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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
WY icon
1251
Weyerhaeuser
WY
$17.6B
$236K 0.01%
+7,040
New +$212K
MANH icon
1252
Manhattan Associates
MANH
$11.9B
$235K 0.01%
+2,231
New +$220K
HDV
1253
iShares Core High Dividend ETF
HDV
$14.7B
$234K 0.01%
+13,325
New +$226K
DDS icon
1254
Dillards
DDS
$9.2B
$233K 0.01%
+3,703
New +$181K
FHN icon
1255
First Horizon
FHN
$12.2B
$233K 0.01%
+18,262
New +$214K
LHX icon
1256
L3Harris
LHX
$55.4B
$233K 0.01%
1,234
-4,280
-78% -$783K
NIO icon
1257
NIO
NIO
$11.9B
$233K 0.01%
+4,782
New +$185K
ROST icon
1258
CALL
Ross Stores
ROST
$80.8B
$233K 0.01%
1,900
-700
-27% -$73.4K
SNPS icon
1259
PUT
Synopsys
SNPS
$71.6B
$233K 0.01%
+900
New +$208K
BYND icon
1260
Beyond Meat
BYND
$274M
$232K 0.01%
+1,859
New +$280K
DFEB icon
1261
FT Vest US Equity Deep Buffer ETF February
DFEB
$456M
$232K 0.01%
7,155
+54
+0.8% +$1.71K
NEO icon
1262
NeoGenomics
NEO
$1.96B
$232K 0.01%
+4,317
New +$195K
PINS icon
1263
Pinterest
PINS
$13.7B
$232K 0.01%
3,523
-2,777
-44% -$167K
PKG icon
1264
Packaging Corp of America
PKG
$22.2B
$232K 0.01%
+1,683
New +$212K
RRC icon
1265
CALL
Range Resources
RRC
$9.33B
$232K 0.01%
+34,600
New +$254K
TOON icon
1266
Kartoon Studios
TOON
$34M
$232K 0.01%
16,793
+13,911
+483% +$188K
SAVE
1267
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$232K 0.01%
+9,500
New +$197K
ETSY icon
1268
CALL
Etsy
ETSY
$8.12B
$231K 0.01%
1,300
-4,800
-79% -$722K
NUDM icon
1269
Nuveen ESG International Developed Markets Equity ETF
NUDM
$689M
$231K 0.01%
+7,906
New +$217K
BG icon
1270
Bunge Global
BG
$20.9B
$230K 0.01%
+3,503
New +$204K
EWC icon
1271
iShares MSCI Canada ETF
EWC
$6.12B
$230K 0.01%
7,445
-21,580
-74% -$633K
NTES icon
1272
PUT
NetEase
NTES
$83B
$230K 0.01%
2,400
-1,100
-31% -$98.7K
WWD icon
1273
Woodward
WWD
$23B
$230K 0.01%
+1,896
New +$192K
ENDP
1274
CALL
DELISTED
Endo International plc
ENDP
$230K 0.01%
+32,100
New +$167K
GOOS
1275
CALL
Canada Goose Holdings
GOOS
$903M
$229K 0.01%
7,700
-1,200
-13% -$40K
49 50
51
52 53

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.