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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
TEAM icon
801
PUT
Atlassian
TEAM
$24.9B
$421K 0.01%
1,800
-800
-31% -$169K
ETN icon
802
PUT
Eaton
ETN
$150B
$420K 0.01%
3,500
+1,500
+75% +$170K
MDY icon
803
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$420K 0.01%
1,000
-600
-38% -$231K
ACWV icon
804
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.33B
$419K 0.01%
+4,323
New +$409K
DHR icon
805
Danaher
DHR
$138B
$419K 0.01%
+2,125
New +$426K
B
806
PUT
Barrick Mining
B
$63.2B
$419K 0.01%
18,400
+1,900
+12% +$48.1K
SBAC icon
807
SBA Communications
SBAC
$19.3B
$419K 0.01%
+1,486
New +$436K
NET icon
808
CALL
Cloudflare
NET
$101B
$418K 0.01%
+5,500
New +$361K
QRVO icon
809
CALL
Qorvo
QRVO
$8.01B
$416K 0.01%
2,500
+700
+39% +$103K
XLP icon
810
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$416K 0.01%
6,173
-20,560
-77% -$1.36M
WHR icon
811
CALL
Whirlpool
WHR
$2.47B
$415K 0.01%
+2,300
New +$441K
DVN icon
812
CALL
Devon Energy
DVN
$50.9B
$414K 0.01%
+26,200
New +$325K
IWM icon
813
iShares Russell 2000 ETF
IWM
$80.2B
$412K 0.01%
+2,103
New +$368K
NTES icon
814
CALL
NetEase
NTES
$84.4B
$412K 0.01%
4,300
-700
-14% -$62.8K
OTIS icon
815
Otis Worldwide
OTIS
$27.3B
$411K 0.01%
+6,082
New +$395K
APD icon
816
CALL
Air Products & Chemicals
APD
$66.8B
$410K 0.01%
1,500
-3,400
-69% -$957K
REAL icon
817
CALL
The RealReal
REAL
$1.44B
$410K 0.01%
+21,000
New +$324K
PDD icon
818
CALL
Pinduoduo
PDD
$124B
$409K 0.01%
+2,300
New +$275K
DAL icon
819
Delta Air Lines
DAL
$58.3B
$408K 0.01%
10,141
+316
+3% +$11.5K
IP icon
820
CALL
International Paper
IP
$22.8B
$408K 0.01%
+8,659
New +$387K
ES icon
821
Eversource Energy
ES
$27.8B
$406K 0.01%
+4,691
New +$418K
CGNX icon
822
Cognex
CGNX
$10.4B
$405K 0.01%
+5,044
New +$367K
DRI icon
823
CALL
Darden Restaurants
DRI
$23.7B
$405K 0.01%
3,400
-1,600
-32% -$171K
BAX icon
824
CALL
Baxter International
BAX
$13.8B
$401K 0.01%
+5,000
New +$396K
EWI icon
825
iShares MSCI Italy ETF
EWI
$1.01B
$401K 0.01%
+13,619
New +$367K
31 32
33
34 35

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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.