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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
IWO icon
251
PUT
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.81M 0.04%
+6,300
New +$1.61M
OXY icon
252
CALL
Occidental Petroleum
OXY
$56.8B
$1.79M 0.04%
103,600
+89,100
+614% +$1.22M
KKR icon
253
KKR & Co
KKR
$91.1B
$1.79M 0.04%
+44,182
New +$1.67M
GLDM icon
254
SPDR Gold MiniShares Trust
GLDM
$27.5B
$1.79M 0.04%
47,183
-9,830
-17% -$367K
STZ icon
255
CALL
Constellation Brands
STZ
$22.2B
$1.77M 0.04%
8,100
-6,600
-45% -$1.3M
XOP icon
256
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$1.76M 0.04%
30,100
-14,700
-33% -$745K
SAFE
257
PUT
Safehold
SAFE
$1.16B
$1.76M 0.04%
24,345
– –
B
258
CALL
Barrick Mining
B
$61.5B
$1.76M 0.04%
77,200
+58,000
+302% +$1.47M
DG icon
259
CALL
Dollar General
DG
$28B
$1.75M 0.04%
8,300
+3,900
+89% +$833K
JD icon
260
CALL
JD.com
JD
$44.6B
$1.74M 0.04%
19,800
+9,300
+89% +$777K
BMY icon
261
PUT
Bristol-Myers Squibb
BMY
$133B
$1.73M 0.04%
27,900
+1,000
+4% +$61.5K
SPLV icon
262
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$1.72M 0.04%
+30,665
New +$1.68M
DE icon
263
PUT
Deere & Co
DE
$160B
$1.72M 0.04%
6,400
-1,200
-16% -$298K
IVV icon
264
iShares Core S&P 500 ETF
IVV
$878B
$1.72M 0.04%
4,572
+3,012
+193% +$1.07M
XLU icon
265
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$1.71M 0.04%
54,600
+39,600
+264% +$1.25M
CVS icon
266
PUT
CVS Health
CVS
$133B
$1.71M 0.04%
25,000
-1,700
-6% -$111K
JD icon
267
PUT
JD.com
JD
$44.6B
$1.71M 0.04%
19,400
+8,100
+72% +$677K
QID icon
268
ProShares UltraShort QQQ
QID
$282M
$1.7M 0.04%
11,970
+10,131
+551% +$1.68M
XLP icon
269
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$1.7M 0.04%
25,200
+18,200
+260% +$1.2M
DE icon
270
CALL
Deere & Co
DE
$160B
$1.7M 0.04%
6,300
-1,200
-16% -$298K
SJNK icon
271
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$1.69M 0.04%
62,776
-114,121
-65% -$3.01M
ORCL icon
272
PUT
Oracle
ORCL
$374B
$1.68M 0.04%
26,000
+12,900
+98% +$768K
IBM icon
273
PUT
IBM
IBM
$211B
$1.67M 0.04%
13,912
-1,987
-12% -$230K
XRT icon
274
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
$1.67M 0.04%
26,000
-1,700
-6% -$97.5K
SPY icon
275
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.67M 0.04%
4,465
-12,777
-74% -$4.53M
9 10
11
12 13

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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.