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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
FIVE icon
1051
CALL
Five Below
FIVE
$13B
$297K 0.01%
1,700
-1,200
-41% -$178K
FSLY icon
1052
PUT
Fastly Inc
FSLY
$3.95B
$297K 0.01%
3,400
-3,100
-48% -$273K
LEG
1053
PUT
DELISTED
Leggett & Platt
LEG
$297K 0.01%
+6,700
New +$287K
LEN icon
1054
CALL
Lennar Class A
LEN
$18.9B
$297K 0.01%
4,029
-8,470
-68% -$634K
CMI icon
1055
PUT
Cummins
CMI
$72.4B
$295K 0.01%
1,300
-4,400
-77% -$988K
HWM icon
1056
CALL
Howmet Aerospace
HWM
$89.9B
$294K 0.01%
+10,300
New +$229K
PAA icon
1057
PUT
Plains All American Pipeline
PAA
$17.9B
$294K 0.01%
+35,700
New +$271K
SHW icon
1058
CALL
Sherwin-Williams
SHW
$78.1B
$294K 0.01%
1,200
-6,000
-83% -$1.42M
ASML icon
1059
CALL
ASML
ASML
$624B
$293K 0.01%
+600
New +$252K
DLR icon
1060
PUT
Digital Realty Trust
DLR
$68.2B
$293K 0.01%
2,100
-900
-30% -$129K
FAS icon
1061
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
$292K 0.01%
+4,800
New +$224K
ABMD
1062
CALL
DELISTED
Abiomed Inc
ABMD
$292K 0.01%
900
-300
-25% -$83K
BSX icon
1063
PUT
Boston Scientific
BSX
$62.5B
$291K 0.01%
8,100
-400
-5% -$14.4K
FXU icon
1064
First Trust Utilities AlphaDEX Fund
FXU
$770M
$290K 0.01%
+10,229
New +$290K
IDV icon
1065
iShares International Select Dividend ETF
IDV
$8.62B
$290K 0.01%
+9,855
New +$269K
WIX icon
1066
WIX.com
WIX
$3.39B
$290K 0.01%
+1,161
New +$306K
XLB icon
1067
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$290K 0.01%
8,000
-4,000
-33% -$137K
DE icon
1068
Deere & Co
DE
$183B
$289K 0.01%
1,074
-315
-23% -$78.3K
DHR icon
1069
CALL
Danaher
DHR
$149B
$289K 0.01%
1,466
-113
-7% -$22.7K
VGT icon
1070
Vanguard Information Technology ETF
VGT
$149B
$289K 0.01%
+6,544
New +$269K
WHR icon
1071
PUT
Whirlpool
WHR
$2.12B
$289K 0.01%
1,600
-1,200
-43% -$230K
HYG icon
1072
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.2B
$288K 0.01%
3,304
-134
-4% -$11.5K
UWM icon
1073
ProShares Ultra Russell2000
UWM
$231M
$287K 0.01%
+6,412
New +$231K
DASH icon
1074
PUT
DoorDash
DASH
$84.7B
$286K 0.01%
+2,000
New +$319K
DT icon
1075
CALL
Dynatrace
DT
$16.1B
$286K 0.01%
+6,600
New +$262K
41 42
43
44 45

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MFA
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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.