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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
OVV icon
751
CALL
Ovintiv
OVV
$17B
$458K 0.01%
+31,900
New +$374K
SFIX
752
PUT
Stitch Fix
SFIX
$547M
$458K 0.01%
+7,800
New +$334K
C icon
753
Citigroup
C
$222B
$453K 0.01%
7,345
+1,904
+35% +$96.8K
FIS icon
754
PUT
Fidelity National Information Services
FIS
$23.8B
$453K 0.01%
+3,200
New +$457K
MU icon
755
Micron Technology
MU
$988B
$453K 0.01%
6,027
+102
+2% +$6.15K
HUM icon
756
PUT
Humana
HUM
$44B
$451K 0.01%
+1,100
New +$457K
ROK icon
757
CALL
Rockwell Automation
ROK
$52.4B
$451K 0.01%
1,800
-200
-10% -$48.9K
WPM icon
758
CALL
Wheaton Precious Metals
WPM
$51.5B
$451K 0.01%
+10,800
New +$482K
BDX icon
759
PUT
Becton Dickinson
BDX
$45.6B
$450K 0.01%
+1,845
New +$430K
COTY icon
760
CALL
Coty
COTY
$2.37B
$450K 0.01%
+64,100
New +$330K
IJR icon
761
CALL
iShares Core S&P Small-Cap ETF
IJR
$110B
$450K 0.01%
+4,900
New +$403K
MTUM icon
762
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
$450K 0.01%
+2,793
New +$428K
MDIV icon
763
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$430M
$449K 0.01%
29,895
+11,946
+67% +$173K
KR icon
764
PUT
Kroger
KR
$35.4B
$448K 0.01%
14,100
-3,200
-18% -$104K
KRE icon
765
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$447K 0.01%
+8,609
New +$394K
EMLC icon
766
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.8B
$445K 0.01%
+13,367
New +$428K
FCNCA icon
767
First Citizens BancShares
FCNCA
$24.6B
$444K 0.01%
+774
New +$390K
ILMN icon
768
CALL
Illumina
ILMN
$31B
$444K 0.01%
1,234
-3,803
-76% -$1.21M
MCD icon
769
McDonald's
MCD
$191B
$442K 0.01%
2,060
-1,065
-34% -$232K
SPLK
770
PUT
DELISTED
Splunk Inc
SPLK
$442K 0.01%
2,600
+800
+44% +$153K
ABT icon
771
Abbott
ABT
$183B
$441K 0.01%
+4,027
New +$438K
COF icon
772
Capital One
COF
$129B
$441K 0.01%
4,460
+937
+27% +$79.7K
SVXY icon
773
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
$441K 0.01%
21,296
-4,990
-19% -$96.6K
TBF icon
774
ProShares Short 20+ Year Treasury ETF
TBF
$87.3M
$440K 0.01%
+27,910
New +$439K
PSA icon
775
CALL
Public Storage
PSA
$59.3B
$439K 0.01%
+1,900
New +$436K
29 30
31
32 33

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AWP
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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.