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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
RH icon
1101
RH
RH
$3.33B
$279K 0.01%
+623
New +$257K
RPD icon
1102
Rapid7
RPD
$628M
$279K 0.01%
+3,095
New +$221K
HLT icon
1103
CALL
Hilton Worldwide
HLT
$72.4B
$278K 0.01%
2,500
-8,000
-76% -$793K
FCEL icon
1104
CALL
FuelCell Energy
FCEL
$1.45B
$277K 0.01%
+827
New +$135K
DDD icon
1105
CALL
3D Systems Corp
DDD
$405M
$276K 0.01%
+26,300
New +$214K
GLUU
1106
DELISTED
Glu Mobile Inc.
GLUU
$276K 0.01%
30,619
+16,270
+113% +$140K
CLNE icon
1107
Clean Energy Fuels
CLNE
$416M
$275K 0.01%
+35,023
New +$137K
CRWD icon
1108
PUT
CrowdStrike
CRWD
$183B
$275K 0.01%
5,200
-17,200
-77% -$670K
OSK icon
1109
CALL
Oshkosh
OSK
$8.82B
$275K 0.01%
3,200
+300
+10% +$23.9K
VRNS icon
1110
Varonis Systems
VRNS
$4.67B
$275K 0.01%
+5,040
New +$219K
MNDT
1111
DELISTED
Mandiant, Inc. Common Stock
MNDT
$275K 0.01%
+11,930
New +$184K
AMG icon
1112
Affiliated Managers Group
AMG
$9.51B
$274K 0.01%
+2,697
New +$233K
DGX icon
1113
Quest Diagnostics
DGX
$26B
$274K 0.01%
+2,301
New +$281K
WOLF icon
1114
Wolfspeed
WOLF
$1.04B
$274K 0.01%
+2,584
New +$207K
ALNY icon
1115
CALL
Alnylam Pharmaceuticals
ALNY
$38.3B
$273K 0.01%
2,100
– –
Z icon
1116
CALL
Zillow
Z
$7.78B
$273K 0.01%
2,100
-4,600
-69% -$509K
PXD
1117
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$273K 0.01%
2,400
-2,300
-49% -$224K
MSTR icon
1118
CALL
Strategy Inc
MSTR
$34.1B
$272K 0.01%
+7,000
New +$163K
MTCH icon
1119
PUT
Match Group
MTCH
$9.19B
$272K 0.01%
+1,800
New +$238K
DINO icon
1120
CALL
HF Sinclair
DINO
$16.2B
$271K 0.01%
+10,500
New +$238K
TPL icon
1121
Texas Pacific Land
TPL
$26.9B
$271K 0.01%
+3,357
New +$213K
NBIS
1122
PUT
Nebius Group N.V.
NBIS
$37.6B
$271K 0.01%
+3,900
New +$249K
GS icon
1123
Goldman Sachs
GS
$289B
$270K 0.01%
1,023
-1,885
-65% -$420K
JMIA
1124
PUT
Jumia Technologies
JMIA
$708M
$270K 0.01%
+6,700
New +$164K
COTY icon
1125
Coty
COTY
$2.4B
$269K 0.01%
38,357
-55,984
-59% -$288K
43 44
45
46 47

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AWP
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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.