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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
TOTL icon
951
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$334K 0.01%
6,782
+928
+16% +$45.8K
TT icon
952
PUT
Trane Technologies
TT
$98.8B
$334K 0.01%
+2,300
New +$318K
MTCH icon
953
CALL
Match Group
MTCH
$9.19B
$333K 0.01%
2,200
-200
-8% -$26.5K
SCHW
954
Charles Schwab
SCHW
$182B
$333K 0.01%
+6,276
New +$284K
XLU icon
955
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$333K 0.01%
10,620
-28,084
-73% -$889K
PSTH
956
CALL
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$333K 0.01%
+12,000
New +$289K
AMAT icon
957
Applied Materials
AMAT
$347B
$332K 0.01%
+3,850
New +$285K
CTXS
958
DELISTED
Citrix Systems Inc
CTXS
$332K 0.01%
+2,555
New +$325K
AMBA icon
959
PUT
Ambarella
AMBA
$3.04B
$331K 0.01%
+3,600
New +$252K
MTB icon
960
CALL
M&T Bank
MTB
$36.3B
$331K 0.01%
+2,600
New +$296K
DOW icon
961
Dow Inc
DOW
$22B
$330K 0.01%
+5,949
New +$307K
QDEL icon
962
QuidelOrtho
QDEL
$1.13B
$330K 0.01%
+1,836
New +$408K
TAP icon
963
PUT
Molson Coors Class B
TAP
$8.02B
$330K 0.01%
+7,300
New +$301K
CERN
964
CALL
DELISTED
Cerner Corp
CERN
$330K 0.01%
+4,200
New +$311K
FDX icon
965
FedEx
FDX
$73B
$329K 0.01%
1,267
-1,803
-59% -$499K
GBT
966
DELISTED
Global Blood Therapeutics, Inc.
GBT
$329K 0.01%
+7,601
New +$375K
AEE icon
967
CALL
Ameren
AEE
$30.4B
$328K 0.01%
4,200
-2,000
-32% -$160K
GDX icon
968
VanEck Gold Miners ETF
GDX
$22.5B
$328K 0.01%
+9,095
New +$340K
BNTX icon
969
BioNTech
BNTX
$23.5B
$327K 0.01%
+4,012
New +$394K
AZO icon
970
AutoZone
AZO
$51.3B
$326K 0.01%
+275
New +$318K
SCHZ icon
971
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$326K 0.01%
11,638
-2,578
-18% -$72.1K
ALB icon
972
CALL
Albemarle
ALB
$13.4B
$325K 0.01%
+2,200
New +$261K
AMH icon
973
American Homes 4 Rent
AMH
$12.1B
$325K 0.01%
+10,832
New +$318K
FDN icon
974
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$325K 0.01%
1,533
-320
-17% -$64.7K
FTI icon
975
CALL
TechnipFMC
FTI
$28.6B
$325K 0.01%
+46,502
New +$273K
37 38
39
40 41

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BCM
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OAM
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NOCM
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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.