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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
WAL icon
1226
Western Alliance Bancorporation
WAL
$8.81B
$241K 0.01%
+4,020
New +$196K
XLNX
1227
CALL
DELISTED
Xilinx Inc
XLNX
$241K 0.01%
1,700
-3,200
-65% -$416K
BAX icon
1228
Baxter International
BAX
$12.8B
$240K 0.01%
2,986
-2,866
-49% -$227K
DIS icon
1229
Walt Disney
DIS
$171B
$240K 0.01%
+1,324
New +$190K
TEVA icon
1230
PUT
Teva Pharmaceuticals
TEVA
$40.4B
$240K 0.01%
24,900
+9,700
+64% +$92.9K
IQ icon
1231
CALL
iQIYI
IQ
$1.19B
$239K 0.01%
13,700
+4,400
+47% +$99.3K
SMG icon
1232
CALL
ScottsMiracle-Gro
SMG
$4.09B
$239K 0.01%
1,200
-1,900
-61% -$326K
VERU icon
1233
Veru
VERU
$35.5M
$239K 0.01%
+2,762
New +$114K
BOX icon
1234
PUT
Box
BOX
$4.49B
$238K 0.01%
+13,200
New +$230K
DEO icon
1235
CALL
Diageo
DEO
$49.6B
$238K 0.01%
1,500
-1,600
-52% -$239K
EXAS
1236
CALL
DELISTED
Exact Sciences
EXAS
$238K 0.01%
+1,800
New +$218K
FNV icon
1237
CALL
Franco-Nevada
FNV
$41.3B
$238K 0.01%
+1,900
New +$256K
GOOGL icon
1238
Alphabet (Google) Class A
GOOGL
$4.12T
$238K 0.01%
2,720
-85,300
-97% -$7.18M
LXP icon
1239
LXP Industrial Trust
LXP
$3.52B
$238K 0.01%
+4,479
New +$236K
NLY icon
1240
Annaly Capital Management
NLY
$17.3B
$238K 0.01%
+7,033
New +$218K
PBW icon
1241
CALL
Invesco WilderHill Clean Energy ETF
PBW
$379M
$238K 0.01%
2,300
-1,800
-44% -$146K
VRSN icon
1242
PUT
VeriSign
VRSN
$26.3B
$238K 0.01%
+1,100
New +$225K
TWTR
1243
DELISTED
Twitter, Inc.
TWTR
$238K 0.01%
+4,392
New +$210K
AXON
1244
Axon Enterprise
AXON
$42.8B
$237K 0.01%
+1,937
New +$222K
AZO icon
1245
PUT
AutoZone
AZO
$51.3B
$237K 0.01%
200
-100
-33% -$116K
PBR icon
1246
CALL
Petrobras
PBR
$120B
$237K 0.01%
+21,100
New +$187K
PBR icon
1247
PUT
Petrobras
PBR
$120B
$237K 0.01%
+21,100
New +$187K
FIS icon
1248
Fidelity National Information Services
FIS
$24.2B
$236K 0.01%
+1,669
New +$238K
MTB icon
1249
M&T Bank
MTB
$36.3B
$236K 0.01%
+1,850
New +$211K
UNP icon
1250
Union Pacific
UNP
$174B
$236K 0.01%
+1,133
New +$226K
48 49
50
51 52

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OAM
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NOCM
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TIM
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QIM
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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.