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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
AGNC icon
1326
CALL
AGNC Investment
AGNC
$12.7B
$217K 0.01%
+13,900
New +$206K
ALGN icon
1327
Align Technology
ALGN
$12.9B
$217K 0.01%
+406
New +$183K
ANET icon
1328
Arista Networks
ANET
$199B
$217K 0.01%
+11,968
New +$190K
HOG icon
1329
CALL
Harley-Davidson
HOG
$2.61B
$217K 0.01%
+5,900
New +$202K
LUV icon
1330
Southwest Airlines
LUV
$21.7B
$217K 0.01%
+4,654
New +$202K
NXPI icon
1331
NXP Semiconductors
NXPI
$60.8B
$217K 0.01%
+1,366
New +$201K
FIW icon
1332
CALL
First Trust Water ETF
FIW
$1.87B
$216K 0.01%
+3,000
New +$203K
MSTR icon
1333
Strategy Inc
MSTR
$34.1B
$216K 0.01%
+5,550
New +$130K
QUAL icon
1334
iShares MSCI USA Quality Factor ETF
QUAL
$45.7B
$216K 0.01%
+1,855
New +$204K
IYG icon
1335
iShares US Financial Services ETF
IYG
$2.13B
$215K 0.01%
+4,305
New +$194K
JDST icon
1336
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$32.2M
$215K 0.01%
+110
New +$239K
U icon
1337
PUT
Unity
U
$14B
$215K 0.01%
+1,400
New +$170K
WAB icon
1338
Wabtec
WAB
$49.3B
$215K 0.01%
+2,932
New +$201K
ADSK icon
1339
CALL
Autodesk
ADSK
$51.8B
$214K 0.01%
700
-1,800
-72% -$474K
DUST icon
1340
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
$214K 0.01%
108
-54
-33% -$107K
HCA icon
1341
CALL
HCA Healthcare
HCA
$88.4B
$214K 0.01%
1,300
-4,700
-78% -$687K
HCA icon
1342
PUT
HCA Healthcare
HCA
$88.4B
$214K 0.01%
1,300
-4,000
-75% -$585K
CVX icon
1343
Chevron
CVX
$382B
$213K 0.01%
+2,526
New +$205K
EL icon
1344
CALL
Estee Lauder
EL
$30.4B
$213K 0.01%
800
-2,000
-71% -$481K
JWN
1345
DELISTED
Nordstrom
JWN
$213K 0.01%
+6,836
New +$143K
TXN icon
1346
PUT
Texas Instruments
TXN
$248B
$213K 0.01%
+1,300
New +$202K
IQ icon
1347
PUT
iQIYI
IQ
$1.19B
$212K 0.01%
12,100
-6,300
-34% -$142K
ITT icon
1348
ITT
ITT
$17.1B
$212K 0.01%
+2,758
New +$193K
PPL
1349
CALL
PPL Corp
PPL
$26.9B
$212K 0.01%
+7,500
New +$213K
WM icon
1350
PUT
Waste Management
WM
$95B
$212K 0.01%
1,800
-4,400
-71% -$513K
52 53
54
55 56

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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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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.