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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
ASML icon
326
PUT
ASML
ASML
$626B
$1.32M 0.03%
+2,700
New +$1.14M
META icon
327
Meta Platforms (Facebook)
META
$1.42T
$1.31M 0.03%
4,806
+3,576
+291% +$980K
ACN icon
328
PUT
Accenture
ACN
$102B
$1.31M 0.03%
5,000
+1,300
+35% +$312K
AAL icon
329
PUT
American Airlines Group
AAL
$10.1B
$1.3M 0.03%
+82,200
New +$1.14M
AMAT icon
330
PUT
Applied Materials
AMAT
$403B
$1.29M 0.03%
14,900
-1,800
-11% -$133K
ABNB icon
331
PUT
Airbnb
ABNB
$89.9B
$1.28M 0.03%
+8,700
New +$1.28M
CSX icon
332
PUT
CSX Corp
CSX
$93.4B
$1.27M 0.03%
42,000
+33,000
+367% +$948K
USO icon
333
CALL
United States Oil Fund
USO
$2.15B
$1.26M 0.03%
38,300
-20,600
-35% -$611K
FXI icon
334
iShares China Large-Cap ETF
FXI
$4.37B
$1.25M 0.03%
+26,916
New +$1.23M
DFS
335
PUT
DELISTED
Discover Financial Services
DFS
$1.25M 0.03%
13,800
+9,800
+245% +$731K
BBY icon
336
PUT
Best Buy
BBY
$18.2B
$1.25M 0.03%
12,500
+7,700
+160% +$861K
EXPE icon
337
PUT
Expedia Group
EXPE
$35.4B
$1.23M 0.03%
9,300
+2,000
+27% +$225K
KSS icon
338
CALL
Kohl's
KSS
$2.17B
$1.23M 0.03%
30,100
+4,300
+17% +$125K
WDC icon
339
CALL
Western Digital
WDC
$188B
$1.22M 0.03%
29,238
+16,008
+121% +$531K
PARA
340
CALL
DELISTED
Paramount Global Class B
PARA
$1.22M 0.03%
+32,600
New +$1.05M
FCX icon
341
PUT
Freeport-McMoran
FCX
$90B
$1.2M 0.03%
46,100
+33,000
+252% +$686K
DG icon
342
PUT
Dollar General
DG
$28B
$1.2M 0.03%
5,700
+1,500
+36% +$320K
WDAY icon
343
CALL
Workday
WDAY
$39.6B
$1.2M 0.03%
5,000
+1,500
+43% +$337K
SPLK
344
CALL
DELISTED
Splunk Inc
SPLK
$1.19M 0.03%
7,000
+3,600
+106% +$688K
XLK icon
345
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.18M 0.03%
18,124
-3,840
-17% -$234K
PXD
346
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$1.17M 0.03%
10,300
+6,100
+145% +$593K
HON icon
347
CALL
Honeywell
HON
$77B
$1.17M 0.03%
5,836
+1,061
+22% +$193K
SLV icon
348
iShares Silver Trust
SLV
$28B
$1.17M 0.03%
47,510
+30,406
+178% +$692K
UNP icon
349
CALL
Union Pacific
UNP
$174B
$1.17M 0.03%
5,600
+1,800
+47% +$360K
UNP icon
350
PUT
Union Pacific
UNP
$174B
$1.17M 0.03%
5,600
-1,300
-19% -$260K
12 13
14
15 16

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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.