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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
DISH
876
PUT
DELISTED
DISH Network Corp.
DISH
$372K 0.01%
+11,500
New +$354K
URI icon
877
PUT
United Rentals
URI
$65.7B
$371K 0.01%
1,600
+200
+14% +$42.3K
HL icon
878
Hecla Mining
HL
$9.49B
$370K 0.01%
+57,087
New +$304K
ITUB icon
879
Itaú Unibanco
ITUB
$89.8B
$370K 0.01%
83,423
-13,818
-14% -$51.7K
SJM icon
880
CALL
J.M. Smucker
SJM
$13.5B
$370K 0.01%
+3,200
New +$372K
WLL
881
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$370K 0.01%
14,800
-12,600
-46% -$253K
YELP icon
882
PUT
Yelp
YELP
$1.54B
$369K 0.01%
+11,300
New +$297K
IJR icon
883
PUT
iShares Core S&P Small-Cap ETF
IJR
$109B
$368K 0.01%
4,000
-6,500
-62% -$534K
SHY icon
884
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$368K 0.01%
+4,255
New +$368K
WEX icon
885
WEX
WEX
$6.42B
$368K 0.01%
+1,810
New +$304K
SHW icon
886
PUT
Sherwin-Williams
SHW
$83.5B
$367K 0.01%
1,500
-5,700
-79% -$1.35M
IEUR icon
887
iShares Core MSCI Europe ETF
IEUR
$8.8B
$366K 0.01%
+7,141
New +$343K
PSK icon
888
State Street SPDR ICE Preferred Securities ETF
PSK
$689M
$365K 0.01%
+8,223
New +$360K
WYNN icon
889
Wynn Resorts
WYNN
$10.3B
$365K 0.01%
3,236
-728
-18% -$67.2K
GHC icon
890
Graham Holdings Company
GHC
$5.31B
$364K 0.01%
+682
New +$302K
KMB icon
891
PUT
Kimberly-Clark
KMB
$37.6B
$364K 0.01%
+2,700
New +$378K
NTNX icon
892
CALL
Nutanix
NTNX
$16.1B
$363K 0.01%
+11,400
New +$309K
TRIP icon
893
CALL
TripAdvisor
TRIP
$1.7B
$363K 0.01%
+12,600
New +$303K
TTD icon
894
Trade Desk
TTD
$8.97B
$363K 0.01%
4,530
-7,500
-62% -$566K
MRVL icon
895
PUT
Marvell Technology
MRVL
$147B
$361K 0.01%
7,600
+400
+6% +$17.3K
SUI icon
896
Sun Communities
SUI
$15.8B
$361K 0.01%
2,379
+796
+50% +$115K
KDP icon
897
Keurig Dr Pepper
KDP
$42.8B
$360K 0.01%
+11,242
New +$333K
NCLH icon
898
Norwegian Cruise Line
NCLH
$9.53B
$360K 0.01%
+14,153
New +$295K
FLOT icon
899
iShares Floating Rate Bond ETF
FLOT
$10.2B
$359K 0.01%
7,081
-7,674
-52% -$389K
PXF icon
900
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
$358K 0.01%
+8,435
New +$329K
34 35
36
37 38

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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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SLT
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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.