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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
CLDR
1201
DELISTED
Cloudera, Inc.
CLDR
$247K 0.01%
+17,736
New +$203K
HSY icon
1202
Hershey
HSY
$37.3B
$246K 0.01%
1,614
-3,185
-66% -$471K
P
1203
CALL
Everpure Inc
P
$23B
$246K 0.01%
+10,900
New +$209K
ZNTL icon
1204
Zentalis Pharmaceuticals
ZNTL
$332M
$246K 0.01%
+4,738
New +$214K
ARVN icon
1205
Arvinas
ARVN
$530M
$245K 0.01%
+2,889
New +$99.6K
CHH icon
1206
Choice Hotels
CHH
$5.26B
$245K 0.01%
+2,297
New +$223K
DOCU
1207
PUT
DocuSign
DOCU
$11.1B
$245K 0.01%
1,100
-7,500
-87% -$1.68M
MCK icon
1208
McKesson
MCK
$104B
$245K 0.01%
+1,409
New +$235K
ON icon
1209
CALL
ON Semiconductor
ON
$30.7B
$245K 0.01%
+7,500
New +$209K
PAAS icon
1210
PUT
Pan American Silver
PAAS
$17.9B
$245K 0.01%
7,100
-2,300
-24% -$74.2K
IGE icon
1211
iShares North American Natural Resources ETF
IGE
$733M
$244K 0.01%
+10,496
New +$229K
MGK icon
1212
Vanguard Morningstar Mega Cap Growth ETF
MGK
$31.3B
$244K 0.01%
+5,985
New +$232K
NVO
1213
CALL
Novo Nordisk
NVO
$228B
$244K 0.01%
+7,000
New +$242K
RY icon
1214
Royal Bank of Canada
RY
$287B
$244K 0.01%
+2,972
New +$230K
APPN icon
1215
CALL
Appian
APPN
$2.11B
$243K 0.01%
+1,500
New +$168K
CP icon
1216
PUT
Canadian Pacific Kansas City
CP
$81B
$243K 0.01%
+3,500
New +$228K
KBE icon
1217
CALL
State Street SPDR S&P Bank ETF
KBE
$1.64B
$243K 0.01%
+5,800
New +$215K
KGC icon
1218
Kinross Gold
KGC
$27.7B
$243K 0.01%
33,159
-7,922
-19% -$63.1K
RPG icon
1219
Invesco S&P 500 Pure Growth ETF
RPG
$1.9B
$243K 0.01%
7,445
-1,500
-17% -$45.8K
SONY icon
1220
PUT
Sony
SONY
$137B
$243K 0.01%
+12,000
New +$209K
WMB icon
1221
CALL
Williams Companies
WMB
$85.8B
$243K 0.01%
+12,100
New +$245K
AME icon
1222
CALL
Ametek
AME
$53.9B
$242K 0.01%
+2,000
New +$225K
QLD icon
1223
CALL
ProShares Ultra QQQ
QLD
$11.7B
$242K 0.01%
+8,400
New +$213K
SSYS icon
1224
CALL
Stratasys
SSYS
$666M
$242K 0.01%
+11,700
New +$188K
AVB icon
1225
CALL
AvalonBay Communities
AVB
$27.5B
$241K 0.01%
1,500
-4,400
-75% -$700K
47 48
49
50 51

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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.