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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
EGO icon
1451
CALL
Eldorado Gold
EGO
$8.33B
$163K ﹤0.01%
+12,300
New +$158K
SNLN
1452
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$162K ﹤0.01%
+10,127
New +$160K
TZA icon
1453
Direxion Daily Small Cap Bear 3x ETF
TZA
$257M
$160K ﹤0.01%
291
-168
-37% -$143K
SQQQ icon
1454
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.31B
$158K ﹤0.01%
+83
New +$201K
GT icon
1455
CALL
Goodyear
GT
$2.09B
$157K ﹤0.01%
+14,400
New +$145K
AMJ
1456
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$157K ﹤0.01%
+11,313
New +$147K
AG icon
1457
First Majestic Silver
AG
$7.52B
$153K ﹤0.01%
11,366
-5,655
-33% -$62.2K
CVE icon
1458
Cenovus Energy
CVE
$54.2B
$152K ﹤0.01%
25,199
-22,819
-48% -$106K
SWN
1459
PUT
DELISTED
Southwestern Energy Company
SWN
$151K ﹤0.01%
+50,700
New +$149K
AIV
1460
Aimco
AIV
$377M
$150K ﹤0.01%
+28,421
New +$126K
SABR icon
1461
CALL
Sabre
SABR
$716M
$150K ﹤0.01%
+12,500
New +$116K
MOMO
1462
CALL
Hello Group
MOMO
$867M
$149K ﹤0.01%
+10,700
New +$155K
SAND
1463
DELISTED
Sandstorm Gold
SAND
$148K ﹤0.01%
+20,664
New +$160K
SIOX
1464
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$148K ﹤0.01%
+53,148
New +$155K
DB icon
1465
CALL
Deutsche Bank
DB
$67.9B
$147K ﹤0.01%
+13,500
New +$139K
ET icon
1466
PUT
Energy Transfer Partners
ET
$69.5B
$147K ﹤0.01%
+23,800
New +$144K
CIG icon
1467
CEMIG Preferred Shares
CIG
$6.06B
$145K ﹤0.01%
94,692
+70,731
+295% +$86K
JBLU icon
1468
PUT
JetBlue
JBLU
$2.13B
$145K ﹤0.01%
+10,000
New +$137K
SLM icon
1469
SLM Corp
SLM
$4.83B
$143K ﹤0.01%
+11,536
New +$121K
PBR icon
1470
Petrobras
PBR
$120B
$138K ﹤0.01%
+12,247
New +$109K
CDE icon
1471
CALL
Coeur Mining
CDE
$15.1B
$137K ﹤0.01%
+13,200
New +$108K
HL icon
1472
PUT
Hecla Mining
HL
$9.49B
$133K ﹤0.01%
+20,600
New +$110K
PAA icon
1473
CALL
Plains All American Pipeline
PAA
$17.6B
$133K ﹤0.01%
+16,100
New +$122K
ADAM
1474
Adamas Trust
ADAM
$777M
$130K ﹤0.01%
8,808
+6,284
+249% +$79.5K
RITM icon
1475
CALL
Rithm Capital
RITM
$5.58B
$128K ﹤0.01%
+12,900
New +$114K
57 58
59
60 61

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
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RB
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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.