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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
DXC icon
1351
PUT
DXC Technology
DXC
$1.91B
$211K 0.01%
+8,200
New +$175K
EXC icon
1352
CALL
Exelon
EXC
$48.1B
$211K 0.01%
+7,010
New +$207K
HIG icon
1353
PUT
Hartford Financial Services
HIG
$39.9B
$211K 0.01%
4,300
-20,500
-83% -$884K
HST icon
1354
CALL
Host Hotels & Resorts
HST
$17.5B
$211K 0.01%
14,400
– –
ACIW icon
1355
ACI Worldwide
ACIW
$6.12B
$210K 0.01%
+5,452
New +$183K
BUD icon
1356
PUT
AB InBev
BUD
$164B
$210K 0.01%
3,000
-9,400
-76% -$595K
SBUX icon
1357
Starbucks
SBUX
$119B
$210K 0.01%
1,959
-8,499
-81% -$811K
SYY icon
1358
Sysco
SYY
$40.8B
$210K 0.01%
+2,832
New +$195K
INFN
1359
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$210K 0.01%
+20,000
New +$159K
APA icon
1360
PUT
APA Corp
APA
$13B
$209K ﹤0.01%
14,700
-14,300
-49% -$166K
CF icon
1361
CALL
CF Industries
CF
$19.6B
$209K ﹤0.01%
+5,400
New +$178K
DXC icon
1362
CALL
DXC Technology
DXC
$1.91B
$209K ﹤0.01%
+8,100
New +$173K
IRBT
1363
PUT
DELISTED
iRobot
IRBT
$209K ﹤0.01%
+2,600
New +$212K
ITM icon
1364
VanEck Intermediate Muni ETF
ITM
$2.14B
$209K ﹤0.01%
+4,014
New +$207K
MAT icon
1365
Mattel
MAT
$4.47B
$209K ﹤0.01%
+11,984
New +$177K
PNC icon
1366
CALL
PNC Financial Services
PNC
$99.1B
$209K ﹤0.01%
+1,400
New +$179K
ZROZ icon
1367
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.33B
$209K ﹤0.01%
+1,279
New +$211K
FPX icon
1368
First Trust US Equity Opportunities ETF
FPX
$1.43B
$208K ﹤0.01%
+1,757
New +$190K
SOXS icon
1369
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$2.6B
$208K ﹤0.01%
+1
New +$526K
LAZR
1370
CALL
DELISTED
Luminar Technologies
LAZR
$207K ﹤0.01%
+407
New +$108K
LSTR icon
1371
Landstar System
LSTR
$6.03B
$207K ﹤0.01%
+1,535
New +$201K
MCHP icon
1372
CALL
Microchip Technology
MCHP
$38.8B
$207K ﹤0.01%
3,000
-2,400
-44% -$149K
PBW icon
1373
PUT
Invesco WilderHill Clean Energy ETF
PBW
$379M
$207K ﹤0.01%
+2,000
New +$162K
SNPS icon
1374
CALL
Synopsys
SNPS
$71.6B
$207K ﹤0.01%
+800
New +$185K
TSN icon
1375
Tyson Foods
TSN
$21.5B
$207K ﹤0.01%
+3,220
New +$200K
53 54
55
56 57

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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
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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.