
130
CALL
UnitedHealth
UNH
$389B
$3.93M 0.09%
11,200
-1,600
-13% -$536K
GILD icon
131
CALL
Gilead Sciences
GILD
$167B
$3.9M 0.09%
67,000
+51,900
+344% +$3.13M
XOM icon
132
PUT
ExxonMobil
XOM
$634B
$3.86M 0.09%
93,700
+53,700
+134% +$2.01M
MU icon
133
CALL
Micron Technology
MU
$927B
$3.85M 0.09%
51,200
+15,000
+41% +$905K
IYR icon
134
CALL
iShares US Real Estate ETF
IYR
$4.76B
$3.85M 0.09%
44,900
+38,400
+591% +$3.2M
LMT icon
135
CALL
Lockheed Martin
LMT
$134B
$3.83M 0.09%
10,800
+6,100
+130% +$2.24M
CRM icon
136
PUT
Salesforce
CRM
$149B
$3.74M 0.09%
16,800
-2,300
-12% -$559K
WBA
137
CALL
DELISTED
Walgreens Boots Alliance
WBA
$3.72M 0.09%
+93,300
New +$3.61M
QTS
138
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
$3.71M 0.09%
60,000
– –
FXI icon
139
PUT
iShares China Large-Cap ETF
FXI
$4.27B
$3.69M 0.09%
79,500
+32,500
+69% +$1.48M
QQQ icon
140
Invesco QQQ Trust
QQQ
$445B
$3.66M 0.09%
11,664
-12,772
-52% -$3.75M
SBUX icon
141
PUT
Starbucks
SBUX
$118B
$3.64M 0.09%
34,000
+1,000
+3% +$95.5K
SHOP icon
142
CALL
Shopify
SHOP
$169B
$3.62M 0.09%
32,000
-7,000
-18% -$735K
ROKU icon
143
CALL
Roku
ROKU
$21.3B
$3.62M 0.09%
10,900
-4,000
-27% -$1.05M
DD icon
144
PUT
DuPont de Nemours
DD
$19B
$3.61M 0.09%
40,471
+26,131
+182% +$2.05M
VWO icon
145
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$3.61M 0.09%
72,036
+58,349
+426% +$2.74M
EFA icon
146
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
$3.6M 0.09%
49,300
-12,700
-20% -$869K
BABA icon
147
Alibaba
BABA
$276B
$3.56M 0.08%
15,313
+11,837
+341% +$3.29M
FDX icon
148
PUT
FedEx
FDX
$74B
$3.48M 0.08%
13,400
-15,000
-53% -$4.15M
ISRG icon
149
PUT
Intuitive Surgical
ISRG
$130B
$3.44M 0.08%
12,600
-2,100
-14% -$521K
CAT icon
150
CALL
Caterpillar
CAT
$387B
$3.39M 0.08%
18,600
+7,300
+65% +$1.24M
4 5
6
7 8

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.