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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
SLV icon
101
PUT
iShares Silver Trust
SLV
$27.6B
$4.88M 0.12%
198,700
-137,500
-41% -$3.13M
XLY icon
102
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$4.78M 0.11%
59,400
-27,800
-32% -$2.14M
EEM icon
103
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$4.72M 0.11%
91,300
+7,900
+9% +$380K
ADBE icon
104
PUT
Adobe
ADBE
$99B
$4.7M 0.11%
9,400
-18,600
-66% -$8.99M
AMD icon
105
CALL
Advanced Micro Devices
AMD
$741B
$4.66M 0.11%
50,800
+13,700
+37% +$1.18M
BAC icon
106
CALL
Bank of America
BAC
$439B
$4.64M 0.11%
153,200
-8,900
-5% -$239K
EFA icon
107
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
$4.63M 0.11%
63,400
-4,500
-7% -$308K
HD icon
108
CALL
Home Depot
HD
$343B
$4.59M 0.11%
17,300
-6,800
-28% -$1.87M
HD icon
109
PUT
Home Depot
HD
$343B
$4.59M 0.11%
17,300
-7,800
-31% -$2.14M
GM icon
110
CALL
General Motors
GM
$81.7B
$4.54M 0.11%
109,100
+43,200
+66% +$1.68M
MS icon
111
PUT
Morgan Stanley
MS
$333B
$4.53M 0.11%
66,100
+43,100
+187% +$2.47M
XLF icon
112
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$4.5M 0.11%
152,797
-143,607
-48% -$3.84M
C icon
113
CALL
Citigroup
C
$222B
$4.5M 0.11%
72,900
+32,100
+79% +$1.63M
BA icon
114
CALL
Boeing
BA
$175B
$4.47M 0.11%
20,900
+2,300
+12% +$442K
ABBV icon
115
PUT
AbbVie
ABBV
$465B
$4.46M 0.11%
41,600
+27,500
+195% +$2.64M
BKNG icon
116
PUT
Booking.com
BKNG
$154B
$4.46M 0.11%
50,000
+5,000
+11% +$386K
PEP icon
117
CALL
PepsiCo
PEP
$195B
$4.42M 0.1%
29,800
+13,700
+85% +$1.95M
GS icon
118
CALL
Goldman Sachs
GS
$305B
$4.4M 0.1%
16,700
+2,900
+21% +$646K
CVX icon
119
CALL
Chevron
CVX
$374B
$4.38M 0.1%
51,900
+41,200
+385% +$3.34M
XLI icon
120
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$4.35M 0.1%
49,100
+17,800
+57% +$1.5M
IBB icon
121
PUT
iShares Biotechnology ETF
IBB
$9.55B
$4.27M 0.1%
28,200
+22,600
+404% +$3.23M
NKE icon
122
CALL
Nike
NKE
$63.9B
$4.27M 0.1%
30,200
+4,500
+18% +$596K
ABT icon
123
CALL
Abbott
ABT
$187B
$4.26M 0.1%
38,900
+21,100
+119% +$2.29M
MS icon
124
CALL
Morgan Stanley
MS
$333B
$4.16M 0.1%
60,700
+28,100
+86% +$1.61M
AMD icon
125
PUT
Advanced Micro Devices
AMD
$741B
$4.14M 0.1%
45,100
+5,900
+15% +$509K
3 4
5
6 7

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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.