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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
OCGN icon
1501
Ocugen
OCGN
$339M
$94K ﹤0.01%
+51,354
New +$24.7K
AR icon
1502
PUT
Antero Resources
AR
$11B
$92K ﹤0.01%
+16,800
New +$68.9K
BCS icon
1503
Barclays
BCS
$84.9B
$91K ﹤0.01%
11,350
-53,586
-83% -$358K
BZQ icon
1504
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.68M
$91K ﹤0.01%
+658
New +$132K
PRTY
1505
CALL
DELISTED
Party City Holdco Inc.
PRTY
$91K ﹤0.01%
+14,800
New +$57.5K
ALTO icon
1506
CALL
Alto Ingredients
ALTO
$312M
$90K ﹤0.01%
+16,500
New +$115K
HMY icon
1507
PUT
Harmony Gold Mining
HMY
$12B
$89K ﹤0.01%
+19,000
New +$93.7K
SID icon
1508
Companhia Siderúrgica Nacional
SID
$1.6B
$89K ﹤0.01%
+14,921
New +$63.6K
NLY icon
1509
PUT
Annaly Capital Management
NLY
$16B
$85K ﹤0.01%
+2,525
New +$78.1K
FENG
1510
Phoenix New Media
FENG
$17.3M
$84K ﹤0.01%
+11,623
New +$122K
HMY icon
1511
CALL
Harmony Gold Mining
HMY
$12B
$84K ﹤0.01%
+17,900
New +$88.2K
ACB
1512
CALL
Aurora Cannabis
ACB
$242M
$83K ﹤0.01%
+1,000
New +$72.9K
BCS icon
1513
PUT
Barclays
BCS
$84.9B
$83K ﹤0.01%
+10,400
New +$69.6K
UEC icon
1514
Uranium Energy
UEC
$4.99B
$83K ﹤0.01%
47,052
+34,178
+265% +$40.4K
MRO
1515
PUT
DELISTED
Marathon Oil Corporation
MRO
$83K ﹤0.01%
12,500
-8,500
-40% -$45.7K
AR icon
1516
Antero Resources
AR
$11B
$82K ﹤0.01%
+15,065
New +$61.8K
DBI icon
1517
CALL
Designer Brands
DBI
$309M
$82K ﹤0.01%
+10,700
New +$71.2K
GEVO icon
1518
Gevo
GEVO
$376M
$80K ﹤0.01%
18,730
-41,831
-69% -$69.7K
OPK icon
1519
Opko Health
OPK
$1.2B
$80K ﹤0.01%
+20,179
New +$84.3K
FABC
1520
Fabric.AI Inc
FABC
$15.8M
$79K ﹤0.01%
+101
New +$61.5K
VVR icon
1521
Invesco Senior Income Trust
VVR
$446M
$79K ﹤0.01%
+19,913
New +$75K
RIG icon
1522
Transocean
RIG
$6.19B
$78K ﹤0.01%
33,593
-143,867
-81% -$212K
YELL
1523
DELISTED
Yellow Corporation Common Stock
YELL
$78K ﹤0.01%
+17,664
New +$85.6K
DBRG icon
1524
DigitalBridge
DBRG
$2.98B
$77K ﹤0.01%
+4,006
New +$64.1K
IMMP
1525
Immutep
IMMP
$48.2M
$77K ﹤0.01%
+24,477
New +$54K
59 60
61
62 63

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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.