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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
SAN icon
926
Banco Santander
SAN
$215B
$342K 0.01%
112,090
-127,688
-53% -$323K
HYD icon
927
VanEck High Yield Muni ETF
HYD
$4.09B
$341K 0.01%
+5,533
New +$334K
MOS icon
928
CALL
The Mosaic Company
MOS
$8.13B
$341K 0.01%
14,800
+3,100
+26% +$62.4K
WDC icon
929
Western Digital
WDC
$153B
$341K 0.01%
+8,146
New +$270K
WSM icon
930
Williams-Sonoma
WSM
$26B
$341K 0.01%
+6,690
New +$343K
CRNC icon
931
Cerence
CRNC
$370M
$340K 0.01%
+3,380
New +$252K
IEF icon
932
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
$340K 0.01%
+2,838
New +$341K
JNPR
933
CALL
DELISTED
Juniper Networks
JNPR
$340K 0.01%
+15,100
New +$329K
VMW
934
DELISTED
VMware, Inc
VMW
$340K 0.01%
+2,424
New +$347K
ALB icon
935
PUT
Albemarle
ALB
$13.7B
$339K 0.01%
2,300
-200
-8% -$23.7K
SBAC icon
936
PUT
SBA Communications
SBAC
$19.3B
$339K 0.01%
1,200
-2,400
-67% -$705K
ONC
937
BeOne Medicines Ltd
ONC
$39.9B
$339K 0.01%
1,311
+433
+49% +$119K
ADM icon
938
CALL
Archer Daniels Midland
ADM
$42.4B
$338K 0.01%
+6,700
New +$331K
CI icon
939
Cigna
CI
$73.5B
$336K 0.01%
1,614
-2,167
-57% -$425K
FITB
940
CALL
Fifth Third Bancorp
FITB
$48.2B
$336K 0.01%
+12,200
New +$308K
HAL icon
941
PUT
Halliburton
HAL
$28.3B
$336K 0.01%
+17,800
New +$276K
AN icon
942
CALL
AutoNation
AN
$5.83B
$335K 0.01%
+4,800
New +$302K
BMO icon
943
PUT
Bank of Montreal
BMO
$121B
$335K 0.01%
4,400
-2,100
-32% -$144K
MDB icon
944
MongoDB
MDB
$31.7B
$335K 0.01%
+934
New +$261K
SPRU icon
945
CALL
Spruce Power Holding Corp
SPRU
$32.7M
$335K 0.01%
+1,763
New +$190K
EEMV icon
946
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.63B
$334K 0.01%
5,469
-90
-2% -$5.25K
EOG icon
947
PUT
EOG Resources
EOG
$76B
$334K 0.01%
+6,700
New +$291K
GSY icon
948
Invesco Ultra Short Duration ETF
GSY
$3.93B
$334K 0.01%
+6,599
New +$334K
PTON icon
949
PUT
Peloton Interactive
PTON
$2.14B
$334K 0.01%
2,200
-16,200
-88% -$1.97M
SCI icon
950
CALL
Service Corp International
SCI
$10.9B
$334K 0.01%
+6,800
New +$323K
36 37
38
39 40

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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.