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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
OIH icon
851
CALL
VanEck Oil Services ETF
OIH
$1.97B
$385K 0.01%
2,500
-400
-14% -$50.8K
TNDM icon
852
Tandem Diabetes Care
TNDM
$1.27B
$385K 0.01%
+4,027
New +$415K
VLO icon
853
PUT
Valero Energy
VLO
$89.5B
$385K 0.01%
+6,800
New +$334K
W icon
854
CALL
Wayfair
W
$11.8B
$384K 0.01%
1,700
-800
-32% -$212K
XMLV icon
855
Invesco S&P MidCap Low Volatility ETF
XMLV
$762M
$384K 0.01%
+7,987
New +$360K
APD icon
856
PUT
Air Products & Chemicals
APD
$65.5B
$383K 0.01%
+1,400
New +$394K
H icon
857
Hyatt Hotels
H
$17.5B
$383K 0.01%
+5,155
New +$336K
BALL icon
858
PUT
Ball Corp
BALL
$17.5B
$382K 0.01%
4,100
-2,200
-35% -$203K
DKNG icon
859
CALL
DraftKings
DKNG
$12.2B
$382K 0.01%
8,200
+3,500
+74% +$167K
CP icon
860
CALL
Canadian Pacific Kansas City
CP
$81B
$381K 0.01%
5,500
-1,000
-15% -$65.1K
HOLX
861
DELISTED
Hologic
HOLX
$381K 0.01%
5,230
-3,065
-37% -$216K
GBIL icon
862
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
$379K 0.01%
+3,788
New +$379K
LITE icon
863
CALL
Lumentum
LITE
$46.9B
$379K 0.01%
4,000
+1,000
+33% +$86.2K
OLED icon
864
Universal Display
OLED
$3.75B
$379K 0.01%
1,648
-105
-6% -$22.4K
ET icon
865
CALL
Energy Transfer Partners
ET
$69.5B
$378K 0.01%
61,100
+45,700
+297% +$276K
EUM icon
866
ProShares Trust Short MSCI Emerging Markets
EUM
$10.1M
$378K 0.01%
14,657
+6,800
+87% +$191K
NVS icon
867
PUT
Novartis
NVS
$302B
$378K 0.01%
4,000
-1,700
-30% -$149K
RDFN
868
CALL
DELISTED
Redfin
RDFN
$377K 0.01%
+5,500
New +$294K
NCLH icon
869
CALL
Norwegian Cruise Line
NCLH
$9.53B
$376K 0.01%
+14,800
New +$309K
AMX icon
870
CALL
America Movil
AMX
$74.6B
$375K 0.01%
+25,800
New +$350K
HES
871
PUT
DELISTED
Hess
HES
$375K 0.01%
+7,100
New +$323K
ALGN icon
872
CALL
Align Technology
ALGN
$12.9B
$374K 0.01%
700
-1,200
-63% -$540K
SIRI icon
873
SiriusXM
SIRI
$11B
$374K 0.01%
5,864
-2,119
-27% -$130K
HSBC icon
874
CALL
HSBC
HSBC
$352B
$373K 0.01%
+14,400
New +$342K
FEP icon
875
First Trust Europe AlphaDEX Fund
FEP
$515M
$372K 0.01%
+9,750
New +$348K
33 34
35
36 37

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
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SLT
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RB
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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.