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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
CAR icon
1676
PUT
Avis
CAR
$4.19B
– –
-14,000
Closed -$368K
CARM
1677
DELISTED
Carisma Therapeutics
CARM
– –
-1,021
Closed -$29K
CASY icon
1678
CALL
Casey's General Stores
CASY
$21.7B
– –
-6,200
Closed -$1.1M
CASY icon
1679
PUT
Casey's General Stores
CASY
$21.7B
– –
-2,700
Closed -$480K
CB icon
1680
Chubb
CB
$132B
– –
-2,694
Closed -$378K
CBRL icon
1681
PUT
Cracker Barrel
CBRL
$1.01B
– –
-3,800
Closed -$436K
CCL icon
1682
Carnival Corporation Ltd
CCL
$30.3B
– –
-15,179
Closed -$270K
CDE icon
1683
Coeur Mining
CDE
$20.5B
– –
-12,130
Closed -$99.6K
CDNA icon
1684
CALL
CareDx
CDNA
$2.72B
– –
-9,500
Closed -$360K
CG icon
1685
Carlyle Group
CG
$14.8B
– –
-9,530
Closed -$235K
CGC
1686
Canopy Growth
CGC
$389M
– –
-1,819
Closed -$260K
CGC
1687
PUT
Canopy Growth
CGC
$389M
– –
-1,220
Closed -$175K
CHRD icon
1688
Chord Energy
CHRD
$8.59B
– –
-12,734
Closed -$4K
CHRW icon
1689
CALL
C.H. Robinson
CHRW
$18.4B
– –
-4,200
Closed -$429K
CHTR icon
1690
CALL
Charter Communications
CHTR
$16.8B
– –
-500
Closed -$312K
CHTR icon
1691
PUT
Charter Communications
CHTR
$16.8B
– –
-500
Closed -$312K
CIEN icon
1692
Ciena
CIEN
$47.4B
– –
-6,193
Closed -$246K
CIM
1693
Chimera Investment
CIM
$909M
– –
-12,777
Closed -$370K
CLF icon
1694
Cleveland-Cliffs
CLF
$6.73B
– –
-17,982
Closed -$182K
CLH icon
1695
CALL
Clean Harbors
CLH
$16.8B
– –
-5,300
Closed -$297K
CLX icon
1696
Clorox
CLX
$10.5B
– –
-1,500
Closed -$310K
CME icon
1697
PUT
CME Group
CME
$98.9B
– –
-2,000
Closed -$335K
CNC icon
1698
Centene
CNC
$33.4B
– –
-7,523
Closed -$439K
CNVS icon
1699
Cineverse
CNVS
$51.6M
– –
-820
Closed -$9K
COST icon
1700
Costco
COST
$400B
– –
-1,158
Closed -$433K
66 67
68
69 70

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PGCM
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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.