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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
ULTA icon
401
CALL
Ulta Beauty
ULTA
$22.7B
$976K 0.02%
3,400
-3,300
-49% -$835K
ULTA icon
402
PUT
Ulta Beauty
ULTA
$22.7B
$976K 0.02%
3,400
-2,000
-37% -$506K
IWN icon
403
CALL
iShares Russell 2000 Value ETF
IWN
$14.1B
$975K 0.02%
7,400
-700
-9% -$82.6K
FSLR icon
404
CALL
First Solar
FSLR
$20.5B
$969K 0.02%
9,800
+6,600
+206% +$572K
ERIC icon
405
Ericsson
ERIC
$32.7B
$959K 0.02%
+80,273
New +$941K
KRE icon
406
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.23B
$951K 0.02%
18,300
-68,500
-79% -$3.13M
TQQQ icon
407
ProShares UltraPro QQQ
TQQQ
$34.1B
$951K 0.02%
41,864
+13,824
+49% +$261K
ADSK icon
408
PUT
Autodesk
ADSK
$46B
$947K 0.02%
3,100
-1,200
-28% -$316K
LUV icon
409
CALL
Southwest Airlines
LUV
$19.2B
$946K 0.02%
20,300
+12,000
+145% +$520K
LUV icon
410
PUT
Southwest Airlines
LUV
$19.2B
$946K 0.02%
20,300
+14,200
+233% +$615K
COO icon
411
CALL
Cooper Companies
COO
$10.4B
$945K 0.02%
10,400
-22,000
-68% -$1.89M
AMT icon
412
PUT
American Tower
AMT
$82.2B
$943K 0.02%
4,200
-4,400
-51% -$1.02M
TIP icon
413
iShares TIPS Bond ETF
TIP
$14.6B
$943K 0.02%
+7,385
New +$931K
KSU
414
CALL
DELISTED
Kansas City Southern
KSU
$939K 0.02%
4,600
-2,000
-30% -$376K
KMX icon
415
PUT
CarMax
KMX
$8.34B
$935K 0.02%
9,900
+5,700
+136% +$535K
GDX icon
416
PUT
VanEck Gold Miners ETF
GDX
$27.9B
$933K 0.02%
25,900
+13,000
+101% +$486K
MRVL icon
417
CALL
Marvell Technology
MRVL
$206B
$932K 0.02%
19,600
+12,800
+188% +$554K
PAYX icon
418
CALL
Paychex
PAYX
$41.6B
$932K 0.02%
+10,000
New +$888K
PINS icon
419
CALL
Pinterest
PINS
$10.6B
$929K 0.02%
14,100
-5,600
-28% -$336K
EQIX icon
420
CALL
Equinix
EQIX
$100B
$928K 0.02%
1,300
+600
+86% +$447K
XLV icon
421
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$928K 0.02%
8,182
+619
+8% +$67.6K
SHYG icon
422
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.73B
$926K 0.02%
+20,381
New +$911K
BRK.B icon
423
Berkshire Hathaway Class B
BRK.B
$1.11T
$924K 0.02%
+3,983
New +$877K
ZM icon
424
Zoom
ZM
$26.8B
$922K 0.02%
+2,734
New +$1.22M
B
425
Barrick Mining
B
$70B
$919K 0.02%
+40,355
New +$1.02M
15 16
17
18 19

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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.