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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
LRCX icon
451
PUT
Lam Research
LRCX
$375B
$850K 0.02%
18,000
-35,000
-66% -$1.47M
DAL icon
452
PUT
Delta Air Lines
DAL
$57.8B
$848K 0.02%
21,100
-5,300
-20% -$193K
KHC icon
453
PUT
Kraft Heinz
KHC
$30.8B
$846K 0.02%
+24,400
New +$792K
PENN icon
454
CALL
PENN Entertainment
PENN
$2.73B
$846K 0.02%
9,800
-12,800
-57% -$913K
ZM icon
455
PUT
Zoom
ZM
$27.5B
$843K 0.02%
2,500
-3,300
-57% -$1.47M
KR icon
456
CALL
Kroger
KR
$35.5B
$838K 0.02%
26,400
+19,500
+283% +$632K
VXUS icon
457
Vanguard Total International Stock ETF
VXUS
$155B
$836K 0.02%
+13,890
New +$782K
SYK icon
458
CALL
Stryker
SYK
$123B
$833K 0.02%
3,400
+600
+21% +$136K
WMT icon
459
Walmart Inc
WMT
$885B
$833K 0.02%
17,343
+2,310
+15% +$112K
AZO icon
460
CALL
AutoZone
AZO
$49.3B
$830K 0.02%
+700
New +$811K
EMR icon
461
PUT
Emerson Electric
EMR
$83.4B
$828K 0.02%
+10,300
New +$766K
MNDT
462
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$828K 0.02%
+35,900
New +$553K
EDIT icon
463
PUT
Editas Medicine
EDIT
$396M
$827K 0.02%
+11,800
New +$485K
IVV icon
464
CALL
iShares Core S&P 500 ETF
IVV
$872B
$826K 0.02%
2,200
+1,400
+175% +$498K
MPC icon
465
CALL
Marathon Petroleum
MPC
$91.4B
$823K 0.02%
19,900
+12,200
+158% +$438K
MRK icon
466
Merck
MRK
$322B
$822K 0.02%
+10,526
New +$805K
NFLX icon
467
Netflix
NFLX
$298B
$818K 0.02%
15,130
+8,640
+133% +$438K
AMBA icon
468
CALL
Ambarella
AMBA
$3.31B
$817K 0.02%
+8,900
New +$623K
LULU icon
469
lululemon athletica
LULU
$13.4B
$815K 0.02%
2,341
+1,062
+83% +$369K
CTAS icon
470
PUT
Cintas
CTAS
$81.8B
$813K 0.02%
9,200
-400
-4% -$34.7K
VZ icon
471
Verizon
VZ
$194B
$812K 0.02%
13,820
+9,954
+257% +$591K
ADBE icon
472
Adobe
ADBE
$97.4B
$811K 0.02%
1,622
-1,347
-45% -$651K
IWV icon
473
iShares Russell 3000 ETF
IWV
$19.5B
$805K 0.02%
+3,602
New +$757K
ABT icon
474
PUT
Abbott
ABT
$181B
$799K 0.02%
7,300
-6,600
-47% -$717K
SPYV icon
475
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36B
$799K 0.02%
+23,229
New +$755K
17 18
19
20 21

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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.