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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
SPLK
701
DELISTED
Splunk Inc
SPLK
$490K 0.01%
+2,886
New +$552K
CCJ icon
702
CALL
Cameco
CCJ
$40.2B
$489K 0.01%
+36,500
New +$390K
SRTY icon
703
ProShares UltraPro Short Russell2000
SRTY
$76.9M
$489K 0.01%
1,404
+887
+172% +$479K
STX icon
704
Seagate
STX
$184B
$489K 0.01%
+7,870
New +$442K
TROW icon
705
T. Rowe Price
TROW
$22B
$489K 0.01%
+3,233
New +$462K
WTW icon
706
Willis Towers Watson
WTW
$28.8B
$489K 0.01%
+2,323
New +$478K
BYND icon
707
CALL
Beyond Meat
BYND
$194M
$488K 0.01%
130
-333
-72% -$1.51M
EA
708
PUT
DELISTED
Electronic Arts
EA
$488K 0.01%
3,400
-1,100
-24% -$142K
JMIA
709
CALL
Jumia Technologies
JMIA
$953M
$488K 0.01%
+12,100
New +$295K
SPG icon
710
Simon Property Group
SPG
$66.2B
$488K 0.01%
+5,722
New +$437K
TT icon
711
Trane Technologies
TT
$93B
$487K 0.01%
+3,354
New +$463K
COP icon
712
ConocoPhillips
COP
$159B
$486K 0.01%
+12,145
New +$448K
DUK icon
713
PUT
Duke Energy
DUK
$92B
$485K 0.01%
5,300
+2,500
+89% +$231K
EMLP icon
714
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$485K 0.01%
+23,111
New +$480K
COF icon
715
CALL
Capital One
COF
$125B
$484K 0.01%
+4,900
New +$417K
BIDU icon
716
Baidu
BIDU
$30.5B
$483K 0.01%
+2,232
New +$332K
IJH icon
717
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
$483K 0.01%
10,500
+500
+5% +$21.1K
OKTA icon
718
CALL
Okta
OKTA
$32.5B
$483K 0.01%
1,900
-100
-5% -$23.8K
TSN icon
719
PUT
Tyson Foods
TSN
$18.4B
$483K 0.01%
7,500
+3,400
+83% +$212K
EBAY icon
720
PUT
eBay
EBAY
$49B
$482K 0.01%
9,600
– –
GRMN
721
Garmin
GRMN
$53.9B
$481K 0.01%
+4,017
New +$445K
TTD icon
722
CALL
Trade Desk
TTD
$6.79B
$481K 0.01%
6,000
-15,000
-71% -$1.13M
BKNG icon
723
Booking.com
BKNG
$127B
$479K 0.01%
5,375
-18,850
-78% -$1.46M
IEI icon
724
iShares 3-7 Year Treasury Bond ETF
IEI
$17.3B
$479K 0.01%
+3,604
New +$479K
LBRDK
725
DELISTED
Liberty Broadband Class C
LBRDK
$477K 0.01%
+3,015
New +$459K
27 28
29
30 31

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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.