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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
ZSAN
1626
DELISTED
Zosano Pharma Corporation
ZSAN
$7K ﹤0.01%
+386
New +$7.55K
CTRM icon
1627
Castor Maritime
CTRM
$18.3M
$5K ﹤0.01%
+282
New +$4.39K
HSDT icon
1628
Solana Company
HSDT
$96.3M
– –
0
– –
DSKEW
1629
DELISTED
Daseke, Inc. Warrant
DSKEW
$4K ﹤0.01%
+20,452
New +$4.93K
CLRBZ
1630
DELISTED
Cellectar Biosciences, Inc. Series A Warrants
CLRBZ
$2K ﹤0.01%
+14,221
New +$2.07K
AA icon
1631
CALL
Alcoa
AA
$11.3B
– –
-15,900
Closed -$185K
AAL icon
1632
American Airlines Group
AAL
$9.82B
– –
-15,106
Closed -$209K
AAP icon
1633
CALL
Advance Auto Parts
AAP
$3.53B
– –
-3,800
Closed -$583K
AAP icon
1634
Advance Auto Parts
AAP
$3.53B
– –
-1,401
Closed -$215K
AAP icon
1635
PUT
Advance Auto Parts
AAP
$3.53B
– –
-2,200
Closed -$338K
ACB
1636
Aurora Cannabis
ACB
$169M
– –
-1,389
Closed -$101K
ACWI icon
1637
iShares MSCI ACWI ETF
ACWI
$32B
– –
-17,215
Closed -$1.38M
ADP icon
1638
Automatic Data Processing
ADP
$109B
– –
-1,802
Closed -$296K
AEG icon
1639
Aegon
AEG
$13.3B
– –
-62,391
Closed -$147K
AEM icon
1640
CALL
Agnico Eagle Mines
AEM
$72.2B
– –
-6,200
Closed -$494K
AEO icon
1641
CALL
American Eagle Outfitters
AEO
$2.94B
– –
-32,500
Closed -$481K
AEP icon
1642
CALL
American Electric Power
AEP
$70.4B
– –
-3,100
Closed -$253K
AGNC icon
1643
AGNC Investment
AGNC
$12.7B
– –
-23,933
Closed -$354K
AIHS icon
1644
Senmiao Technology Ltd
AIHS
$20.1M
– –
-128
Closed -$8K
AIZ icon
1645
Assurant
AIZ
$13.9B
– –
-1,755
Closed -$227K
ALL icon
1646
CALL
Allstate
ALL
$70.6B
– –
-3,300
Closed -$311K
AMD icon
1647
Advanced Micro Devices
AMD
$700B
– –
-6,380
Closed -$551K
AMX icon
1648
America Movil
AMX
$74.6B
– –
-12,598
Closed -$171K
AON icon
1649
CALL
Aon
AON
$80.6B
– –
-5,500
Closed -$1.14M
AON icon
1650
PUT
Aon
AON
$80.6B
– –
-1,600
Closed -$330K
64 65
66
67 68

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.