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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
MDY icon
226
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.9B
$2.14M 0.05%
+5,100
New +$1.96M
AMGN icon
227
CALL
Amgen
AMGN
$203B
$2.14M 0.05%
9,300
-3,400
-27% -$784K
ELV icon
228
CALL
Elevance Health
ELV
$90.6B
$2.12M 0.05%
6,600
-3,100
-32% -$951K
DPZ icon
229
PUT
Domino's
DPZ
$10.3B
$2.11M 0.05%
5,500
-2,600
-32% -$1.02M
SNAP icon
230
PUT
Snap
SNAP
$9.86B
$2.09M 0.05%
41,700
+22,700
+119% +$943K
PG icon
231
CALL
Procter & Gamble
PG
$341B
$2.09M 0.05%
15,000
-43,900
-75% -$6.14M
SH icon
232
ProShares Short S&P500
SH
$920M
$2.07M 0.05%
28,808
+17,649
+158% +$1.35M
ACN icon
233
CALL
Accenture
ACN
$118B
$2.06M 0.05%
7,900
+3,900
+98% +$935K
BIL icon
234
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$2.02M 0.05%
+22,038
New +$2.02M
CSX icon
235
CALL
CSX Corp
CSX
$90.1B
$1.99M 0.05%
65,700
+56,100
+584% +$1.61M
MDT icon
236
PUT
Medtronic
MDT
$120B
$1.98M 0.05%
16,900
+6,900
+69% +$760K
DD icon
237
DuPont de Nemours
DD
$17.3B
$1.98M 0.05%
22,137
+16,159
+270% +$1.27M
FXI icon
238
CALL
iShares China Large-Cap ETF
FXI
$4.1B
$1.96M 0.05%
42,300
+1,700
+4% +$77.6K
LULU icon
239
PUT
lululemon athletica
LULU
$10.9B
$1.95M 0.05%
5,600
-3,100
-36% -$1.08M
BBY icon
240
CALL
Best Buy
BBY
$19.6B
$1.93M 0.05%
19,300
+16,100
+503% +$1.8M
TLT icon
241
iShares 20+ Year Treasury Bond ETF
TLT
$46.4B
$1.92M 0.05%
12,198
-3,577
-23% -$568K
BND icon
242
Vanguard Total Bond Market
BND
$161B
$1.89M 0.04%
21,409
+16,451
+332% +$1.45M
TWTR
243
PUT
DELISTED
Twitter, Inc.
TWTR
$1.88M 0.04%
34,700
+19,400
+127% +$926K
AAL icon
244
CALL
American Airlines Group
AAL
$8.45B
$1.88M 0.04%
119,000
+83,800
+238% +$1.16M
DAL icon
245
CALL
Delta Air Lines
DAL
$51.9B
$1.87M 0.04%
46,600
+31,800
+215% +$1.16M
UPS icon
246
PUT
United Parcel Service
UPS
$87.1B
$1.87M 0.04%
11,100
-1,100
-9% -$186K
FCX icon
247
CALL
Freeport-McMoran
FCX
$99.6B
$1.85M 0.04%
+71,300
New +$1.48M
XRT icon
248
PUT
State Street SPDR S&P Retail ETF
XRT
$395M
$1.84M 0.04%
28,600
+14,400
+101% +$826K
NOW icon
249
CALL
ServiceNow
NOW
$147B
$1.82M 0.04%
16,500
-14,500
-47% -$1.51M
NVDA icon
250
NVIDIA
NVDA
$5.12T
$1.81M 0.04%
138,800
+36,520
+36% +$489K
8 9
10
11 12

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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.