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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
TXG icon
501
CALL
10x Genomics
TXG
$6.28B
$736K 0.02%
5,200
-2,200
-30% -$319K
VTRS icon
502
CALL
Viatris
VTRS
$20.7B
$736K 0.02%
+39,300
New +$641K
CRM icon
503
Salesforce
CRM
$148B
$735K 0.02%
3,304
+2,119
+179% +$515K
SWKS icon
504
PUT
Skyworks Solutions
SWKS
$9.4B
$734K 0.02%
4,800
+900
+23% +$132K
VRTX icon
505
PUT
Vertex Pharmaceuticals
VRTX
$122B
$733K 0.02%
3,100
+900
+41% +$206K
NOC icon
506
CALL
Northrop Grumman
NOC
$76B
$731K 0.02%
2,400
+1,400
+140% +$428K
PM icon
507
PUT
Philip Morris
PM
$299B
$729K 0.02%
+8,800
New +$685K
CLX icon
508
CALL
Clorox
CLX
$11.7B
$727K 0.02%
3,600
-1,300
-27% -$269K
BLK icon
509
PUT
Blackrock
BLK
$170B
$722K 0.02%
1,000
– –
HUBS icon
510
HubSpot
HUBS
$11.9B
$722K 0.02%
+1,820
New +$639K
MGM icon
511
CALL
MGM Resorts International
MGM
$11.7B
$722K 0.02%
22,900
+9,200
+67% +$237K
DHI icon
512
CALL
D.R. Horton
DHI
$40.7B
$717K 0.02%
10,400
+4,200
+68% +$306K
COR icon
513
PUT
Cencora
COR
$60.7B
$714K 0.02%
+7,300
New +$730K
KWEB icon
514
KraneShares CSI China Internet ETF
KWEB
$5.55B
$714K 0.02%
+9,296
New +$689K
SQQQ icon
515
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.08B
$712K 0.02%
375
-45
-11% -$109K
WFC icon
516
Wells Fargo
WFC
$258B
$712K 0.02%
23,589
-25,776
-52% -$667K
JNJ icon
517
Johnson & Johnson
JNJ
$617B
$711K 0.02%
4,516
-333
-7% -$49.1K
SPWR
518
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$710K 0.02%
+27,700
New +$560K
ETN icon
519
CALL
Eaton
ETN
$150B
$709K 0.02%
5,900
+1,500
+34% +$170K
EOG icon
520
CALL
EOG Resources
EOG
$77.5B
$708K 0.02%
+14,200
New +$617K
SCHF icon
521
Schwab International Equity ETF
SCHF
$67B
$707K 0.02%
39,240
-33,034
-46% -$557K
FISV
522
CALL
Fiserv Inc
FISV
$28.8B
$706K 0.02%
6,200
+2,400
+63% +$259K
KHC icon
523
CALL
Kraft Heinz
KHC
$31.3B
$704K 0.02%
+20,300
New +$659K
RWM icon
524
ProShares Short Russell2000
RWM
$132M
$704K 0.02%
27,707
+14,007
+102% +$406K
NOC icon
525
PUT
Northrop Grumman
NOC
$76B
$701K 0.02%
2,300
+1,000
+77% +$306K
19 20
21
22 23

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
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RB
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OMG
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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.