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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
EDIT icon
426
CALL
Editas Medicine
EDIT
$396M
$918K 0.02%
+13,100
New +$538K
CI icon
427
PUT
Cigna
CI
$74.8B
$916K 0.02%
4,400
+2,900
+193% +$569K
MNST icon
428
CALL
Monster Beverage
MNST
$94.4B
$916K 0.02%
+19,800
New +$832K
XBI icon
429
State Street SPDR S&P Biotech ETF
XBI
$10B
$913K 0.02%
6,482
+2,388
+58% +$306K
WOLF icon
430
CALL
Wolfspeed
WOLF
$1.24B
$911K 0.02%
+8,600
New +$691K
KMX icon
431
CALL
CarMax
KMX
$8.12B
$907K 0.02%
9,600
+5,100
+113% +$478K
TJX icon
432
PUT
TJX Companies
TJX
$174B
$901K 0.02%
13,200
+8,600
+187% +$523K
FLRN icon
433
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$898K 0.02%
29,368
+3,482
+13% +$107K
GAP
434
CALL
The Gap Inc
GAP
$7.22B
$898K 0.02%
44,500
+14,100
+46% +$296K
HAL icon
435
CALL
Halliburton
HAL
$26.7B
$894K 0.02%
47,300
+20,000
+73% +$310K
HON icon
436
PUT
Honeywell
HON
$76.8B
$893K 0.02%
4,456
-11,990
-73% -$2.18M
HD icon
437
Home Depot
HD
$330B
$890K 0.02%
3,349
+1,721
+106% +$473K
COF icon
438
PUT
Capital One
COF
$127B
$880K 0.02%
8,900
+3,600
+68% +$306K
D icon
439
CALL
Dominion Energy
D
$61.2B
$880K 0.02%
11,700
+2,600
+29% +$207K
EWU icon
440
iShares MSCI United Kingdom ETF
EWU
$4.14B
$880K 0.02%
30,044
+14,616
+95% +$403K
MTD icon
441
Mettler-Toledo International
MTD
$28B
$880K 0.02%
+772
New +$847K
CCI icon
442
CALL
Crown Castle
CCI
$32.9B
$876K 0.02%
5,500
-6,600
-55% -$1.07M
WDC icon
443
PUT
Western Digital
WDC
$189B
$875K 0.02%
20,903
+12,171
+139% +$404K
NEM icon
444
PUT
Newmont
NEM
$98.5B
$874K 0.02%
14,600
-10,500
-42% -$647K
LVS icon
445
CALL
Las Vegas Sands
LVS
$31.6B
$870K 0.02%
14,600
+4,000
+38% +$213K
TRV icon
446
CALL
Travelers Companies
TRV
$78.8B
$870K 0.02%
6,200
+4,200
+210% +$539K
PG icon
447
Procter & Gamble
PG
$334B
$868K 0.02%
+6,241
New +$872K
BSX icon
448
CALL
Boston Scientific
BSX
$66.8B
$863K 0.02%
+24,000
New +$865K
NIO icon
449
PUT
NIO
NIO
$12.1B
$853K 0.02%
+17,500
New +$677K
QS icon
450
PUT
QuantumScape Corp
QS
$3.18B
$853K 0.02%
+10,100
New +$370K
16 17
18
19 20

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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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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.