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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
CPA icon
1701
PUT
Copa Holdings
CPA
$5.56B
– –
-19,000
Closed -$956K
CPB icon
1702
PUT
Campbell Soup
CPB
$6.85B
– –
-5,500
Closed -$266K
CPRX
1703
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-26,496
Closed -$79K
CRUS icon
1704
Cirrus Logic
CRUS
$6.76B
– –
-3,195
Closed -$216K
CRWD icon
1705
CrowdStrike
CRWD
$183B
– –
-11,964
Closed -$466K
CVE icon
1706
CALL
Cenovus Energy
CVE
$54.2B
– –
-11,000
Closed -$43K
CVNA icon
1707
CALL
Carvana
CVNA
$47.5B
– –
-31,500
Closed -$1.41M
CVNA icon
1708
Carvana
CVNA
$47.5B
– –
-5,275
Closed -$235K
CVNA icon
1709
PUT
Carvana
CVNA
$47.5B
– –
-30,000
Closed -$1.34M
CVS icon
1710
CVS Health
CVS
$135B
– –
-9,606
Closed -$625K
CWB icon
1711
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.41B
– –
-3,146
Closed -$217K
CZR icon
1712
Caesars Entertainment
CZR
$6.06B
– –
-7,071
Closed -$396K
DDM icon
1713
ProShares Ultra Dow30
DDM
$524M
– –
-8,840
Closed -$207K
DECK icon
1714
CALL
Deckers Outdoor
DECK
$14.1B
– –
-7,200
Closed -$264K
DECK icon
1715
PUT
Deckers Outdoor
DECK
$14.1B
– –
-7,200
Closed -$264K
DEO icon
1716
PUT
Diageo
DEO
$49.6B
– –
-3,200
Closed -$441K
DGS icon
1717
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.66B
– –
-5,152
Closed -$213K
DGX icon
1718
CALL
Quest Diagnostics
DGX
$26B
– –
-8,400
Closed -$962K
DGX icon
1719
PUT
Quest Diagnostics
DGX
$26B
– –
-4,300
Closed -$492K
DLR icon
1720
Digital Realty Trust
DLR
$69.6B
– –
-2,202
Closed -$315K
DLTR icon
1721
Dollar Tree
DLTR
$24.8B
– –
-2,735
Closed -$275K
DOCU
1722
DocuSign
DOCU
$11.1B
– –
-2,239
Closed -$503K
DUK icon
1723
Duke Energy
DUK
$101B
– –
-2,924
Closed -$270K
DVN icon
1724
PUT
Devon Energy
DVN
$51.3B
– –
-18,100
Closed -$171K
DVY icon
1725
iShares Select Dividend ETF
DVY
$23.8B
– –
-21,547
Closed -$1.76M
67 68
69
70 71

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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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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.