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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
FLIR
1151
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$259K 0.01%
+5,900
New +$228K
EWG icon
1152
iShares MSCI Germany ETF
EWG
$1.56B
$258K 0.01%
+8,108
New +$243K
FWONK icon
1153
Liberty Media Series C
FWONK
$25.5B
$258K 0.01%
+6,270
New +$242K
LUMN icon
1154
CALL
Lumen
LUMN
$6.43B
$258K 0.01%
+26,500
New +$262K
STLD icon
1155
CALL
Steel Dynamics
STLD
$36.2B
$258K 0.01%
+7,000
New +$243K
EXEL icon
1156
CALL
Exelixis
EXEL
$13.9B
$257K 0.01%
+12,800
New +$268K
TENB icon
1157
CALL
Tenable Holdings
TENB
$3.47B
$256K 0.01%
+4,900
New +$194K
CLR
1158
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$256K 0.01%
+15,700
New +$235K
CME icon
1159
CALL
CME Group
CME
$95.4B
$255K 0.01%
1,400
-2,600
-65% -$442K
FSLY icon
1160
Fastly Inc
FSLY
$3.24B
$255K 0.01%
2,916
+760
+35% +$67K
RGLD icon
1161
CALL
Royal Gold
RGLD
$16.6B
$255K 0.01%
+2,400
New +$277K
VTR icon
1162
Ventas
VTR
$47.5B
$255K 0.01%
+5,199
New +$240K
FAST icon
1163
CALL
Fastenal
FAST
$54.8B
$254K 0.01%
+10,400
New +$245K
PLUG icon
1164
PUT
Plug Power
PLUG
$2.65B
$254K 0.01%
+7,500
New +$170K
XHB icon
1165
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$254K 0.01%
+4,400
New +$249K
BX icon
1166
CALL
Blackstone
BX
$104B
$253K 0.01%
+3,900
New +$227K
CHGG icon
1167
CALL
Chegg
CHGG
$116M
$253K 0.01%
+2,800
New +$222K
GOTU icon
1168
CALL
Gaotu Techedu
GOTU
$405M
$253K 0.01%
+4,900
New +$357K
HAPN
1169
CALL
Happen Inc
HAPN
$2.14B
$253K 0.01%
+24,000
New +$161K
LOGI icon
1170
CALL
Logitech
LOGI
$14.8B
$253K 0.01%
+2,600
New +$224K
TRMB icon
1171
Trimble
TRMB
$13.6B
$253K 0.01%
+3,788
New +$217K
SPOT icon
1172
CALL
Spotify
SPOT
$108B
$252K 0.01%
800
-2,800
-78% -$790K
VMW
1173
PUT
DELISTED
VMware, Inc
VMW
$252K 0.01%
1,800
-3,500
-66% -$501K
COTY icon
1174
PUT
Coty
COTY
$2.4B
$251K 0.01%
+35,800
New +$184K
MTN icon
1175
PUT
Vail Resorts
MTN
$5.7B
$251K 0.01%
900
-300
-25% -$77.5K
45 46
47
48 49

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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.