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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
UNG icon
1951
United States Natural Gas Fund
UNG
$444M
– –
-5,333
Closed -$243K
UNG icon
1952
PUT
United States Natural Gas Fund
UNG
$444M
– –
-4,150
Closed -$189K
UPRO icon
1953
CALL
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-9,000
Closed -$252K
UPRO icon
1954
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-18,212
Closed -$509K
URI icon
1955
CALL
United Rentals
URI
$67.9B
– –
-3,600
Closed -$628K
URI icon
1956
United Rentals
URI
$67.9B
– –
-1,272
Closed -$269K
USO icon
1957
United States Oil Fund
USO
$2B
– –
-7,287
Closed -$216K
UTHR icon
1958
PUT
United Therapeutics
UTHR
$26.1B
– –
-2,200
Closed -$222K
V icon
1959
Visa
V
$697B
– –
-3,029
Closed -$620K
VALE icon
1960
PUT
Vale
VALE
$62.6B
– –
-10,600
Closed -$112K
VB icon
1961
Vanguard Small-Cap ETF
VB
$80.2B
– –
-1,817
Closed -$279K
VCR icon
1962
Vanguard Consumer Discretionary ETF
VCR
$6.01B
– –
-895
Closed -$210K
VEEV icon
1963
CALL
Veeva Systems
VEEV
$32.7B
– –
-2,700
Closed -$759K
VEEV icon
1964
PUT
Veeva Systems
VEEV
$32.7B
– –
-3,400
Closed -$956K
VET icon
1965
Vermilion Energy
VET
$1.59B
– –
-14,478
Closed -$34K
VIPS icon
1966
Vipshop
VIPS
$7.13B
– –
-46,205
Closed -$723K
VIV icon
1967
Telefônica Brasil
VIV
$21B
– –
-11,743
Closed -$90K
VMBS icon
1968
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
– –
-4,882
Closed -$265K
VMC icon
1969
PUT
Vulcan Materials
VMC
$37.4B
– –
-2,700
Closed -$366K
VNQI icon
1970
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
– –
-5,926
Closed -$288K
VOE icon
1971
Vanguard Mid-Cap Value ETF
VOE
$24.1B
– –
-2,150
Closed -$218K
VOO icon
1972
Vanguard S&P 500 ETF
VOO
$971B
– –
-1,524
Closed -$469K
VOX icon
1973
Vanguard Communication Services ETF
VOX
$5.69B
– –
-2,653
Closed -$270K
VSTM icon
1974
Verastem
VSTM
$547M
– –
-1,908
Closed -$28K
VTI icon
1975
Vanguard Total Stock Market ETF
VTI
$656B
– –
-2,941
Closed -$501K
77 78
79
80 81

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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.