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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
PLD icon
1126
CALL
Prologis
PLD
$136B
$269K 0.01%
2,700
-100
-4% -$10.1K
TSCO icon
1127
PUT
Tractor Supply
TSCO
$16.3B
$267K 0.01%
9,500
-17,000
-64% -$476K
VYX icon
1128
CALL
NCR Voyix
VYX
$1.19B
$267K 0.01%
+11,573
New +$192K
BILI icon
1129
CALL
Bilibili
BILI
$7.75B
$266K 0.01%
+3,100
New +$182K
DWM icon
1130
WisdomTree International Equity Fund
DWM
$667M
$266K 0.01%
+5,262
New +$252K
CAG icon
1131
CALL
Conagra Brands
CAG
$7.42B
$265K 0.01%
+7,300
New +$265K
EPD icon
1132
Enterprise Products Partners
EPD
$83.7B
$265K 0.01%
13,525
-10,669
-44% -$199K
TGTX icon
1133
CALL
TG Therapeutics
TGTX
$8.19B
$265K 0.01%
+5,100
New +$172K
TJX icon
1134
TJX Companies
TJX
$179B
$265K 0.01%
+3,886
New +$236K
KSU
1135
PUT
DELISTED
Kansas City Southern
KSU
$265K 0.01%
1,300
– –
TPR icon
1136
CALL
Tapestry
TPR
$30.3B
$264K 0.01%
+8,500
New +$215K
NWL icon
1137
CALL
Newell Brands
NWL
$2.21B
$263K 0.01%
+12,400
New +$242K
ALB icon
1138
Albemarle
ALB
$13.4B
$262K 0.01%
+1,778
New +$211K
CB icon
1139
CALL
Chubb
CB
$140B
$262K 0.01%
1,700
-600
-26% -$84.1K
LAZR
1140
PUT
DELISTED
Luminar Technologies
LAZR
$262K 0.01%
+513
New +$136K
SLCA
1141
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$262K 0.01%
+37,313
New +$162K
APTV icon
1142
PUT
Aptiv
APTV
$12.3B
$261K 0.01%
+2,000
New +$222K
EPI icon
1143
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$261K 0.01%
+8,921
New +$233K
VRIG icon
1144
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
$261K 0.01%
+10,432
New +$260K
WRK
1145
PUT
DELISTED
WestRock Company
WRK
$261K 0.01%
+6,000
New +$248K
RIG icon
1146
CALL
Transocean
RIG
$5.48B
$260K 0.01%
+112,700
New +$166K
ZS icon
1147
CALL
Zscaler
ZS
$24.9B
$260K 0.01%
1,300
-3,500
-73% -$557K
HES
1148
CALL
DELISTED
Hess
HES
$259K 0.01%
+4,900
New +$223K
USB icon
1149
US Bancorp
USB
$97.9B
$259K 0.01%
5,555
-2,024
-27% -$85.7K
PFPT
1150
CALL
DELISTED
Proofpoint, Inc.
PFPT
$259K 0.01%
+1,900
New +$208K
44 45
46
47 48

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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.