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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
BLDP
1401
CALL
Ballard Power Systems
BLDP
$754M
$201K ﹤0.01%
+8,600
New +$158K
DLS icon
1402
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
$201K ﹤0.01%
+2,944
New +$187K
FAS icon
1403
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$201K ﹤0.01%
+3,300
New +$154K
INTU icon
1404
Intuit
INTU
$91.1B
$201K ﹤0.01%
+530
New +$186K
LH icon
1405
Labcorp
LH
$25.2B
$201K ﹤0.01%
+1,151
New +$199K
WB icon
1406
PUT
Weibo
WB
$1.97B
$201K ﹤0.01%
+4,900
New +$207K
KL
1407
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$201K ﹤0.01%
+4,876
New +$216K
WTM icon
1408
White Mountains Insurance
WTM
$5.33B
$200K ﹤0.01%
+200
New +$188K
XEL icon
1409
CALL
Xcel Energy
XEL
$49.2B
$200K ﹤0.01%
+3,000
New +$209K
XEL icon
1410
Xcel Energy
XEL
$49.2B
$200K ﹤0.01%
+3,002
New +$209K
DM
1411
DELISTED
Desktop Metal, Inc.
DM
$200K ﹤0.01%
+1,165
New +$154K
STMP
1412
DELISTED
Stamps.com, Inc.
STMP
$200K ﹤0.01%
+1,021
New +$224K
NVG icon
1413
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$199K ﹤0.01%
+11,871
New +$191K
CTRA
1414
CALL
DELISTED
Coterra Energy
CTRA
$197K ﹤0.01%
+12,100
New +$213K
KGC icon
1415
PUT
Kinross Gold
KGC
$27.7B
$197K ﹤0.01%
+26,800
New +$214K
PBI icon
1416
PUT
Pitney Bowes
PBI
$2.39B
$197K ﹤0.01%
+31,900
New +$192K
VOD icon
1417
Vodafone
VOD
$37.1B
$197K ﹤0.01%
+11,955
New +$187K
ZEV
1418
DELISTED
Lightning eMotors, Inc.
ZEV
$196K ﹤0.01%
+742
New +$164K
HDGE icon
1419
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.3M
$194K ﹤0.01%
6,401
+934
+17% +$34.5K
CS
1420
DELISTED
Credit Suisse Group
CS
$194K ﹤0.01%
+15,147
New +$175K
NOK icon
1421
PUT
Nokia
NOK
$46.9B
$192K ﹤0.01%
49,100
+37,500
+323% +$148K
AMRN
1422
CALL
Amarin Corp
AMRN
$297M
$191K ﹤0.01%
+1,955
New +$188K
CIM
1423
CALL
Chimera Investment
CIM
$1.06B
$191K ﹤0.01%
+6,200
New +$180K
CLNE icon
1424
CALL
Clean Energy Fuels
CLNE
$416M
$189K ﹤0.01%
+24,000
New +$93.6K
SH icon
1425
CALL
ProShares Short S&P500
SH
$928M
$187K ﹤0.01%
2,600
+50
+2% +$3.82K
55 56
57
58 59

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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.