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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+13.44%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.22B
AUM Growth
-$670M
Cap. Flow
-$249M
Cap. Flow %
-5.89%
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 Miscellaneous 95.94%
2 Healthcare 0.8%
3 Financials 0.68%
4 Technology 0.65%
5 Consumer Discretionary 0.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ROP icon
1901
Roper Technologies
ROP
$38B
– –
-539
Closed -$213K
ROP icon
1902
PUT
Roper Technologies
ROP
$38B
– –
-600
Closed -$237K
RY icon
1903
PUT
Royal Bank of Canada
RY
$283B
– –
-5,500
Closed -$386K
SAP icon
1904
SAP
SAP
$249B
– –
-2,131
Closed -$332K
SAP icon
1905
PUT
SAP
SAP
$249B
– –
-5,600
Closed -$873K
SCHX icon
1906
Schwab US Large- Cap ETF
SCHX
$73.3B
– –
-17,460
Closed -$235K
SDOW icon
1907
ProShares UltraPro Short Dow 30
SDOW
$173M
– –
-704
Closed -$204K
SDS icon
1908
ProShares UltraShort S&P500
SDS
$410M
– –
-1,167
Closed -$410K
SE icon
1909
Sea Limited
SE
$62.9B
– –
-2,474
Closed -$441K
SDY icon
1910
State Street SPDR S&P Dividend ETF
SDY
$21.4B
– –
-3,297
Closed -$305K
SEDG icon
1911
PUT
SolarEdge
SEDG
$2.17B
– –
-2,300
Closed -$548K
OLOX
1912
Olenox Industries
OLOX
$1.25M
– –
-2
Closed -$18K
SHAK icon
1913
PUT
Shake Shack
SHAK
$2.35B
– –
-6,000
Closed -$387K
SHM icon
1914
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.49B
– –
-8,153
Closed -$407K
SHV icon
1915
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
– –
-2,480
Closed -$275K
SIL icon
1916
Global X Silver Miners ETF NEW
SIL
$4.92B
– –
-8,508
Closed -$369K
SILJ icon
1917
Amplify Junior Silver Miners ETF
SILJ
$3.82B
– –
-10,186
Closed -$141K
SJB icon
1918
ProShares Short High Yield
SJB
$46M
– –
-12,139
Closed -$242K
SLYV icon
1919
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.92B
– –
-4,126
Closed -$207K
SMFG icon
1920
Sumitomo Mitsui Financial
SMFG
$170B
– –
-42,255
Closed -$236K
SNA icon
1921
CALL
Snap-on
SNA
$19.4B
– –
-1,700
Closed -$250K
SOXL icon
1922
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$17.5B
– –
-13,170
Closed -$222K
SPCE icon
1923
CALL
Virgin Galactic
SPCE
$461M
– –
-500
Closed -$192K
SPOT icon
1924
PUT
Spotify
SPOT
$115B
– –
-4,400
Closed -$1.07M
SPTS icon
1925
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.32B
– –
-47,886
Closed -$1.47M
75 76
77
78 79

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CIA
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OWA
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FFS
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MFA
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LA
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PGCM
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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 $249M 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 Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Healthcare and Financials.

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.