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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
VC icon
1376
Visteon
VC
$2.85B
$207K ﹤0.01%
+1,649
New +$174K
XOM icon
1377
ExxonMobil
XOM
$650B
$207K ﹤0.01%
+5,032
New +$189K
KR icon
1378
Kroger
KR
$36.7B
$206K ﹤0.01%
+6,485
New +$210K
PSEC icon
1379
Prospect Capital
PSEC
$1.08B
$206K ﹤0.01%
+38,111
New +$201K
LL
1380
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$206K ﹤0.01%
+6,700
New +$186K
CDNS icon
1381
CALL
Cadence Design Systems
CDNS
$91.8B
$205K ﹤0.01%
+1,500
New +$176K
DELL icon
1382
PUT
Dell
DELL
$239B
$205K ﹤0.01%
+5,524
New +$192K
SCHB icon
1383
Schwab US Broad Market ETF
SCHB
$42.3B
$205K ﹤0.01%
+13,518
New +$193K
ERUS
1384
DELISTED
iShares MSCI Russia ETF
ERUS
$205K ﹤0.01%
+5,485
New +$190K
ITW icon
1385
PUT
Illinois Tool Works
ITW
$84.1B
$204K ﹤0.01%
+1,000
New +$204K
KXI icon
1386
iShares Global Consumer Staples ETF
KXI
$1.09B
$204K ﹤0.01%
+3,501
New +$199K
RWO icon
1387
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
$204K ﹤0.01%
+4,597
New +$194K
UNH icon
1388
UnitedHealth
UNH
$382B
$204K ﹤0.01%
581
-679
-54% -$228K
XME icon
1389
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$204K ﹤0.01%
+6,100
New +$173K
ZG icon
1390
CALL
Zillow
ZG
$7.85B
$204K ﹤0.01%
1,500
-4,300
-74% -$485K
ANET icon
1391
CALL
Arista Networks
ANET
$199B
$203K ﹤0.01%
11,200
-20,800
-65% -$330K
CAT icon
1392
Caterpillar
CAT
$361B
$203K ﹤0.01%
1,116
-1,425
-56% -$242K
DHI icon
1393
D.R. Horton
DHI
$41.2B
$203K ﹤0.01%
+2,939
New +$214K
MCO icon
1394
PUT
Moody's
MCO
$83.7B
$203K ﹤0.01%
700
-1,700
-71% -$475K
PRU icon
1395
PUT
Prudential Financial
PRU
$42.6B
$203K ﹤0.01%
+2,600
New +$188K
SRC
1396
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$203K ﹤0.01%
+5,042
New +$182K
BA icon
1397
Boeing
BA
$169B
$202K ﹤0.01%
+942
New +$181K
GDS icon
1398
GDS Holdings
GDS
$5.93B
$202K ﹤0.01%
+2,153
New +$191K
TWO
1399
Two Harbors Investment
TWO
$1.27B
$202K ﹤0.01%
7,922
+836
+12% +$19.8K
A icon
1400
PUT
Agilent Technologies
A
$39.6B
$201K ﹤0.01%
+1,700
New +$188K
54 55
56
57 58

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OAM
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NOCM
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TIM
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QIM
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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.