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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
LAD icon
826
Lithia Motors
LAD
$9.24B
$401K 0.01%
+1,369
New +$374K
NSC icon
827
Norfolk Southern
NSC
$75B
$400K 0.01%
1,682
-1,067
-39% -$243K
SWKS icon
828
Skyworks Solutions
SWKS
$9.4B
$400K 0.01%
+2,618
New +$383K
IWO icon
829
iShares Russell 2000 Growth ETF
IWO
$14.4B
$399K 0.01%
1,392
-3,385
-71% -$863K
QRVO icon
830
PUT
Qorvo
QRVO
$8.01B
$399K 0.01%
+2,400
New +$353K
CCI icon
831
PUT
Crown Castle
CCI
$33.4B
$398K 0.01%
2,500
-2,200
-47% -$357K
DFS
832
CALL
DELISTED
Discover Financial Services
DFS
$398K 0.01%
+4,400
New +$328K
MRVL icon
833
Marvell Technology
MRVL
$165B
$398K 0.01%
+8,362
New +$362K
ZNGA
834
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$398K 0.01%
40,300
+20,900
+108% +$188K
GEN icon
835
CALL
Gen Digital
GEN
$16.3B
$397K 0.01%
+19,100
New +$386K
MRNA icon
836
PUT
Moderna
MRNA
$23B
$397K 0.01%
+3,800
New +$384K
EFAV icon
837
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.4B
$395K 0.01%
5,375
-5,075
-49% -$358K
PRF icon
838
Invesco FTSE RAFI US 1000 ETF
PRF
$9.78B
$395K 0.01%
+14,820
New +$369K
SWAV
839
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$395K 0.01%
+3,805
New +$330K
MVST icon
840
Microvast
MVST
$267M
$394K 0.01%
+23,063
New +$276K
CL icon
841
PUT
Colgate-Palmolive
CL
$73.3B
$393K 0.01%
+4,600
New +$380K
UAL icon
842
United Airlines
UAL
$40.1B
$393K 0.01%
+9,090
New +$368K
COR icon
843
CALL
Cencora
COR
$60.7B
$391K 0.01%
+4,000
New +$400K
MKSI icon
844
CALL
MKS Inc
MKSI
$19.8B
$391K 0.01%
+2,600
New +$340K
RMD icon
845
ResMed
RMD
$30.3B
$391K 0.01%
1,839
-65
-3% -$13K
YUM icon
846
PUT
Yum! Brands
YUM
$43.3B
$391K 0.01%
+3,600
New +$367K
SCZ icon
847
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$390K 0.01%
+5,699
New +$360K
EWZ icon
848
iShares MSCI Brazil ETF
EWZ
$9.25B
$389K 0.01%
10,489
-16,841
-62% -$543K
GME icon
849
GameStop
GME
$9.82B
$387K 0.01%
82,124
-35,684
-30% -$123K
CE icon
850
Celanese
CE
$4.91B
$385K 0.01%
+2,965
New +$369K
32 33
34
35 36

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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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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.