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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
UUP icon
601
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
$593K 0.01%
24,465
-6,178
-20% -$154K
FEZ icon
602
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$591K 0.01%
+14,173
New +$552K
MMM icon
603
3M
MMM
$90.8B
$591K 0.01%
+4,042
New +$574K
TYL icon
604
Tyler Technologies
TYL
$13.3B
$591K 0.01%
+1,355
New +$559K
F icon
605
PUT
Ford
F
$59.3B
$590K 0.01%
+67,100
New +$562K
SLB icon
606
CALL
SLB Ltd
SLB
$72.6B
$587K 0.01%
26,900
+12,600
+88% +$238K
BLNK icon
607
PUT
Blink Charging
BLNK
$70.4M
$586K 0.01%
+13,700
New +$271K
GDXJ icon
608
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$586K 0.01%
10,800
-2,600
-19% -$141K
FSLR icon
609
PUT
First Solar
FSLR
$22.1B
$584K 0.01%
5,900
+1,500
+34% +$130K
PLTR icon
610
CALL
Palantir
PLTR
$293B
$584K 0.01%
+24,800
New +$444K
TTWO icon
611
PUT
Take-Two Interactive
TTWO
$46.3B
$582K 0.01%
2,800
+1,000
+56% +$175K
F icon
612
CALL
Ford
F
$59.3B
$579K 0.01%
65,900
+1,800
+3% +$15.1K
PSX icon
613
PUT
Phillips 66
PSX
$84.4B
$574K 0.01%
8,200
+3,300
+67% +$194K
RACE icon
614
CALL
Ferrari
RACE
$69.9B
$574K 0.01%
2,500
+900
+56% +$184K
BB icon
615
CALL
BlackBerry
BB
$4.95B
$571K 0.01%
+86,100
New +$509K
PANW icon
616
PUT
Palo Alto Networks
PANW
$265B
$569K 0.01%
9,600
+600
+7% +$28K
JCI icon
617
CALL
Johnson Controls International
JCI
$87.8B
$568K 0.01%
+12,200
New +$542K
EMR icon
618
Emerson Electric
EMR
$83.3B
$565K 0.01%
+7,033
New +$523K
K
619
DELISTED
Kellanova
K
$564K 0.01%
+9,660
New +$581K
SYY icon
620
CALL
Sysco
SYY
$40.6B
$564K 0.01%
+7,600
New +$523K
TQQQ icon
621
PUT
ProShares UltraPro QQQ
TQQQ
$31.4B
$564K 0.01%
24,800
-14,400
-37% -$272K
EPD icon
622
CALL
Enterprise Products Partners
EPD
$82.5B
$562K 0.01%
28,700
+13,500
+89% +$251K
KMI icon
623
CALL
Kinder Morgan
KMI
$70.5B
$562K 0.01%
+41,100
New +$550K
UAL icon
624
PUT
United Airlines
UAL
$40.1B
$562K 0.01%
13,000
+4,600
+55% +$186K
A icon
625
Agilent Technologies
A
$39.2B
$561K 0.01%
+4,734
New +$524K
23 24
25
26 27

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.