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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
ITA icon
1076
iShares US Aerospace & Defense ETF
ITA
$14B
$286K 0.01%
+3,017
New +$265K
VLO icon
1077
Valero Energy
VLO
$89.5B
$286K 0.01%
+5,050
New +$248K
CPB icon
1078
CALL
Campbell Soup
CPB
$6.85B
$285K 0.01%
5,900
+700
+13% +$33.8K
ITW icon
1079
CALL
Illinois Tool Works
ITW
$84.1B
$285K 0.01%
+1,400
New +$286K
NSC icon
1080
PUT
Norfolk Southern
NSC
$75.4B
$285K 0.01%
1,200
-300
-20% -$68.3K
WY icon
1081
PUT
Weyerhaeuser
WY
$17.6B
$285K 0.01%
+8,500
New +$256K
AFL icon
1082
Aflac
AFL
$65.5B
$284K 0.01%
+6,387
New +$261K
DBX icon
1083
PUT
Dropbox
DBX
$7.78B
$284K 0.01%
12,800
+100
+0.8% +$2.04K
IJK icon
1084
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$284K 0.01%
3,929
-3,591
-48% -$239K
LHX icon
1085
PUT
L3Harris
LHX
$55.4B
$284K 0.01%
+1,500
New +$274K
NOK icon
1086
Nokia
NOK
$46.9B
$284K 0.01%
72,648
+23,631
+48% +$93.1K
RGLD icon
1087
Royal Gold
RGLD
$16.6B
$284K 0.01%
+2,672
New +$309K
SRPT icon
1088
Sarepta Therapeutics
SRPT
$1.64B
$284K 0.01%
+1,665
New +$247K
TECK icon
1089
CALL
Teck Resources
TECK
$28.2B
$283K 0.01%
+15,600
New +$241K
WRK
1090
DELISTED
WestRock Company
WRK
$283K 0.01%
+6,507
New +$269K
BIIB icon
1091
Biogen
BIIB
$30.9B
$282K 0.01%
+1,152
New +$297K
FFIV icon
1092
CALL
F5
FFIV
$22B
$282K 0.01%
+1,600
New +$243K
OIH icon
1093
VanEck Oil Services ETF
OIH
$1.97B
$282K 0.01%
+1,834
New +$233K
SWN
1094
CALL
DELISTED
Southwestern Energy Company
SWN
$282K 0.01%
+94,500
New +$278K
CHD icon
1095
Church & Dwight Co
CHD
$23.7B
$281K 0.01%
+3,225
New +$286K
HAS icon
1096
CALL
Hasbro
HAS
$13.5B
$281K 0.01%
+3,000
New +$267K
CLF icon
1097
PUT
Cleveland-Cliffs
CLF
$6.49B
$280K 0.01%
+19,200
New +$194K
LPLA icon
1098
LPL Financial
LPLA
$27B
$280K 0.01%
+2,688
New +$242K
RS icon
1099
Reliance Steel & Aluminium
RS
$20.6B
$280K 0.01%
+2,336
New +$270K
RWX icon
1100
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$280K 0.01%
8,212
-674
-8% -$21.4K
42 43
44
45 46

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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.