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
VTI icon
1976
PUT
Vanguard Total Stock Market ETF
VTI
$656B
– –
-1,400
Closed -$238K
VTIP icon
1977
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
– –
-6,942
Closed -$354K
VTWO icon
1978
Vanguard Russell 2000 ETF
VTWO
$17.5B
– –
-6,860
Closed -$415K
VYMI icon
1979
Vanguard International High Dividend Yield ETF
VYMI
$20.4B
– –
-4,805
Closed -$250K
WAT icon
1980
CALL
Waters Corp
WAT
$37.7B
– –
-4,100
Closed -$802K
WAT icon
1981
PUT
Waters Corp
WAT
$37.7B
– –
-3,400
Closed -$665K
WFC.PRL icon
1982
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
– –
-2,925
Closed -$3.92M
WMB icon
1983
Williams Companies
WMB
$85.8B
– –
-15,960
Closed -$324K
WM icon
1984
Waste Management
WM
$96.1B
– –
-3,911
Closed -$456K
WPRT
1985
Westport Fuel Systems
WPRT
$32.9M
– –
-2,139
Closed -$35K
WSM icon
1986
PUT
Williams-Sonoma
WSM
$27.8B
– –
-5,800
Closed -$262K
X
1987
DELISTED
US Steel
X
– –
-21,884
Closed -$272K
XHB icon
1988
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
– –
-3,807
Closed -$215K
XLE icon
1989
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
– –
-86,236
Closed -$1.49M
XLC icon
1990
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-14,771
Closed -$940K
XLI icon
1991
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-27,408
Closed -$2.31M
XLRE icon
1992
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
– –
-40,794
Closed -$1.44M
XLY icon
1993
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
– –
-29,190
Closed -$2.25M
XME icon
1994
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-17,930
Closed -$509K
XPO icon
1995
CALL
XPO
XPO
$24B
– –
-19,083
Closed -$559K
XPO icon
1996
PUT
XPO
XPO
$24B
– –
-13,011
Closed -$381K
XRT icon
1997
State Street SPDR S&P Retail ETF
XRT
$458M
– –
-14,133
Closed -$811K
YINN icon
1998
Direxion Daily FTSE China Bull 3X ETF
YINN
$729M
– –
-1,257
Closed -$366K
Z icon
1999
PUT
Zillow
Z
$7.7B
– –
-6,200
Closed -$630K
ZBH icon
2000
CALL
Zimmer Biomet
ZBH
$18.5B
– –
-5,562
Closed -$735K
78 79
80
81 82

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.