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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
SCHW
351
PUT
Charles Schwab
SCHW
$183B
$1.15M 0.03%
21,700
+13,200
+155% +$598K
SWKS icon
352
CALL
Skyworks Solutions
SWKS
$9.37B
$1.15M 0.03%
7,500
+4,200
+127% +$615K
PNC icon
353
PNC Financial Services
PNC
$99.7B
$1.14M 0.03%
7,615
+3,505
+85% +$448K
AXP icon
354
American Express
AXP
$227B
$1.13M 0.03%
9,333
+4,318
+86% +$478K
OLED icon
355
CALL
Universal Display
OLED
$3.75B
$1.13M 0.03%
4,900
-600
-11% -$128K
MINT icon
356
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$1.12M 0.03%
+10,993
New +$1.12M
EWZ icon
357
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
$1.12M 0.03%
30,200
-3,600
-11% -$116K
LVS icon
358
PUT
Las Vegas Sands
LVS
$31.7B
$1.12M 0.03%
18,800
+12,300
+189% +$656K
GILD icon
359
PUT
Gilead Sciences
GILD
$162B
$1.12M 0.03%
19,200
+7,300
+61% +$440K
BLV icon
360
Vanguard Long-Term Bond ETF
BLV
$5.71B
$1.11M 0.03%
+10,135
New +$1.13M
OIH icon
361
PUT
VanEck Oil Services ETF
OIH
$2.06B
$1.11M 0.03%
7,200
-2,600
-27% -$330K
WYNN icon
362
CALL
Wynn Resorts
WYNN
$10.3B
$1.11M 0.03%
9,800
-24,700
-72% -$2.28M
HYG icon
363
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$1.1M 0.03%
12,600
-62,200
-83% -$5.33M
DUK icon
364
CALL
Duke Energy
DUK
$97.8B
$1.1M 0.03%
12,000
+8,200
+216% +$759K
LQD icon
365
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$1.1M 0.03%
+7,939
New +$1.08M
NIO icon
366
CALL
NIO
NIO
$12.2B
$1.1M 0.03%
22,500
+6,000
+36% +$232K
MCK icon
367
PUT
McKesson
MCK
$100B
$1.1M 0.03%
+6,300
New +$1.05M
IXUS icon
368
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
$1.09M 0.03%
+16,288
New +$1.02M
SPG icon
369
CALL
Simon Property Group
SPG
$74.4B
$1.09M 0.03%
12,800
+6,800
+113% +$519K
TSM icon
370
PUT
TSMC
TSM
$2.1T
$1.09M 0.03%
10,000
-4,700
-32% -$446K
CL icon
371
CALL
Colgate-Palmolive
CL
$73.1B
$1.09M 0.03%
+12,700
New +$1.05M
PRU icon
372
CALL
Prudential Financial
PRU
$42.4B
$1.08M 0.03%
+13,900
New +$1M
VXX icon
373
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$1.08M 0.03%
1,003
-581
-37% -$755K
TMO icon
374
PUT
Thermo Fisher Scientific
TMO
$213B
$1.07M 0.03%
2,300
-3,000
-57% -$1.41M
CMI icon
375
CALL
Cummins
CMI
$87.5B
$1.07M 0.03%
4,700
-5,000
-52% -$1.12M
13 14
15
16 17

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NOCM
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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.