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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
CHWY icon
976
CALL
Chewy
CHWY
$9.54B
$324K 0.01%
3,600
-3,100
-46% -$226K
CMA
977
PUT
DELISTED
Comerica
CMA
$324K 0.01%
+5,800
New +$283K
BEKE icon
978
KE Holdings
BEKE
$18.4B
$323K 0.01%
5,254
+601
+13% +$39.9K
COR icon
979
Cencora
COR
$62B
$323K 0.01%
+3,302
New +$330K
MDB icon
980
CALL
MongoDB
MDB
$25.8B
$323K 0.01%
900
-1,100
-55% -$307K
NUGT icon
981
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
$323K 0.01%
4,655
+808
+21% +$61.2K
RDFN
982
PUT
DELISTED
Redfin
RDFN
$323K 0.01%
+4,700
New +$251K
SYF icon
983
CALL
Synchrony
SYF
$24.4B
$323K 0.01%
+9,300
New +$280K
VALE icon
984
Vale
VALE
$62.3B
$323K 0.01%
19,276
-8,180
-30% -$109K
MOS icon
985
PUT
The Mosaic Company
MOS
$7.19B
$322K 0.01%
14,000
-3,000
-18% -$60.4K
PEN icon
986
Penumbra
PEN
$12.6B
$322K 0.01%
+1,840
New +$403K
UYG icon
987
ProShares Ultra Financials
UYG
$819M
$322K 0.01%
+7,609
New +$276K
NOK icon
988
CALL
Nokia
NOK
$46.9B
$320K 0.01%
+81,900
New +$323K
TTD icon
989
PUT
Trade Desk
TTD
$8.97B
$320K 0.01%
4,000
-37,000
-90% -$2.79M
CHKP icon
990
PUT
Check Point Software Technologies
CHKP
$14.3B
$319K 0.01%
+2,400
New +$293K
MGA icon
991
CALL
Magna International
MGA
$18.8B
$319K 0.01%
+4,500
New +$265K
DEM icon
992
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.8B
$318K 0.01%
+7,725
New +$296K
SE icon
993
CALL
Sea Limited
SE
$66.4B
$318K 0.01%
1,600
-2,100
-57% -$374K
RTX icon
994
RTX Corp
RTX
$290B
$316K 0.01%
4,415
-705
-14% -$46.3K
THD icon
995
iShares MSCI Thailand ETF
THD
$361M
$316K 0.01%
+4,094
New +$290K
USMV icon
996
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$316K 0.01%
4,660
-24,702
-84% -$1.63M
AKAM icon
997
CALL
Akamai
AKAM
$15.6B
$315K 0.01%
3,000
+700
+30% +$73.3K
BSV icon
998
Vanguard Short-Term Bond ETF
BSV
$44.7B
$315K 0.01%
3,797
-7,050
-65% -$584K
MRNA icon
999
Moderna
MRNA
$21.6B
$314K 0.01%
+3,002
New +$304K
BSJL
1000
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
$314K 0.01%
+13,599
New +$314K
38 39
40
41 42

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AWP
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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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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.