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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
FIVE icon
1051
CALL
Five Below
FIVE
$11.6B
$297K 0.01%
1,700
-1,200
-41% -$178K
FSLY icon
1052
PUT
Fastly Inc
FSLY
$3.24B
$297K 0.01%
3,400
-3,100
-48% -$273K
LEG icon
1053
PUT
Leggett & Platt
LEG
$1.4B
$297K 0.01%
+6,700
New +$287K
LEN icon
1054
CALL
Lennar Class A
LEN
$20.4B
$297K 0.01%
4,029
-8,470
-68% -$634K
CMI icon
1055
PUT
Cummins
CMI
$83.6B
$295K 0.01%
1,300
-4,400
-77% -$988K
HWM icon
1056
CALL
Howmet Aerospace
HWM
$109B
$294K 0.01%
+10,300
New +$229K
PAA icon
1057
PUT
Plains All American Pipeline
PAA
$17.6B
$294K 0.01%
+35,700
New +$271K
SHW icon
1058
CALL
Sherwin-Williams
SHW
$83.5B
$294K 0.01%
1,200
-6,000
-83% -$1.42M
ASML icon
1059
CALL
ASML
ASML
$596B
$293K 0.01%
+600
New +$252K
DLR icon
1060
PUT
Digital Realty Trust
DLR
$69.6B
$293K 0.01%
2,100
-900
-30% -$129K
FAS icon
1061
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$292K 0.01%
+4,800
New +$224K
ABMD
1062
CALL
DELISTED
Abiomed Inc
ABMD
$292K 0.01%
900
-300
-25% -$83K
BSX icon
1063
PUT
Boston Scientific
BSX
$68.4B
$291K 0.01%
8,100
-400
-5% -$14.4K
FXU icon
1064
First Trust Utilities AlphaDEX Fund
FXU
$826M
$290K 0.01%
+10,229
New +$290K
IDV icon
1065
iShares International Select Dividend ETF
IDV
$8.31B
$290K 0.01%
+9,855
New +$269K
WIX icon
1066
WIX.com
WIX
$2.56B
$290K 0.01%
+1,161
New +$306K
XLB icon
1067
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$290K 0.01%
8,000
-4,000
-33% -$137K
DE icon
1068
Deere & Co
DE
$165B
$289K 0.01%
1,074
-315
-23% -$78.3K
DHR icon
1069
CALL
Danaher
DHR
$138B
$289K 0.01%
1,466
-113
-7% -$22.7K
VGT icon
1070
Vanguard Information Technology ETF
VGT
$133B
$289K 0.01%
+6,544
New +$269K
WHR icon
1071
PUT
Whirlpool
WHR
$2.49B
$289K 0.01%
1,600
-1,200
-43% -$230K
HYG icon
1072
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$288K 0.01%
3,304
-134
-4% -$11.5K
UWM icon
1073
ProShares Ultra Russell2000
UWM
$241M
$287K 0.01%
+6,412
New +$231K
DASH icon
1074
PUT
DoorDash
DASH
$84.3B
$286K 0.01%
+2,000
New +$319K
DT icon
1075
CALL
Dynatrace
DT
$12.7B
$286K 0.01%
+6,600
New +$262K
41 42
43
44 45

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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.