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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$249M
Cap. Flow %
-5.89%
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 Miscellaneous 95.94%
2 Healthcare 0.8%
3 Financials 0.68%
4 Technology 0.65%
5 Consumer Discretionary 0.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
REGN icon
376
PUT
Regeneron Pharmaceuticals
REGN
$79.7B
$1.06M 0.03%
2,200
+400
+22% +$216K
WBA
377
PUT
DELISTED
Walgreens Boots Alliance
WBA
$1.06M 0.03%
26,600
+16,300
+158% +$631K
PARA
378
PUT
DELISTED
Paramount Global Class B
PARA
$1.05M 0.02%
+28,200
New +$905K
NOW icon
379
PUT
ServiceNow
NOW
$145B
$1.05M 0.02%
9,500
-13,000
-58% -$1.35M
IYR icon
380
PUT
iShares US Real Estate ETF
IYR
$4.24B
$1.04M 0.02%
+12,200
New +$1.02M
ICE icon
381
CALL
Intercontinental Exchange
ICE
$86.5B
$1.04M 0.02%
9,000
+1,100
+14% +$114K
ATVI
382
PUT
DELISTED
Activision Blizzard
ATVI
$1.03M 0.02%
11,100
+4,100
+59% +$333K
STZ icon
383
PUT
Constellation Brands
STZ
$21B
$1.03M 0.02%
4,700
-7,000
-60% -$1.38M
QS icon
384
CALL
QuantumScape Corp
QS
$3.08B
$1.02M 0.02%
+12,100
New +$443K
COP icon
385
CALL
ConocoPhillips
COP
$159B
$1.02M 0.02%
+25,400
New +$936K
EWZ icon
386
CALL
iShares MSCI Brazil ETF
EWZ
$8.53B
$1.01M 0.02%
27,300
-4,500
-14% -$145K
ATVI
387
CALL
DELISTED
Activision Blizzard
ATVI
$1.01M 0.02%
10,900
+2,300
+27% +$187K
BLK icon
388
CALL
Blackrock
BLK
$161B
$1.01M 0.02%
1,400
+200
+17% +$133K
RL icon
389
Ralph Lauren
RL
$20.2B
$1M 0.02%
9,680
+4,555
+89% +$382K
M icon
390
CALL
Macy's
M
$5.7B
$998K 0.02%
88,700
+47,300
+114% +$405K
MMM icon
391
CALL
3M
MMM
$83.9B
$996K 0.02%
6,817
+2,272
+50% +$323K
NEM icon
392
CALL
Newmont
NEM
$128B
$994K 0.02%
16,600
+6,100
+58% +$376K
CCL icon
393
CALL
Carnival Corporation Ltd
CCL
$30.6B
$990K 0.02%
45,700
+17,000
+59% +$302K
OLED icon
394
PUT
Universal Display
OLED
$3.51B
$988K 0.02%
4,300
-1,900
-31% -$406K
UAL icon
395
CALL
United Airlines
UAL
$34.5B
$986K 0.02%
22,800
+9,600
+73% +$388K
ABNB icon
396
CALL
Airbnb
ABNB
$98.8B
$984K 0.02%
+6,700
New +$989K
MDT icon
397
CALL
Medtronic
MDT
$118B
$984K 0.02%
8,400
-5,200
-38% -$572K
X
398
CALL
DELISTED
US Steel
X
$981K 0.02%
58,500
+36,700
+168% +$456K
EXPE icon
399
CALL
Expedia Group
EXPE
$34.4B
$980K 0.02%
7,400
+1,400
+23% +$158K
TTWO icon
400
CALL
Take-Two Interactive
TTWO
$39.6B
$977K 0.02%
4,700
+2,100
+81% +$367K
14 15
16
17 18

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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 $249M 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 Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Healthcare and Financials.

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.