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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
NDAQ icon
1851
CALL
Nasdaq
NDAQ
$53.8B
– –
-5,400
Closed -$221K
NEAR icon
1852
iShares Short Maturity Bond ETF
NEAR
$4.83B
– –
-6,736
Closed -$338K
NEM icon
1853
Newmont
NEM
$97.5B
– –
-8,852
Closed -$545K
NI icon
1854
NiSource
NI
$21.5B
– –
-11,302
Closed -$249K
NKE icon
1855
Nike
NKE
$64.6B
– –
-1,697
Closed -$225K
NRGU icon
1856
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$21.3M
– –
-2,001
Closed -$63K
NSPR icon
1857
InspireMD
NSPR
$32M
– –
-712
Closed -$3K
NTRS icon
1858
PUT
Northern Trust
NTRS
$22.1B
– –
-4,600
Closed -$359K
NXPI icon
1859
CALL
NXP Semiconductors
NXPI
$63B
– –
-1,800
Closed -$225K
OXY icon
1860
Occidental Petroleum
OXY
$55.6B
– –
-12,847
Closed -$176K
OZK icon
1861
PUT
Bank OZK
OZK
$5.63B
– –
-9,600
Closed -$205K
PAYC icon
1862
CALL
Paycom
PAYC
$7.91B
– –
-700
Closed -$218K
PAYC icon
1863
PUT
Paycom
PAYC
$7.91B
– –
-700
Closed -$218K
PBF icon
1864
PBF Energy
PBF
$7.58B
– –
-17,905
Closed -$117K
PBR.A icon
1865
Petrobras Class A
PBR.A
$106B
– –
-46,075
Closed -$324K
PCY icon
1866
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
– –
-10,776
Closed -$292K
PFE icon
1867
Pfizer
PFE
$143B
– –
-9,000
Closed -$330K
PFF icon
1868
iShares Preferred and Income Securities ETF
PFF
$13.2B
– –
-6,051
Closed -$221K
PGR icon
1869
CALL
Progressive
PGR
$127B
– –
-6,900
Closed -$653K
PGR icon
1870
Progressive
PGR
$127B
– –
-3,594
Closed -$340K
PGX icon
1871
Invesco Preferred ETF
PGX
$3.8B
– –
-45,278
Closed -$667K
PHM icon
1872
Pultegroup
PHM
$25.5B
– –
-4,605
Closed -$204K
PHM icon
1873
PUT
Pultegroup
PHM
$25.5B
– –
-6,400
Closed -$296K
PHUN icon
1874
Phunware
PHUN
$43.6M
– –
-311
Closed -$14K
PII icon
1875
CALL
Polaris
PII
$3.83B
– –
-4,100
Closed -$387K
73 74
75
76 77

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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.