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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
CAT icon
151
PUT
Caterpillar
CAT
$387B
$3.39M 0.08%
18,600
+500
+3% +$84.8K
XBI icon
152
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$3.38M 0.08%
24,000
+8,700
+57% +$1.11M
PYPL icon
153
PUT
PayPal
PYPL
$51.4B
$3.33M 0.08%
14,200
-3,500
-20% -$725K
VGSH icon
154
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$3.3M 0.08%
53,553
+38,483
+255% +$2.38M
ABBV icon
155
CALL
AbbVie
ABBV
$465B
$3.28M 0.08%
30,600
+17,900
+141% +$1.72M
NCLH icon
156
PUT
Norwegian Cruise Line
NCLH
$9.74B
$3.27M 0.08%
128,400
+1,600
+1% +$33.4K
WFC icon
157
CALL
Wells Fargo
WFC
$263B
$3.21M 0.08%
106,200
+88,800
+510% +$2.3M
UNH icon
158
PUT
UnitedHealth
UNH
$389B
$3.19M 0.08%
9,100
-2,500
-22% -$838K
MU icon
159
PUT
Micron Technology
MU
$927B
$3.18M 0.08%
42,300
+9,900
+31% +$597K
BRK.B icon
160
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$3.18M 0.08%
13,700
+4,200
+44% +$925K
BMY icon
161
CALL
Bristol-Myers Squibb
BMY
$130B
$3.18M 0.08%
51,200
+31,400
+159% +$1.93M
DIA icon
162
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$3.16M 0.07%
+10,335
New +$3.01M
UPS icon
163
CALL
United Parcel Service
UPS
$89.7B
$3.15M 0.07%
18,700
+5,200
+39% +$878K
QCOM icon
164
CALL
Qualcomm
QCOM
$172B
$3.14M 0.07%
20,600
-8,300
-29% -$1.16M
AEO icon
165
PUT
American Eagle Outfitters
AEO
$3.04B
$3.13M 0.07%
156,200
-100
-0.1% -$1.68K
IWB icon
166
iShares Russell 1000 ETF
IWB
$47.9B
$3.12M 0.07%
14,708
+6,766
+85% +$1.35M
IBM icon
167
CALL
IBM
IBM
$214B
$3.05M 0.07%
25,313
+15,062
+147% +$1.74M
TWTR
168
CALL
DELISTED
Twitter, Inc.
TWTR
$3.04M 0.07%
56,200
+29,600
+111% +$1.41M
CVS icon
169
CALL
CVS Health
CVS
$140B
$3.03M 0.07%
44,400
+27,300
+160% +$1.78M
KO icon
170
PUT
Coca-Cola
KO
$380B
$3.03M 0.07%
55,300
+31,900
+136% +$1.65M
TGT icon
171
CALL
Target
TGT
$65.5B
$3.02M 0.07%
17,100
+5,300
+45% +$884K
PEP icon
172
PUT
PepsiCo
PEP
$195B
$3.01M 0.07%
20,300
+3,000
+17% +$426K
ROKU icon
173
PUT
Roku
ROKU
$21.3B
$2.99M 0.07%
9,000
-8,500
-49% -$2.23M
XYZ
174
CALL
Block Inc
XYZ
$49.5B
$2.98M 0.07%
13,700
-13,600
-50% -$2.65M
ORCL icon
175
CALL
Oracle
ORCL
$346B
$2.96M 0.07%
45,700
+22,000
+93% +$1.31M
5 6
7
8 9

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OAM
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NOCM
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QIM
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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.