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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
D icon
176
Dominion Energy
D
$60.8B
$2.94M 0.07%
+39,163
New +$3.11M
BRK.B icon
177
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$2.92M 0.07%
12,600
+7,200
+133% +$1.59M
RTX icon
178
CALL
RTX Corp
RTX
$290B
$2.92M 0.07%
40,800
+19,400
+91% +$1.28M
GE icon
179
CALL
GE Aerospace
GE
$374B
$2.91M 0.07%
54,132
-13,563
-20% -$608K
XLI icon
180
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$2.9M 0.07%
32,800
+25,200
+332% +$2.12M
WFC icon
181
PUT
Wells Fargo
WFC
$261B
$2.89M 0.07%
95,800
+68,900
+256% +$1.78M
XYZ
182
PUT
Block Inc
XYZ
$48.4B
$2.87M 0.07%
13,200
-9,900
-43% -$1.93M
KO icon
183
CALL
Coca-Cola
KO
$377B
$2.86M 0.07%
52,100
+38,000
+270% +$1.96M
AXP icon
184
PUT
American Express
AXP
$227B
$2.85M 0.07%
23,600
+15,400
+188% +$1.71M
LLY icon
185
CALL
Eli Lilly
LLY
$1.02T
$2.84M 0.07%
16,800
+12,200
+265% +$1.82M
GS icon
186
PUT
Goldman Sachs
GS
$300B
$2.82M 0.07%
10,700
-7,000
-40% -$1.56M
LULU icon
187
CALL
lululemon athletica
LULU
$13.5B
$2.82M 0.07%
8,100
+1,500
+23% +$521K
SNAP icon
188
CALL
Snap
SNAP
$7.89B
$2.74M 0.07%
54,800
+22,900
+72% +$951K
T icon
189
PUT
AT&T
T
$159B
$2.74M 0.07%
126,310
+36,013
+40% +$777K
USO icon
190
PUT
United States Oil Fund
USO
$2.15B
$2.74M 0.06%
83,100
-25,600
-24% -$759K
BA icon
191
PUT
Boeing
BA
$171B
$2.72M 0.06%
12,700
+1,100
+9% +$211K
SPXS icon
192
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
$2.71M 0.06%
6,929
+3,867
+126% +$1.84M
TWLO icon
193
CALL
Twilio
TWLO
$30B
$2.71M 0.06%
8,000
-3,100
-28% -$969K
MO icon
194
CALL
Altria Group
MO
$114B
$2.68M 0.06%
+65,300
New +$2.62M
RTX icon
195
PUT
RTX Corp
RTX
$290B
$2.66M 0.06%
+37,200
New +$2.45M
PG icon
196
PUT
Procter & Gamble
PG
$336B
$2.64M 0.06%
19,000
+11,400
+150% +$1.59M
XLP icon
197
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$2.62M 0.06%
38,800
+8,400
+28% +$555K
CMCSA icon
198
CALL
Comcast
CMCSA
$85B
$2.62M 0.06%
49,900
+5,900
+13% +$283K
COHR icon
199
CALL
Coherent
COHR
$51.4B
$2.59M 0.06%
34,100
– –
AVGO icon
200
PUT
Broadcom
AVGO
$1.85T
$2.58M 0.06%
59,000
+7,000
+13% +$273K
6 7
8
9 10

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.