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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
ITB icon
1276
PUT
iShares US Home Construction ETF
ITB
$2.32B
$229K 0.01%
4,100
-3,700
-47% -$208K
JCI icon
1277
Johnson Controls International
JCI
$85.1B
$229K 0.01%
+4,906
New +$218K
OKTA icon
1278
PUT
Okta
OKTA
$23.8B
$229K 0.01%
900
-800
-47% -$190K
SPYG icon
1279
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$49.4B
$229K 0.01%
4,139
-6,366
-61% -$335K
RCM
1280
DELISTED
R1 RCM Inc. Common Stock
RCM
$229K 0.01%
+9,538
New +$190K
ALLY icon
1281
CALL
Ally Financial
ALLY
$13.1B
$228K 0.01%
+6,400
New +$194K
HRL icon
1282
CALL
Hormel Foods
HRL
$14.2B
$228K 0.01%
4,900
+700
+17% +$34.2K
PAA icon
1283
Plains All American Pipeline
PAA
$17.6B
$228K 0.01%
+27,690
New +$210K
YUM icon
1284
CALL
Yum! Brands
YUM
$41.9B
$228K 0.01%
2,100
-2,800
-57% -$286K
ABNB icon
1285
Airbnb
ABNB
$90.8B
$227K 0.01%
+1,546
New +$228K
ALK icon
1286
Alaska Air
ALK
$5.11B
$227K 0.01%
+4,368
New +$196K
DXC icon
1287
DXC Technology
DXC
$1.91B
$227K 0.01%
+8,818
New +$188K
LNG icon
1288
Cheniere Energy
LNG
$54.2B
$227K 0.01%
+3,786
New +$203K
TRIP icon
1289
PUT
TripAdvisor
TRIP
$1.7B
$227K 0.01%
+7,900
New +$190K
RMO
1290
CALL
DELISTED
Romeo Power, Inc.
RMO
$227K 0.01%
+10,100
New +$147K
BBY icon
1291
Best Buy
BBY
$19B
$226K 0.01%
2,268
-545
-19% -$61K
HOLX
1292
CALL
DELISTED
Hologic
HOLX
$226K 0.01%
3,100
-10,300
-77% -$727K
ORLY icon
1293
PUT
O'Reilly Automotive
ORLY
$75.1B
$226K 0.01%
7,500
-21,000
-74% -$634K
VGLT icon
1294
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$226K 0.01%
+2,354
New +$228K
INSP icon
1295
Inspire Medical Systems
INSP
$1.47B
$225K 0.01%
+1,196
New +$196K
JETS icon
1296
PUT
US Global Jets ETF
JETS
$768M
$224K 0.01%
+10,000
New +$202K
BG icon
1297
PUT
Bunge Global
BG
$20.9B
$223K 0.01%
3,400
-7,800
-70% -$455K
RIG icon
1298
PUT
Transocean
RIG
$5.48B
$223K 0.01%
96,400
+46,100
+92% +$67.8K
SEDG icon
1299
CALL
SolarEdge
SEDG
$2.37B
$223K 0.01%
700
-1,200
-63% -$332K
SGMO
1300
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$223K 0.01%
+14,300
New +$168K
50 51
52
53 54

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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.