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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
APD icon
1651
Air Products & Chemicals
APD
$65.5B
– –
-1,529
Closed -$431K
APH icon
1652
Amphenol
APH
$185B
– –
-26,788
Closed -$725K
ASH icon
1653
CALL
Ashland
ASH
$3.34B
– –
-3,600
Closed -$255K
AVGO icon
1654
Broadcom
AVGO
$1.76T
– –
-13,620
Closed -$531K
AVT icon
1655
CALL
Avnet
AVT
$6.86B
– –
-20,000
Closed -$517K
AYTU icon
1656
AYTU BioPharma
AYTU
$22.3M
– –
-101
Closed -$24K
BAC.PRL icon
1657
Bank of America Series L
BAC.PRL
$3.93B
– –
-4,991
Closed -$7.43M
BALL icon
1658
CALL
Ball Corp
BALL
$17.5B
– –
-7,300
Closed -$607K
BG icon
1659
CALL
Bunge Global
BG
$20.9B
– –
-10,000
Closed -$457K
BGC icon
1660
BGC Group
BGC
$5.64B
– –
-21,658
Closed -$52K
BHC icon
1661
Bausch Health
BHC
$1.75B
– –
-11,632
Closed -$217K
BJRI icon
1662
CALL
BJ's Restaurants
BJRI
$1.47B
– –
-26,500
Closed -$780K
BJRI icon
1663
BJ's Restaurants
BJRI
$1.47B
– –
-8,934
Closed -$263K
BKLN icon
1664
Invesco Senior Loan ETF
BKLN
$6.96B
– –
-27,666
Closed -$601K
BKYI
1665
BIO-key International
BKYI
$4.76M
– –
-13
Closed -$8K
BNDX icon
1666
Vanguard Total International Bond ETF
BNDX
$82B
– –
-8,677
Closed -$505K
BUD icon
1667
AB InBev
BUD
$164B
– –
-9,891
Closed -$626K
BURL icon
1668
CALL
Burlington
BURL
$23.4B
– –
-1,200
Closed -$247K
BURL icon
1669
Burlington
BURL
$23.4B
– –
-2,403
Closed -$535K
BXP icon
1670
Boston Properties
BXP
$11.6B
– –
-2,655
Closed -$237K
BYND icon
1671
PUT
Beyond Meat
BYND
$274M
– –
-7,000
Closed -$1.16M
BBBY
1672
PUT
Bed Bath & Beyond
BBBY
$479M
– –
-4,180
Closed -$276K
CAH icon
1673
CALL
Cardinal Health
CAH
$53.7B
– –
-15,100
Closed -$709K
CAH icon
1674
PUT
Cardinal Health
CAH
$53.7B
– –
-4,500
Closed -$211K
CAR icon
1675
CALL
Avis
CAR
$5.47B
– –
-12,400
Closed -$326K
65 66
67
68 69

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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
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.