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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
INFY icon
1426
PUT
Infosys
INFY
$51B
$185K ﹤0.01%
+10,900
New +$167K
MVIS icon
1427
Microvision
MVIS
$84.8M
$185K ﹤0.01%
+34,317
New +$101K
HBI
1428
CALL
DELISTED
Hanesbrands
HBI
$184K ﹤0.01%
+12,600
New +$190K
SLAI
1429
DELISTED
SOLAI Ltd ADS
SLAI
$181K ﹤0.01%
+287
New +$64K
BTG icon
1430
B2Gold
BTG
$4.98B
$181K ﹤0.01%
+32,405
New +$198K
CCJ icon
1431
PUT
Cameco
CCJ
$36.8B
$180K ﹤0.01%
+13,400
New +$143K
AG icon
1432
PUT
First Majestic Silver
AG
$7.52B
$179K ﹤0.01%
13,300
-9,500
-42% -$104K
TECS icon
1433
Direxion Daily Technology Bear 3x ETF
TECS
$82.8M
$179K ﹤0.01%
+21
New +$233K
RUBY
1434
DELISTED
Rubius Therapeutics, Inc
RUBY
$179K ﹤0.01%
+23,606
New +$140K
KVHI icon
1435
KVH Industries
KVHI
$171M
$177K ﹤0.01%
+15,567
New +$154K
BBD icon
1436
Banco Bradesco
BBD
$37.4B
$176K ﹤0.01%
40,575
-63,749
-61% -$233K
SU icon
1437
CALL
Suncor Energy
SU
$77.7B
$176K ﹤0.01%
+10,500
New +$154K
NOV icon
1438
CALL
NOV
NOV
$6.84B
$174K ﹤0.01%
+12,700
New +$144K
VIAV icon
1439
CALL
Viavi Solutions
VIAV
$7.95B
$174K ﹤0.01%
+11,600
New +$154K
SGMO
1440
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$173K ﹤0.01%
+11,100
New +$130K
ASTS icon
1441
AST SpaceMobile
ASTS
$15.8B
$172K ﹤0.01%
+12,700
New +$135K
BB icon
1442
PUT
BlackBerry
BB
$4.58B
$171K ﹤0.01%
25,800
-7,700
-23% -$45.6K
DXD icon
1443
ProShares UltraShort Dow 30
DXD
$43.6M
$171K ﹤0.01%
+2,739
New +$193K
INFY icon
1444
CALL
Infosys
INFY
$51B
$171K ﹤0.01%
+10,100
New +$155K
EXK
1445
Endeavour Silver
EXK
$2.24B
$170K ﹤0.01%
+33,713
New +$125K
INSG icon
1446
Inseego
INSG
$104M
$169K ﹤0.01%
+1,094
New +$121K
BBVA icon
1447
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$168K ﹤0.01%
+34,044
New +$131K
HL icon
1448
CALL
Hecla Mining
HL
$9.49B
$167K ﹤0.01%
+25,700
New +$137K
MUI
1449
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$166K ﹤0.01%
+11,184
New +$161K
DBO icon
1450
Invesco DB Oil Fund
DBO
$401M
$165K ﹤0.01%
19,622
-14,904
-43% -$113K
56 57
58
59 60

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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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SLT
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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.