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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
IWN icon
526
iShares Russell 2000 Value ETF
IWN
$14.4B
$698K 0.02%
+5,300
New +$626K
TFX icon
527
Teleflex
TFX
$5.86B
$697K 0.02%
1,693
+618
+57% +$228K
SWK icon
528
PUT
Stanley Black & Decker
SWK
$14.4B
$696K 0.02%
3,900
-2,800
-42% -$497K
CLF icon
529
CALL
Cleveland-Cliffs
CLF
$6.64B
$695K 0.02%
+47,700
New +$483K
CMG icon
530
Chipotle Mexican Grill
CMG
$48.8B
$695K 0.02%
25,050
-7,200
-22% -$189K
WDAY icon
531
PUT
Workday
WDAY
$39B
$695K 0.02%
2,900
-1,300
-31% -$292K
ZTS icon
532
CALL
Zoetis
ZTS
$31.9B
$695K 0.02%
4,200
+2,200
+110% +$358K
EA icon
533
CALL
Electronic Arts
EA
$52.9B
$689K 0.02%
4,800
+2,900
+153% +$374K
SPXL icon
534
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$687K 0.02%
9,504
-16,196
-63% -$1M
SYK icon
535
PUT
Stryker
SYK
$133B
$686K 0.02%
2,800
+1,600
+133% +$362K
CPRI icon
536
PUT
Capri Holdings
CPRI
$1.82B
$685K 0.02%
+16,300
New +$499K
TDG icon
537
TransDigm Group
TDG
$69.9B
$685K 0.02%
1,107
-49
-4% -$26.9K
TECL icon
538
Direxion Daily Technology Bull 3x ETF
TECL
$5.1B
$685K 0.02%
+16,860
New +$572K
DLR icon
539
CALL
Digital Realty Trust
DLR
$71.5B
$684K 0.02%
4,900
+700
+17% +$100K
INTU icon
540
CALL
Intuit
INTU
$86.3B
$684K 0.02%
1,800
-5,100
-74% -$1.79M
ASHR icon
541
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$683K 0.02%
+17,058
New +$640K
DOW icon
542
PUT
Dow Inc
DOW
$21.7B
$683K 0.02%
12,300
+7,000
+132% +$361K
LYFT icon
543
PUT
Lyft
LYFT
$5.9B
$683K 0.02%
+13,900
New +$506K
TT icon
544
CALL
Trane Technologies
TT
$97.3B
$682K 0.02%
4,700
+3,000
+176% +$414K
BHP icon
545
CALL
BHP
BHP
$218B
$680K 0.02%
+11,658
New +$584K
TM icon
546
CALL
Toyota
TM
$227B
$680K 0.02%
+4,400
New +$615K
SPXL icon
547
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$679K 0.02%
9,400
-3,500
-27% -$217K
EW icon
548
CALL
Edwards Lifesciences
EW
$50B
$675K 0.02%
+7,400
New +$614K
RDS.A
549
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$673K 0.02%
+19,155
New +$598K
IWN icon
550
PUT
iShares Russell 2000 Value ETF
IWN
$14.4B
$672K 0.02%
+5,100
New +$602K
20 21
22
23 24

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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.