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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
HMC icon
1776
PUT
Honda
HMC
$40.1B
– –
-9,200
Closed -$218K
HSY icon
1777
CALL
Hershey
HSY
$37.4B
– –
-3,700
Closed -$530K
HSY icon
1778
PUT
Hershey
HSY
$37.4B
– –
-9,400
Closed -$1.35M
HUBS icon
1779
CALL
HubSpot
HUBS
$12.9B
– –
-700
Closed -$205K
HUBS icon
1780
PUT
HubSpot
HUBS
$12.9B
– –
-3,300
Closed -$964K
AGIG
1781
Abundia Global Impact Group
AGIG
$41.9M
– –
-1,843
Closed -$36K
HYS icon
1782
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
– –
-4,331
Closed -$406K
PPLI
1783
People Inc
PPLI
$3.15B
– –
-5,608
Closed -$430K
IAG icon
1784
IAMGOLD
IAG
$8.22B
– –
-22,935
Closed -$88K
IAU icon
1785
iShares Gold Trust
IAU
$63.4B
– –
-69,374
Closed -$2.5M
IBB icon
1786
iShares Biotechnology ETF
IBB
$9.53B
– –
-7,937
Closed -$1.13M
IBN icon
1787
ICICI Bank
IBN
$107B
– –
-23,479
Closed -$231K
ICE icon
1788
Intercontinental Exchange
ICE
$87.3B
– –
-2,812
Closed -$292K
ICE icon
1789
PUT
Intercontinental Exchange
ICE
$87.3B
– –
-6,200
Closed -$620K
IEMG icon
1790
iShares Core MSCI Emerging Markets ETF
IEMG
$146B
– –
-47,034
Closed -$2.48M
IEV icon
1791
iShares Europe ETF
IEV
$1.64B
– –
-12,632
Closed -$529K
IEX icon
1792
IDEX
IEX
$17.2B
– –
-1,284
Closed -$234K
IGF icon
1793
iShares Global Infrastructure ETF
IGF
$10.9B
– –
-6,754
Closed -$261K
IGHG icon
1794
ProShares Investment Grade-Interest Rate Hedged
IGHG
$328M
– –
-3,302
Closed -$236K
IJJ icon
1795
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.89B
– –
-3,268
Closed -$220K
IJR icon
1796
iShares Core S&P Small-Cap ETF
IJR
$110B
– –
-11,143
Closed -$915K
ILMN icon
1797
PUT
Illumina
ILMN
$29.5B
– –
-4,215
Closed -$1.27M
IMAX icon
1798
CALL
IMAX
IMAX
$2.61B
– –
-24,700
Closed -$295K
INFY icon
1799
Infosys
INFY
$50.8B
– –
-18,191
Closed -$278K
IRM icon
1800
CALL
Iron Mountain
IRM
$36.6B
– –
-9,500
Closed -$255K
70 71
72
73 74

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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
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.