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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
NET icon
1176
PUT
Cloudflare
NET
$96B
$251K 0.01%
+3,300
New +$216K
PEG icon
1177
Public Service Enterprise Group
PEG
$38.7B
$251K 0.01%
4,300
+245
+6% +$14.3K
AEP icon
1178
PUT
American Electric Power
AEP
$70.4B
$250K 0.01%
3,000
-7,800
-72% -$677K
GNRC icon
1179
CALL
Generac Holdings
GNRC
$11.5B
$250K 0.01%
1,100
-3,900
-78% -$839K
P
1180
Everpure Inc
P
$23B
$250K 0.01%
+11,051
New +$212K
ALXN
1181
DELISTED
Alexion Pharmaceuticals
ALXN
$250K 0.01%
1,599
-3,292
-67% -$423K
BILL icon
1182
BILL Holdings
BILL
$4.72B
$249K 0.01%
+1,823
New +$215K
DELL icon
1183
CALL
Dell
DELL
$239B
$249K 0.01%
+6,708
New +$234K
FNV icon
1184
Franco-Nevada
FNV
$41.3B
$249K 0.01%
+1,989
New +$268K
PDD icon
1185
PUT
Pinduoduo
PDD
$126B
$249K 0.01%
+1,400
New +$167K
VUG icon
1186
Vanguard Morningstar Growth ETF
VUG
$212B
$249K 0.01%
5,898
-14,352
-71% -$573K
AMP icon
1187
Ameriprise Financial
AMP
$47.8B
$248K 0.01%
+1,276
New +$228K
CCI icon
1188
Crown Castle
CCI
$34.6B
$248K 0.01%
+1,555
New +$252K
FBT icon
1189
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.84B
$248K 0.01%
+1,477
New +$240K
IYM icon
1190
iShares US Basic Materials ETF
IYM
$1.13B
$248K 0.01%
+2,189
New +$233K
KMX icon
1191
CarMax
KMX
$8.39B
$248K 0.01%
+2,621
New +$246K
PTC icon
1192
PTC
PTC
$15.3B
$248K 0.01%
+2,071
New +$206K
TSLX icon
1193
Sixth Street Specialty
TSLX
$1.67B
$248K 0.01%
+11,950
New +$227K
USHY icon
1194
iShares Broad USD High Yield Corporate Bond ETF
USHY
$29.2B
$248K 0.01%
+6,013
New +$243K
XHB icon
1195
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$248K 0.01%
+4,300
New +$243K
DKS icon
1196
CALL
Dick's Sporting Goods
DKS
$18.4B
$247K 0.01%
+4,400
New +$251K
FCX icon
1197
Freeport-McMoran
FCX
$86.2B
$247K 0.01%
9,496
-14,240
-60% -$296K
HCA icon
1198
HCA Healthcare
HCA
$88.4B
$247K 0.01%
+1,503
New +$220K
IYE icon
1199
iShares US Energy ETF
IYE
$1.72B
$247K 0.01%
12,215
-4,957
-29% -$91K
PAYX icon
1200
Paychex
PAYX
$43.4B
$247K 0.01%
2,653
-9
-0.3% -$799
46 47
48
49 50

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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.