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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$249M
Cap. Flow %
-5.89%
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 Miscellaneous 95.94%
2 Healthcare 0.8%
3 Financials 0.68%
4 Technology 0.65%
5 Consumer Discretionary 0.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RF icon
726
CALL
Regions Financial
RF
$24.3B
$476K 0.01%
+29,500
New +$427K
SFIX
727
CALL
Stitch Fix
SFIX
$388M
$476K 0.01%
+8,100
New +$347K
CLDR
728
CALL
DELISTED
Cloudera, Inc.
CLDR
$476K 0.01%
+34,200
New +$392K
FTNT icon
729
CALL
Fortinet
FTNT
$126B
$475K 0.01%
+16,000
New +$404K
LIN icon
730
CALL
Linde
LIN
$213B
$474K 0.01%
+1,800
New +$442K
MDLZ icon
731
Mondelez International
MDLZ
$79.6B
$473K 0.01%
+8,083
New +$462K
LYFT icon
732
CALL
Lyft
LYFT
$5.94B
$472K 0.01%
+9,600
New +$349K
DASH icon
733
CALL
DoorDash
DASH
$85.3B
$471K 0.01%
+3,300
New +$527K
JWN
734
CALL
DELISTED
Nordstrom
JWN
$471K 0.01%
+15,100
New +$315K
DBC icon
735
Invesco DB Commodity Index Tracking Fund
DBC
$1.96B
$470K 0.01%
+31,994
New +$437K
EWY icon
736
iShares MSCI South Korea ETF
EWY
$26.8B
$468K 0.01%
+5,440
New +$403K
DRI icon
737
PUT
Darden Restaurants
DRI
$23.6B
$465K 0.01%
3,900
+1,000
+34% +$107K
IEFA icon
738
iShares Core MSCI EAFE ETF
IEFA
$192B
$464K 0.01%
+6,718
New +$434K
ITOT icon
739
iShares Core S&P Total US Stock Market ETF
ITOT
$94.7B
$464K 0.01%
+5,383
New +$436K
SWK icon
740
CALL
Stanley Black & Decker
SWK
$13.4B
$464K 0.01%
2,600
-500
-16% -$88.7K
CARR icon
741
Carrier Global
CARR
$44.7B
$463K 0.01%
+12,266
New +$444K
JPST icon
742
JPMorgan Ultra-Short Income ETF
JPST
$41.5B
$463K 0.01%
9,112
+305
+3% +$15.5K
PEP icon
743
PepsiCo
PEP
$183B
$463K 0.01%
+3,123
New +$444K
VMW
744
CALL
DELISTED
VMware, Inc
VMW
$463K 0.01%
3,300
-3,000
-48% -$430K
RSP icon
745
Invesco S&P 500 Equal Weight ETF
RSP
$97.5B
$462K 0.01%
3,622
-14,832
-80% -$1.76M
GD icon
746
PUT
General Dynamics
GD
$97.4B
$461K 0.01%
3,100
+600
+24% +$87.7K
ADI icon
747
PUT
Analog Devices
ADI
$175B
$458K 0.01%
3,100
-1,300
-30% -$172K
ADP icon
748
CALL
Automatic Data Processing
ADP
$109B
$458K 0.01%
2,600
-1,500
-37% -$246K
IGV icon
749
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
$458K 0.01%
+6,470
New +$429K
IRBT
750
CALL
DELISTED
iRobot
IRBT
$458K 0.01%
+5,700
New +$464K
28 29
30
31 32

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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 $249M 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 Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Healthcare and Financials.

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.