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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
CI icon
776
CALL
Cigna
CI
$73.6B
$437K 0.01%
+2,100
New +$412K
FSLY icon
777
CALL
Fastly Inc
FSLY
$4.03B
$437K 0.01%
5,000
-600
-11% -$52.9K
CYBR
778
PUT
DELISTED
CyberArk
CYBR
$436K 0.01%
+2,700
New +$314K
PPLI
779
PUT
People Inc
PPLI
$2.78B
$436K 0.01%
4,214
-1,649
-28% -$126K
TEL icon
780
TE Connectivity
TEL
$58.7B
$436K 0.01%
3,602
-1,256
-26% -$138K
LEN icon
781
PUT
Lennar Class A
LEN
$19B
$435K 0.01%
5,888
-3,616
-38% -$271K
SPYD icon
782
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.45B
$434K 0.01%
+13,185
New +$407K
AGG icon
783
iShares Core US Aggregate Bond ETF
AGG
$137B
$433K 0.01%
+3,662
New +$431K
AVB
784
PUT
DELISTED
AvalonBay Communities
AVB
$433K 0.01%
+2,700
New +$429K
DOW icon
785
CALL
Dow Inc
DOW
$21.2B
$433K 0.01%
7,800
-7,600
-49% -$392K
HSBC icon
786
PUT
HSBC
HSBC
$350B
$433K 0.01%
+16,700
New +$397K
ING icon
787
ING
ING
$105B
$432K 0.01%
45,726
+3,175
+7% +$27.2K
XLC icon
788
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$432K 0.01%
6,400
+2,200
+52% +$140K
TFC icon
789
PUT
Truist Financial
TFC
$58.9B
$431K 0.01%
+9,000
New +$407K
UBS icon
790
UBS Group
UBS
$155B
$431K 0.01%
30,525
+8,099
+36% +$107K
LMT icon
791
Lockheed Martin
LMT
$123B
$430K 0.01%
1,211
-648
-35% -$238K
ALGN icon
792
PUT
Align Technology
ALGN
$10.6B
$428K 0.01%
+800
New +$360K
F icon
793
Ford
F
$54.9B
$427K 0.01%
48,543
+27,338
+129% +$229K
SPMB icon
794
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7.05B
$427K 0.01%
+16,147
New +$428K
UHAL icon
795
U-Haul Holding Co
UHAL
$12.3B
$427K 0.01%
+9,400
New +$375K
PTON icon
796
CALL
Peloton Interactive
PTON
$2.14B
$425K 0.01%
2,800
-16,900
-86% -$2.06M
XLC icon
797
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$425K 0.01%
+6,300
New +$401K
RPD icon
798
PUT
Rapid7
RPD
$855M
$424K 0.01%
+4,700
New +$336K
NUE icon
799
Nucor
NUE
$60.1B
$423K 0.01%
+7,952
New +$411K
CYBR
800
DELISTED
CyberArk
CYBR
$422K 0.01%
2,610
+18
+0.7% +$2.09K
30 31
32
33 34

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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.