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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
CHTR icon
576
Charter Communications
CHTR
$16.9B
$636K 0.02%
+961
New +$612K
DPZ icon
577
Domino's
DPZ
$11.7B
$634K 0.02%
1,653
+1,018
+160% +$400K
AG icon
578
CALL
First Majestic Silver
AG
$7.75B
$633K 0.02%
47,100
+31,300
+198% +$344K
CPRI icon
579
CALL
Capri Holdings
CPRI
$1.82B
$630K 0.01%
+15,000
New +$459K
DBX icon
580
CALL
Dropbox
DBX
$7.49B
$630K 0.01%
28,400
+17,300
+156% +$352K
KMB icon
581
Kimberly-Clark
KMB
$36.6B
$626K 0.01%
4,642
+2,059
+80% +$288K
GD icon
582
CALL
General Dynamics
GD
$103B
$625K 0.01%
4,200
+1,100
+35% +$161K
PPLI
583
CALL
People Inc
PPLI
$3.08B
$625K 0.01%
6,046
-183
-3% -$14K
BXP icon
584
PUT
Boston Properties
BXP
$11.4B
$624K 0.01%
+6,600
New +$590K
CTXS
585
PUT
DELISTED
Citrix Systems Inc
CTXS
$624K 0.01%
+4,800
New +$610K
NVS icon
586
CALL
Novartis
NVS
$301B
$623K 0.01%
6,600
-2,500
-27% -$218K
SNY icon
587
CALL
Sanofi
SNY
$103B
$622K 0.01%
+12,800
New +$631K
CSIQ icon
588
CALL
Canadian Solar
CSIQ
$1B
$620K 0.01%
+12,100
New +$496K
IYT icon
589
CALL
iShares US Transportation ETF
IYT
$2.26B
$618K 0.01%
11,200
+6,800
+155% +$363K
MT icon
590
CALL
ArcelorMittal
MT
$52.3B
$618K 0.01%
+27,000
New +$472K
SPXU icon
591
ProShares UltraPro Short S&P 500
SPXU
$414M
$618K 0.01%
1,044
+732
+235% +$526K
PNC icon
592
PUT
PNC Financial Services
PNC
$99.2B
$611K 0.01%
4,100
+2,000
+95% +$255K
MCO icon
593
CALL
Moody's
MCO
$83.5B
$610K 0.01%
2,100
-1,700
-45% -$475K
W icon
594
PUT
Wayfair
W
$11.9B
$610K 0.01%
2,700
+1,600
+145% +$425K
INTU icon
595
PUT
Intuit
INTU
$86.3B
$608K 0.01%
1,600
-2,600
-62% -$913K
MAR icon
596
PUT
Marriott International
MAR
$99B
$607K 0.01%
4,600
-4,000
-47% -$457K
CLX icon
597
PUT
Clorox
CLX
$11.7B
$606K 0.01%
3,000
-3,400
-53% -$704K
SPSB icon
598
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$600K 0.01%
+19,102
New +$599K
JBLU icon
599
JetBlue
JBLU
$2.29B
$597K 0.01%
+41,071
New +$564K
AZN icon
600
PUT
AstraZeneca
AZN
$266B
$595K 0.01%
+5,950
New +$630K
22 23
24
25 26

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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.