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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
SDS icon
901
CALL
ProShares UltraShort S&P500
SDS
$435M
$358K 0.01%
1,156
-636
-35% -$223K
BOX icon
902
CALL
Box
BOX
$4.49B
$357K 0.01%
+19,800
New +$345K
MDLZ icon
903
CALL
Mondelez International
MDLZ
$82.9B
$357K 0.01%
+6,100
New +$349K
BIV icon
904
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$356K 0.01%
3,835
-7,465
-66% -$695K
DOCU
905
CALL
DocuSign
DOCU
$11.1B
$356K 0.01%
1,600
-10,100
-86% -$2.27M
NUE icon
906
CALL
Nucor
NUE
$58.3B
$356K 0.01%
+6,700
New +$346K
SU icon
907
Suncor Energy
SU
$77.7B
$355K 0.01%
21,140
+8,336
+65% +$122K
WY icon
908
CALL
Weyerhaeuser
WY
$17.6B
$355K 0.01%
+10,600
New +$319K
ARRY icon
909
Array Technologies
ARRY
$740M
$354K 0.01%
+8,217
New +$331K
ADP icon
910
PUT
Automatic Data Processing
ADP
$109B
$352K 0.01%
+2,000
New +$328K
WBD icon
911
CALL
Warner Bros
WBD
$64.3B
$352K 0.01%
+11,700
New +$287K
IYF icon
912
iShares US Financials ETF
IYF
$4.65B
$351K 0.01%
5,257
-29,345
-85% -$1.81M
TMUS icon
913
PUT
T-Mobile US
TMUS
$195B
$351K 0.01%
+2,600
New +$321K
WAT icon
914
Waters Corp
WAT
$37.3B
$351K 0.01%
+1,417
New +$321K
ETR icon
915
CALL
Entergy
ETR
$50.3B
$349K 0.01%
7,000
-5,000
-42% -$263K
FXY icon
916
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$349K 0.01%
+3,818
New +$345K
BLNK icon
917
Blink Charging
BLNK
$67.5M
$348K 0.01%
+8,132
New +$161K
IGLB icon
918
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$348K 0.01%
+4,768
New +$341K
MP icon
919
CALL
MP Materials
MP
$6.78B
$347K 0.01%
+10,800
New +$209K
VNO icon
920
PUT
Vornado Realty Trust
VNO
$7.65B
$347K 0.01%
+9,300
New +$340K
RJF icon
921
Raymond James Financial
RJF
$33.5B
$345K 0.01%
+5,408
New +$310K
WELL icon
922
Welltower
WELL
$174B
$344K 0.01%
+5,316
New +$323K
MXIM
923
DELISTED
Maxim Integrated Products
MXIM
$344K 0.01%
3,883
-13,369
-77% -$1.05M
BUD icon
924
CALL
AB InBev
BUD
$164B
$343K 0.01%
+4,900
New +$310K
BMRN icon
925
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$342K 0.01%
3,900
-400
-9% -$31.7K
35 36
37
38 39

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OAM
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NOCM
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QIM
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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.