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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
FIVN icon
1751
PUT
FIVE9
FIVN
$2.12B
– –
-2,500
Closed -$324K
FMC icon
1752
PUT
FMC
FMC
$1.29B
– –
-2,800
Closed -$297K
FTI icon
1753
TechnipFMC
FTI
$28.9B
– –
-24,125
Closed -$142K
FTSM icon
1754
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
– –
-4,876
Closed -$293K
FVD icon
1755
First Trust Value Line Dividend Fund
FVD
$8.44B
– –
-6,572
Closed -$207K
FXE icon
1756
Invesco CurrencyShares Euro Currency Trust
FXE
$343M
– –
-3,437
Closed -$379K
FXH icon
1757
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
– –
-5,725
Closed -$542K
FXN icon
1758
First Trust Energy AlphaDEX Fund
FXN
$380M
– –
-68,729
Closed -$385K
FXY icon
1759
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
– –
-3,000
Closed -$269K
GDXJ icon
1760
VanEck Junior Gold Miners ETF
GDXJ
$7.07B
– –
-7,118
Closed -$386K
GH icon
1761
CALL
Guardant Health
GH
$19.6B
– –
-2,400
Closed -$268K
GIS icon
1762
PUT
General Mills
GIS
$20.1B
– –
-4,100
Closed -$253K
GLBS icon
1763
Globus Maritime Ltd
GLBS
$61.9M
– –
-823
Closed -$10K
GM icon
1764
General Motors
GM
$82.1B
– –
-37,221
Closed -$1.45M
GNW icon
1765
Genworth Financial
GNW
$3.85B
– –
-24,018
Closed -$80K
GPRO icon
1766
GoPro
GPRO
$122M
– –
-11,981
Closed -$54K
GRPN icon
1767
CALL
Groupon
GRPN
$1.09B
– –
-13,700
Closed -$279K
GSK icon
1768
CALL
GSK
GSK
$106B
– –
-6,080
Closed -$286K
GWW icon
1769
PUT
W.W. Grainger
GWW
$64.4B
– –
-1,100
Closed -$392K
HBI
1770
DELISTED
Hanesbrands
HBI
– –
-11,737
Closed -$177K
HBI
1771
PUT
DELISTED
Hanesbrands
HBI
– –
-15,300
Closed -$241K
HIG icon
1772
CALL
Hartford Financial Services
HIG
$39.8B
– –
-15,300
Closed -$564K
HIG icon
1773
Hartford Financial Services
HIG
$39.8B
– –
-5,582
Closed -$241K
HLT icon
1774
Hilton Worldwide
HLT
$73.2B
– –
-4,130
Closed -$409K
HLT icon
1775
PUT
Hilton Worldwide
HLT
$73.2B
– –
-12,300
Closed -$1.05M
69 70
71
72 73

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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.