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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
SRE icon
551
Sempra
SRE
$53.4B
$672K 0.02%
+10,556
New +$679K
MELI icon
552
CALL
Mercado Libre
MELI
$93.3B
$670K 0.02%
400
-300
-43% -$423K
VRTX icon
553
Vertex Pharmaceuticals
VRTX
$130B
$668K 0.02%
2,828
+1,865
+194% +$428K
DOG
554
ProShares Short Dow30
DOG
$122M
$666K 0.02%
+16,993
New +$706K
TBT icon
555
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
$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
$3.48B
$663K 0.02%
+16,553
New +$650K
MCK icon
558
CALL
McKesson
MCK
$103B
$661K 0.02%
3,800
+2,200
+138% +$366K
UVXY icon
559
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$308M
$661K 0.02%
25
+15
+150% +$547K
CRWD icon
560
CALL
CrowdStrike
CRWD
$247B
$657K 0.02%
12,400
-12,400
-50% -$483K
BMY icon
561
Bristol-Myers Squibb
BMY
$130B
$656K 0.02%
+10,577
New +$650K
OXY icon
562
PUT
Occidental Petroleum
OXY
$59.3B
$656K 0.02%
37,900
+24,400
+181% +$335K
SCHA icon
563
Schwab U.S Small- Cap ETF
SCHA
$21.9B
$656K 0.02%
+29,464
New +$587K
TEAM icon
564
CALL
Atlassian
TEAM
$48.2B
$655K 0.02%
2,800
– –
IWF icon
565
PUT
iShares Russell 1000 Growth ETF
IWF
$123B
$651K 0.02%
10,800
-7,600
-41% -$433K
KMI icon
566
PUT
Kinder Morgan
KMI
$68.4B
$651K 0.02%
+47,600
New +$637K
ED icon
567
CALL
Consolidated Edison
ED
$39B
$650K 0.02%
9,000
+4,900
+120% +$381K
SRE icon
568
CALL
Sempra
SRE
$53.4B
$650K 0.02%
10,200
+5,000
+96% +$322K
TEVA icon
569
CALL
Teva Pharmaceutical Industries Limited
TEVA
$44.9B
$649K 0.02%
+67,300
New +$645K
WM icon
570
CALL
Waste Management
WM
$85.5B
$649K 0.02%
5,500
+1,100
+25% +$128K
SU icon
571
PUT
Suncor Energy
SU
$80.6B
$648K 0.02%
38,600
+20,600
+114% +$303K
STX icon
572
CALL
Seagate
STX
$178B
$646K 0.02%
10,400
+5,300
+104% +$298K
SOXX icon
573
PUT
iShares Semiconductor ETF
SOXX
$42.9B
$645K 0.02%
+5,100
New +$585K
M icon
574
PUT
Macy's
M
$5.7B
$642K 0.02%
+57,100
New +$489K
BIIB icon
575
PUT
Biogen
BIIB
$31.9B
$637K 0.02%
2,600
+1,200
+86% +$310K
21 22
23
24 25

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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.