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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
1726
DexCom
DXCM
$29.1B
– –
-2,136
Closed -$191K
DXLG icon
1727
Destination XL Group
DXLG
$33.2M
– –
-69,477
Closed -$18K
EAT icon
1728
CALL
Brinker International
EAT
$8.91B
– –
-5,400
Closed -$231K
EEM icon
1729
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-28,647
Closed -$1.38M
EFA icon
1730
iShares MSCI EAFE ETF
EFA
$77.2B
– –
-102,559
Closed -$7.01M
EFX icon
1731
CALL
Equifax
EFX
$22B
– –
-1,500
Closed -$235K
EFX icon
1732
PUT
Equifax
EFX
$22B
– –
-1,400
Closed -$220K
EL icon
1733
PUT
Estee Lauder
EL
$30.8B
– –
-2,000
Closed -$437K
ELV icon
1734
Elevance Health
ELV
$82B
– –
-1,013
Closed -$311K
EPP icon
1735
iShares MSCI Pacific ex Japan ETF
EPP
$2.23B
– –
-13,822
Closed -$561K
EQR icon
1736
CALL
Equity Residential
EQR
$25.7B
– –
-4,400
Closed -$226K
EQR icon
1737
Equity Residential
EQR
$25.7B
– –
-11,428
Closed -$587K
EQR icon
1738
PUT
Equity Residential
EQR
$25.7B
– –
-19,200
Closed -$986K
ERIC icon
1739
PUT
Ericsson
ERIC
$32.4B
– –
-30,800
Closed -$335K
ERX icon
1740
Direxion Daily Energy Bull 2X ETF
ERX
$231M
– –
-14,125
Closed -$132K
ET icon
1741
Energy Transfer Partners
ET
$69.5B
– –
-17,347
Closed -$105K
ETSY icon
1742
PUT
Etsy
ETSY
$8.24B
– –
-3,800
Closed -$462K
EUFN icon
1743
iShares MSCI Europe Financials ETF
EUFN
$4.03B
– –
-24,997
Closed -$343K
EWL icon
1744
iShares MSCI Switzerland ETF
EWL
$2.19B
– –
-6,954
Closed -$286K
EXC icon
1745
Exelon
EXC
$47.8B
– –
-18,701
Closed -$552K
FDS icon
1746
CALL
Factset
FDS
$10.2B
– –
-1,300
Closed -$435K
FDS icon
1747
Factset
FDS
$10.2B
– –
-928
Closed -$311K
FE icon
1748
CALL
FirstEnergy
FE
$28.5B
– –
-12,700
Closed -$365K
FISV
1749
PUT
Fiserv Inc
FISV
$29.6B
– –
-8,400
Closed -$866K
FIVN icon
1750
CALL
FIVE9
FIVN
$2.12B
– –
-4,500
Closed -$584K
68 69
70
71 72

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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.