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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
TSCO icon
676
CALL
Tractor Supply
TSCO
$15.8B
$506K 0.01%
18,000
-4,500
-20% -$126K
DOV icon
677
PUT
Dover
DOV
$27.5B
$505K 0.01%
+4,000
New +$475K
MRO
678
CALL
DELISTED
Marathon Oil Corporation
MRO
$505K 0.01%
+75,700
New +$407K
JETS icon
679
CALL
US Global Jets ETF
JETS
$786M
$504K 0.01%
+22,500
New +$453K
RIO icon
680
CALL
Rio Tinto
RIO
$158B
$504K 0.01%
+6,700
New +$440K
BBBY
681
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$504K 0.01%
28,400
+7,800
+38% +$162K
MET icon
682
CALL
MetLife
MET
$62.5B
$502K 0.01%
+10,700
New +$464K
BDX icon
683
CALL
Becton Dickinson
BDX
$45.6B
$500K 0.01%
2,050
+615
+43% +$143K
EQIX icon
684
PUT
Equinix
EQIX
$103B
$500K 0.01%
700
– –
MNST icon
685
Monster Beverage
MNST
$95.5B
$500K 0.01%
+10,806
New +$454K
NUE icon
686
PUT
Nucor
NUE
$58.5B
$500K 0.01%
+9,400
New +$485K
BHC icon
687
CALL
Bausch Health
BHC
$2.25B
$499K 0.01%
+24,000
New +$448K
DECK icon
688
Deckers Outdoor
DECK
$13.6B
$499K 0.01%
+10,440
New +$463K
CL icon
689
Colgate-Palmolive
CL
$73.3B
$498K 0.01%
+5,822
New +$481K
ORLY icon
690
CALL
O'Reilly Automotive
ORLY
$72.4B
$498K 0.01%
16,500
+3,000
+22% +$90.6K
WEC icon
691
WEC Energy
WEC
$35.8B
$497K 0.01%
5,405
+1,433
+36% +$139K
WB icon
692
CALL
Weibo
WB
$1.99B
$496K 0.01%
+12,100
New +$511K
BP icon
693
PUT
BP
BP
$114B
$495K 0.01%
+24,100
New +$454K
CTAS icon
694
CALL
Cintas
CTAS
$82.7B
$495K 0.01%
5,600
-3,200
-36% -$278K
TM icon
695
PUT
Toyota
TM
$227B
$495K 0.01%
+3,200
New +$447K
VTRS icon
696
PUT
Viatris
VTRS
$20.7B
$495K 0.01%
+26,400
New +$431K
MPC icon
697
PUT
Marathon Petroleum
MPC
$91.7B
$492K 0.01%
+11,900
New +$427K
RH icon
698
PUT
RH
RH
$3.15B
$492K 0.01%
1,100
-1,700
-61% -$701K
SPDW icon
699
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.5B
$492K 0.01%
+14,589
New +$460K
EIX icon
700
Edison International
EIX
$30.3B
$491K 0.01%
+7,815
New +$471K
26 27
28
29 30

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OAM
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NOCM
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TIM
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QIM
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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.