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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
CSCO icon
201
PUT
Cisco
CSCO
$457B
$2.58M 0.06%
57,600
+36,600
+174% +$1.5M
XLB icon
202
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$2.57M 0.06%
71,000
+60,200
+557% +$2.06M
AXP icon
203
CALL
American Express
AXP
$227B
$2.55M 0.06%
21,100
+16,400
+349% +$1.82M
CMCSA icon
204
PUT
Comcast
CMCSA
$85B
$2.55M 0.06%
+48,600
New +$2.33M
NEE.PRP
205
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
$2.54M 0.06%
+50,000
New +$2.49M
REGN icon
206
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
$2.51M 0.06%
5,200
+3,400
+189% +$1.84M
BAC icon
207
PUT
Bank of America
BAC
$435B
$2.48M 0.06%
81,900
-53,300
-39% -$1.43M
SBUX icon
208
CALL
Starbucks
SBUX
$120B
$2.48M 0.06%
23,200
+7,400
+47% +$707K
XOP icon
209
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$2.46M 0.06%
42,100
+13,300
+46% +$674K
BKNG icon
210
CALL
Booking.com
BKNG
$149B
$2.45M 0.06%
27,500
-2,500
-8% -$193K
TMO icon
211
CALL
Thermo Fisher Scientific
TMO
$213B
$2.42M 0.06%
5,200
-100
-2% -$46.9K
LMT icon
212
PUT
Lockheed Martin
LMT
$134B
$2.41M 0.06%
6,800
-600
-8% -$221K
DD icon
213
CALL
DuPont de Nemours
DD
$18.5B
$2.38M 0.06%
26,609
+18,164
+215% +$1.43M
RCL icon
214
PUT
Royal Caribbean
RCL
$85.1B
$2.38M 0.06%
31,800
-1,500
-5% -$105K
SMH icon
215
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$2.36M 0.06%
21,600
-15,400
-42% -$1.53M
IWF icon
216
iShares Russell 1000 Growth ETF
IWF
$121B
$2.3M 0.05%
38,088
-32,912
-46% -$1.87M
AMGN icon
217
PUT
Amgen
AMGN
$208B
$2.28M 0.05%
9,900
-1,000
-9% -$231K
DPZ icon
218
CALL
Domino's
DPZ
$11.5B
$2.26M 0.05%
5,900
+300
+5% +$118K
TSM icon
219
CALL
TSMC
TSM
$2.1T
$2.26M 0.05%
20,700
+12,700
+159% +$1.2M
MRK icon
220
PUT
Merck
MRK
$322B
$2.24M 0.05%
28,715
+20,855
+265% +$1.6M
QCOM icon
221
PUT
Qualcomm
QCOM
$155B
$2.22M 0.05%
14,600
-8,300
-36% -$1.16M
NKE icon
222
PUT
Nike
NKE
$61.9B
$2.19M 0.05%
15,500
-9,200
-37% -$1.22M
OEF icon
223
iShares S&P 100 ETF
OEF
$20.1B
$2.19M 0.05%
12,777
-27,392
-68% -$4.47M
PANW icon
224
CALL
Palo Alto Networks
PANW
$270B
$2.17M 0.05%
36,600
+18,600
+103% +$869K
IBB icon
225
CALL
iShares Biotechnology ETF
IBB
$9.34B
$2.17M 0.05%
14,300
+5,300
+59% +$757K
7 8
9
10 11

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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.