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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
AVLR
651
DELISTED
Avalara, Inc.
AVLR
$536K 0.01%
+3,253
New +$520K
JWN
652
PUT
DELISTED
Nordstrom
JWN
$534K 0.01%
17,100
+5,900
+53% +$123K
MRNA icon
653
CALL
Moderna
MRNA
$23B
$533K 0.01%
+5,100
New +$516K
ADI icon
654
CALL
Analog Devices
ADI
$179B
$532K 0.01%
+3,600
New +$478K
HON icon
655
Honeywell
HON
$76.7B
$530K 0.01%
+2,643
New +$480K
SRPT icon
656
CALL
Sarepta Therapeutics
SRPT
$1.64B
$529K 0.01%
+3,100
New +$459K
MAR icon
657
CALL
Marriott International
MAR
$99B
$528K 0.01%
4,000
-1,100
-22% -$126K
VCIT icon
658
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
$528K 0.01%
5,431
-3,649
-40% -$352K
SYY icon
659
PUT
Sysco
SYY
$40.6B
$527K 0.01%
7,100
+200
+3% +$13.8K
KMB icon
660
CALL
Kimberly-Clark
KMB
$36.6B
$526K 0.01%
3,900
+1,200
+44% +$168K
UBER icon
661
Uber
UBER
$143B
$526K 0.01%
+10,315
New +$462K
FIS icon
662
CALL
Fidelity National Information Services
FIS
$23.8B
$523K 0.01%
+3,700
New +$528K
PAYX icon
663
PUT
Paychex
PAYX
$41.4B
$522K 0.01%
+5,600
New +$497K
STX icon
664
PUT
Seagate
STX
$193B
$522K 0.01%
8,400
+2,500
+42% +$141K
AAPL icon
665
Apple
AAPL
$4.9T
$518K 0.01%
3,905
+1,100
+39% +$132K
CHKP icon
666
CALL
Check Point Software Technologies
CHKP
$13.1B
$518K 0.01%
3,900
+700
+22% +$85.5K
PHM icon
667
CALL
Pultegroup
PHM
$24.5B
$517K 0.01%
+12,000
New +$532K
BLNK icon
668
CALL
Blink Charging
BLNK
$70.4M
$513K 0.01%
+12,000
New +$237K
TFC icon
669
CALL
Truist Financial
TFC
$63.5B
$513K 0.01%
+10,700
New +$484K
PENN icon
670
PUT
PENN Entertainment
PENN
$2.75B
$510K 0.01%
5,900
-11,600
-66% -$828K
SO icon
671
PUT
Southern Company
SO
$106B
$510K 0.01%
+8,300
New +$499K
NXPI icon
672
PUT
NXP Semiconductors
NXPI
$61.8B
$509K 0.01%
3,200
+600
+23% +$88.4K
PSA icon
673
PUT
Public Storage
PSA
$59.3B
$508K 0.01%
+2,200
New +$504K
TEL icon
674
CALL
TE Connectivity
TEL
$59.9B
$508K 0.01%
4,200
-3,800
-48% -$419K
MNDT
675
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$507K 0.01%
+22,000
New +$339K
25 26
27
28 29

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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.