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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
SRE icon
551
Sempra
SRE
$58.6B
$672K 0.02%
+10,556
New +$679K
MELI icon
552
CALL
Mercado Libre
MELI
$95.6B
$670K 0.02%
400
-300
-43% -$423K
VRTX icon
553
Vertex Pharmaceuticals
VRTX
$122B
$668K 0.02%
2,828
+1,865
+194% +$428K
DOG
554
ProShares Short Dow30
DOG
$110M
$666K 0.02%
+16,993
New +$706K
TBT icon
555
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
$666K 0.02%
+40,543
New +$665K
CYBR
556
CALL
DELISTED
CyberArk
CYBR
$663K 0.02%
4,100
-200
-5% -$23.3K
HYLB icon
557
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.52B
$663K 0.02%
+16,553
New +$650K
MCK icon
558
CALL
McKesson
MCK
$101B
$661K 0.02%
3,800
+2,200
+138% +$366K
UVXY icon
559
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
$661K 0.02%
25
+15
+150% +$547K
CRWD icon
560
CALL
CrowdStrike
CRWD
$189B
$657K 0.02%
12,400
-12,400
-50% -$483K
BMY icon
561
Bristol-Myers Squibb
BMY
$132B
$656K 0.02%
+10,577
New +$650K
OXY icon
562
PUT
Occidental Petroleum
OXY
$55.6B
$656K 0.02%
37,900
+24,400
+181% +$335K
SCHA icon
563
Schwab U.S Small- Cap ETF
SCHA
$22.3B
$656K 0.02%
+29,464
New +$587K
TEAM icon
564
CALL
Atlassian
TEAM
$24.9B
$655K 0.02%
2,800
– –
IWF icon
565
PUT
iShares Russell 1000 Growth ETF
IWF
$120B
$651K 0.02%
10,800
-7,600
-41% -$433K
KMI icon
566
PUT
Kinder Morgan
KMI
$70.5B
$651K 0.02%
+47,600
New +$637K
ED icon
567
CALL
Consolidated Edison
ED
$40.4B
$650K 0.02%
9,000
+4,900
+120% +$381K
SRE icon
568
CALL
Sempra
SRE
$58.6B
$650K 0.02%
10,200
+5,000
+96% +$322K
TEVA icon
569
CALL
Teva Pharmaceuticals
TEVA
$41.2B
$649K 0.02%
+67,300
New +$645K
WM icon
570
CALL
Waste Management
WM
$90.9B
$649K 0.02%
5,500
+1,100
+25% +$128K
SU icon
571
PUT
Suncor Energy
SU
$78.8B
$648K 0.02%
38,600
+20,600
+114% +$303K
STX icon
572
CALL
Seagate
STX
$193B
$646K 0.02%
10,400
+5,300
+104% +$298K
SOXX icon
573
PUT
iShares Semiconductor ETF
SOXX
$41.7B
$645K 0.02%
+5,100
New +$585K
M icon
574
PUT
Macy's
M
$6.56B
$642K 0.02%
+57,100
New +$489K
BIIB icon
575
PUT
Biogen
BIIB
$30.7B
$637K 0.02%
2,600
+1,200
+86% +$310K
21 22
23
24 25

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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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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.