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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
AZN icon
76
CALL
AstraZeneca
AZN
$267B
$6.23M 0.15%
62,350
+59,450
+2,050% +$6.3M
FTV icon
77
CALL
Fortive
FTV
$19.5B
$6.18M 0.15%
115,847
-22,590
-16% -$1.16M
COST icon
78
PUT
Costco
COST
$429B
$6.14M 0.15%
16,300
-21,000
-56% -$7.85M
CSCO icon
79
CALL
Cisco
CSCO
$456B
$6.11M 0.14%
136,500
+108,100
+381% +$4.44M
D icon
80
PUT
Dominion Energy
D
$62.1B
$6.07M 0.14%
80,700
-900
-1% -$71.5K
VZ icon
81
CALL
Verizon
VZ
$201B
$6M 0.14%
102,100
+98,400
+2,659% +$5.84M
PYPL icon
82
CALL
PayPal
PYPL
$51.4B
$5.92M 0.14%
25,300
+2,800
+12% +$580K
CSIQ icon
83
PUT
Canadian Solar
CSIQ
$927M
$5.89M 0.14%
115,000
+1,700
+2% +$69.7K
GES
84
PUT
DELISTED
Guess Inc
GES
$5.76M 0.14%
254,600
+2,200
+0.9% +$34.7K
INTC icon
85
PUT
Intel
INTC
$435B
$5.75M 0.14%
115,500
+63,900
+124% +$3.12M
V icon
86
PUT
Visa
V
$697B
$5.6M 0.13%
25,600
+4,400
+21% +$900K
ADBE icon
87
CALL
Adobe
ADBE
$99B
$5.55M 0.13%
11,100
-7,900
-42% -$3.82M
XOM icon
88
CALL
ExxonMobil
XOM
$634B
$5.51M 0.13%
133,800
+88,100
+193% +$3.3M
JNJ icon
89
PUT
Johnson & Johnson
JNJ
$643B
$5.51M 0.13%
35,000
+10,900
+45% +$1.61M
IYT icon
90
PUT
iShares US Transportation ETF
IYT
$2.31B
$5.49M 0.13%
99,600
+68,800
+223% +$3.67M
ISRG icon
91
CALL
Intuitive Surgical
ISRG
$130B
$5.48M 0.13%
20,100
-1,200
-6% -$298K
MRK icon
92
CALL
Merck
MRK
$326B
$5.28M 0.13%
67,701
+49,466
+271% +$3.78M
AMZN icon
93
Amazon
AMZN
$2.48T
$5.23M 0.12%
32,140
+3,140
+11% +$501K
MCD icon
94
PUT
McDonald's
MCD
$194B
$5.19M 0.12%
24,200
+10,600
+78% +$2.31M
CMG icon
95
CALL
Chipotle Mexican Grill
CMG
$43B
$5.13M 0.12%
185,000
-115,000
-38% -$3.02M
AEPPZ
96
DELISTED
American Electric Power Company, Inc. Corporate Units
AEPPZ
$5.06M 0.12%
100,000
– –
EEM icon
97
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$5.03M 0.12%
97,400
-10,200
-9% -$490K
CCL icon
98
PUT
Carnival Corporation Ltd
CCL
$38.7B
$4.95M 0.12%
228,700
+11,800
+5% +$210K
T icon
99
CALL
AT&T
T
$169B
$4.9M 0.12%
225,610
+141,271
+168% +$3.05M
CRM icon
100
CALL
Salesforce
CRM
$149B
$4.9M 0.12%
22,000
+200
+0.9% +$48.6K
2 3
4
5 6

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OAM
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NOCM
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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.