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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
DXCM icon
1301
PUT
DexCom
DXCM
$29B
$222K 0.01%
+2,400
New +$214K
FL
1302
CALL
DELISTED
Foot Locker
FL
$222K 0.01%
+5,500
New +$214K
RHI icon
1303
Robert Half
RHI
$4.11B
$222K 0.01%
+3,560
New +$212K
ARNA
1304
DELISTED
Arena Pharmaceuticals Inc
ARNA
$222K 0.01%
+2,894
New +$217K
CE icon
1305
PUT
Celanese
CE
$4.82B
$221K 0.01%
+1,700
New +$211K
IGSB icon
1306
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$221K 0.01%
+4,001
New +$220K
JOE icon
1307
PUT
St. Joe Company
JOE
$3.55B
$221K 0.01%
+5,200
New +$166K
MET icon
1308
PUT
MetLife
MET
$62.4B
$221K 0.01%
4,700
-8,400
-64% -$364K
SSB icon
1309
SouthState Bank Corp
SSB
$10.3B
$221K 0.01%
+3,055
New +$201K
GLW icon
1310
Corning
GLW
$107B
$220K 0.01%
+6,100
New +$217K
MSI icon
1311
Motorola Solutions
MSI
$72.1B
$220K 0.01%
+1,291
New +$217K
MTCH icon
1312
Match Group
MTCH
$9.19B
$220K 0.01%
1,457
-1,070
-42% -$142K
APAM icon
1313
Artisan Partners
APAM
$2.86B
$219K 0.01%
+4,359
New +$198K
EW icon
1314
PUT
Edwards Lifesciences
EW
$49.4B
$219K 0.01%
+2,400
New +$199K
FAZ icon
1315
Direxion Daily Financial Bear 3x ETF
FAZ
$85.8M
$219K 0.01%
378
+47
+14% +$39.9K
GL icon
1316
Globe Life
GL
$14B
$219K 0.01%
+2,307
New +$205K
HHH icon
1317
Howard Hughes
HHH
$3.94B
$219K 0.01%
+2,909
New +$195K
HPE icon
1318
Hewlett Packard
HPE
$58.8B
$219K 0.01%
18,495
+7,339
+66% +$77K
HRL icon
1319
PUT
Hormel Foods
HRL
$14.2B
$219K 0.01%
+4,700
New +$229K
IDLV icon
1320
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$219K 0.01%
7,291
-2,400
-25% -$69.8K
JD icon
1321
JD.com
JD
$43.5B
$218K 0.01%
2,483
-664
-21% -$55.5K
KGC icon
1322
CALL
Kinross Gold
KGC
$27.7B
$218K 0.01%
+29,700
New +$237K
LLY icon
1323
Eli Lilly
LLY
$1.08T
$218K 0.01%
+1,289
New +$192K
O icon
1324
PUT
Realty Income
O
$61.1B
$218K 0.01%
3,612
-5,573
-61% -$329K
MRTX
1325
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$218K 0.01%
+993
New +$215K
51 52
53
54 55

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BCM
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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.