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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
PLAY icon
1876
CALL
Dave & Buster's
PLAY
$361M
– –
-31,800
Closed -$482K
PLCE icon
1877
CALL
Children's Place
PLCE
$55.8M
– –
-10,000
Closed -$284K
PNNT
1878
Pennant Park Investment Corp
PNNT
$221M
– –
-12,198
Closed -$39K
PSHG icon
1879
Performance Shipping
PSHG
$22.5M
– –
-85
Closed -$8K
PSLV icon
1880
Sprott Physical Silver Trust
PSLV
$11.7B
– –
-10,815
Closed -$89K
PSMT icon
1881
CALL
Pricesmart
PSMT
$5.9B
– –
-3,700
Closed -$246K
PSX icon
1882
Phillips 66
PSX
$82.5B
– –
-6,627
Closed -$389K
PTEN icon
1883
Patterson-UTI
PTEN
$3.48B
– –
-12,367
Closed -$35K
PTON icon
1884
Peloton Interactive
PTON
$2.84B
– –
-3,626
Closed -$442K
PULS icon
1885
PGIM Ultra Short Bond ETF
PULS
$17.7B
– –
-4,963
Closed -$248K
PXJ icon
1886
Invesco Oil & Gas Services ETF
PXJ
$63.4M
– –
-2,267
Closed -$22K
PYPL icon
1887
PayPal
PYPL
$50.3B
– –
-1,159
Closed -$240K
QAI icon
1888
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
– –
-7,948
Closed -$246K
QLD icon
1889
ProShares Ultra QQQ
QLD
$12.2B
– –
-10,784
Closed -$273K
RBA icon
1890
RB Global
RBA
$21.7B
– –
-3,586
Closed -$212K
RCL icon
1891
CALL
Royal Caribbean
RCL
$86.5B
– –
-4,600
Closed -$298K
RCL icon
1892
Royal Caribbean
RCL
$86.5B
– –
-4,503
Closed -$314K
RGLS
1893
DELISTED
Regulus Therapeutics
RGLS
– –
-1,666
Closed -$9K
RIO icon
1894
PUT
Rio Tinto
RIO
$149B
– –
-7,100
Closed -$429K
RITM icon
1895
PUT
Rithm Capital
RITM
$5.46B
– –
-12,600
Closed -$100K
RL icon
1896
PUT
Ralph Lauren
RL
$22.5B
– –
-4,600
Closed -$313K
RMD icon
1897
CALL
ResMed
RMD
$30.3B
– –
-4,300
Closed -$737K
RMD icon
1898
PUT
ResMed
RMD
$30.3B
– –
-1,900
Closed -$326K
RMTI icon
1899
Rockwell Medical
RMTI
$27.6M
– –
-223
Closed -$26K
ROK icon
1900
Rockwell Automation
ROK
$52.4B
– –
-1,628
Closed -$398K
74 75
76
77 78

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
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RB
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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.