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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
AJG icon
1001
Arthur J. Gallagher & Co
AJG
$69.1B
$313K 0.01%
+2,530
New +$288K
DLTR icon
1002
PUT
Dollar Tree
DLTR
$24.8B
$313K 0.01%
2,900
-1,100
-28% -$110K
EPD icon
1003
PUT
Enterprise Products Partners
EPD
$83.7B
$313K 0.01%
16,000
-17,500
-52% -$326K
EQIX icon
1004
Equinix
EQIX
$99.4B
$313K 0.01%
438
+162
+59% +$121K
GLW icon
1005
CALL
Corning
GLW
$107B
$313K 0.01%
+8,700
New +$309K
ISRG icon
1006
Intuitive Surgical
ISRG
$127B
$313K 0.01%
+1,146
New +$285K
IWF icon
1007
CALL
iShares Russell 1000 Growth ETF
IWF
$117B
$313K 0.01%
5,200
-36,000
-87% -$2.05M
SPWR
1008
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$313K 0.01%
+12,200
New +$247K
Y
1009
DELISTED
Alleghany Corp
Y
$313K 0.01%
+519
New +$303K
BXP icon
1010
CALL
Boston Properties
BXP
$11.6B
$312K 0.01%
+3,300
New +$295K
IBM icon
1011
IBM
IBM
$213B
$312K 0.01%
2,595
-6,695
-72% -$774K
LYB icon
1012
PUT
LyondellBasell Industries
LYB
$19.5B
$312K 0.01%
+3,400
New +$277K
TAP icon
1013
CALL
Molson Coors Class B
TAP
$8.02B
$312K 0.01%
+6,900
New +$284K
TER icon
1014
CALL
Teradyne
TER
$50B
$312K 0.01%
+2,600
New +$266K
GWPH
1015
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$310K 0.01%
+2,689
New +$301K
KBE icon
1016
PUT
State Street SPDR S&P Bank ETF
KBE
$1.64B
$309K 0.01%
+7,400
New +$274K
TSN icon
1017
CALL
Tyson Foods
TSN
$21.5B
$309K 0.01%
4,800
-100
-2% -$6.22K
ORCL icon
1018
Oracle
ORCL
$339B
$308K 0.01%
4,762
-1,929
-29% -$115K
ALLY icon
1019
Ally Financial
ALLY
$13.1B
$307K 0.01%
+8,607
New +$260K
DGRO icon
1020
iShares Core Dividend Growth ETF
DGRO
$42.8B
$307K 0.01%
+6,846
New +$291K
ROST icon
1021
PUT
Ross Stores
ROST
$80.8B
$307K 0.01%
+2,500
New +$262K
UAA icon
1022
CALL
Under Armour
UAA
$3.01B
$307K 0.01%
+17,900
New +$274K
WDAY icon
1023
Workday
WDAY
$41.5B
$307K 0.01%
+1,283
New +$288K
RMO
1024
DELISTED
Romeo Power, Inc.
RMO
$307K 0.01%
+13,650
New +$199K
CHWY icon
1025
PUT
Chewy
CHWY
$9.54B
$306K 0.01%
3,400
-5,500
-62% -$401K
39 40
41
42 43

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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.