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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
SPXS icon
1926
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$346M
– –
-140
Closed -$81K
SPXU icon
1927
CALL
ProShares UltraPro Short S&P 500
SPXU
$416M
– –
-127
Closed -$110K
SQQQ icon
1928
ProShares UltraPro Short QQQ
SQQQ
$2.17B
– –
-89
Closed -$216K
SRLN icon
1929
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-6,826
Closed -$305K
SWBI icon
1930
Smith & Wesson
SWBI
$657M
– –
-11,739
Closed -$182K
SYK icon
1931
Stryker
SYK
$133B
– –
-1,998
Closed -$453K
T icon
1932
AT&T
T
$169B
– –
-37,733
Closed -$814K
TD icon
1933
CALL
Toronto Dominion Bank
TD
$199B
– –
-4,900
Closed -$227K
TDG icon
1934
CALL
TransDigm Group
TDG
$73.2B
– –
-1,100
Closed -$523K
TDG icon
1935
PUT
TransDigm Group
TDG
$73.2B
– –
-2,000
Closed -$950K
TECL icon
1936
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$4.77B
– –
-14,000
Closed -$428K
TEVA icon
1937
Teva Pharmaceuticals
TEVA
$36.9B
– –
-12,972
Closed -$124K
TGT icon
1938
Target
TGT
$65.5B
– –
-2,696
Closed -$450K
THO icon
1939
CALL
Thor Industries
THO
$4.13B
– –
-2,300
Closed -$219K
TLRY icon
1940
CALL
Tilray
TLRY
$498M
– –
-1,100
Closed -$53K
TME icon
1941
CALL
Tencent Music
TME
$15.6B
– –
-13,100
Closed -$193K
TMO icon
1942
Thermo Fisher Scientific
TMO
$214B
– –
-683
Closed -$320K
TNXP icon
1943
Tonix Pharmaceuticals
TNXP
$158M
– –
0
– -$16K
TOL icon
1944
CALL
Toll Brothers
TOL
$14.5B
– –
-10,300
Closed -$501K
TOL icon
1945
PUT
Toll Brothers
TOL
$14.5B
– –
-8,200
Closed -$399K
TROW icon
1946
PUT
T. Rowe Price
TROW
$26.1B
– –
-3,400
Closed -$436K
TSM icon
1947
TSMC
TSM
$2.03T
– –
-5,381
Closed -$510K
TWM icon
1948
ProShares UltraShort Russell2000
TWM
$43.6M
– –
-800
Closed -$144K
TXN icon
1949
CALL
Texas Instruments
TXN
$253B
– –
-2,800
Closed -$400K
TZA icon
1950
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$245M
– –
-134
Closed -$181K
76 77
78
79 80

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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.