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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
SOXX icon
276
CALL
iShares Semiconductor ETF
SOXX
$41.7B
$1.67M 0.04%
+13,200
New +$1.52M
EBAY icon
277
CALL
eBay
EBAY
$50.6B
$1.65M 0.04%
32,900
+21,500
+189% +$1.1M
SONY icon
278
CALL
Sony
SONY
$137B
$1.65M 0.04%
+81,500
New +$1.42M
VEU icon
279
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$1.64M 0.04%
+28,169
New +$1.54M
TGT icon
280
PUT
Target
TGT
$65.6B
$1.64M 0.04%
9,300
-6,000
-39% -$1M
VXX icon
281
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$1.63M 0.04%
1,520
-1,075
-41% -$1.4M
GDX icon
282
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$1.63M 0.04%
45,100
+26,900
+148% +$1M
TWLO icon
283
PUT
Twilio
TWLO
$30B
$1.63M 0.04%
4,800
-1,500
-24% -$469K
XBI icon
284
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$1.62M 0.04%
11,500
+100
+0.9% +$12.8K
GE icon
285
PUT
GE Aerospace
GE
$374B
$1.61M 0.04%
29,995
-1,084
-3% -$48.6K
WYNN icon
286
PUT
Wynn Resorts
WYNN
$10.3B
$1.61M 0.04%
14,300
+2,700
+23% +$249K
MDY icon
287
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.59M 0.04%
3,785
+1,552
+70% +$598K
KRE icon
288
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.57M 0.04%
30,200
+22,100
+273% +$1.01M
PSQ icon
289
ProShares Short QQQ
PSQ
$824M
$1.57M 0.04%
21,731
-25,670
-54% -$1.99M
USB icon
290
PUT
US Bancorp
USB
$98.2B
$1.56M 0.04%
33,600
+1,800
+6% +$76.2K
VRTX icon
291
CALL
Vertex Pharmaceuticals
VRTX
$121B
$1.56M 0.04%
6,600
+4,600
+230% +$1.06M
BP icon
292
CALL
BP
BP
$116B
$1.53M 0.04%
74,600
+57,000
+324% +$1.07M
SMH icon
293
VanEck Semiconductor ETF
SMH
$65.2B
$1.53M 0.04%
13,996
+8,382
+149% +$831K
SMH icon
294
PUT
VanEck Semiconductor ETF
SMH
$65.2B
$1.53M 0.04%
14,000
-14,200
-50% -$1.41M
SPG icon
295
PUT
Simon Property Group
SPG
$74.4B
$1.53M 0.04%
+17,900
New +$1.37M
UBER icon
296
CALL
Uber
UBER
$143B
$1.51M 0.04%
29,700
+7,000
+31% +$314K
SCHO icon
297
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$1.51M 0.04%
58,930
+40,372
+218% +$1.04M
CVX icon
298
PUT
Chevron
CVX
$392B
$1.51M 0.04%
17,900
+12,600
+238% +$1.02M
LRCX icon
299
CALL
Lam Research
LRCX
$367B
$1.51M 0.04%
32,000
-16,000
-33% -$673K
AMAT icon
300
CALL
Applied Materials
AMAT
$403B
$1.51M 0.04%
17,500
+1,200
+7% +$88.7K
10 11
12
13 14

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NOCM
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TIM
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QIM
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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.