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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
LUMN icon
1826
Lumen
LUMN
$6.23B
– –
-10,769
Closed -$106K
LYV icon
1827
CALL
Live Nation Entertainment
LYV
$41.9B
– –
-4,900
Closed -$264K
MA icon
1828
Mastercard
MA
$502B
– –
-996
Closed -$331K
MAC icon
1829
Macerich
MAC
$7.46B
– –
-15,932
Closed -$108K
MAR icon
1830
Marriott International
MAR
$99.5B
– –
-2,178
Closed -$249K
MCHI icon
1831
iShares MSCI China ETF
MCHI
$6.22B
– –
-7,206
Closed -$534K
MDB icon
1832
PUT
MongoDB
MDB
$25.9B
– –
-1,000
Closed -$232K
MET icon
1833
MetLife
MET
$62.4B
– –
-5,489
Closed -$238K
MFC icon
1834
Manulife Financial
MFC
$73B
– –
-10,528
Closed -$146K
MGM icon
1835
MGM Resorts International
MGM
$11.7B
– –
-19,101
Closed -$492K
MKTX icon
1836
CALL
MarketAxess Holdings
MKTX
$4.42B
– –
-1,100
Closed -$530K
MKTX icon
1837
PUT
MarketAxess Holdings
MKTX
$4.42B
– –
-600
Closed -$289K
MLKN icon
1838
CALL
MillerKnoll
MLKN
$1.57B
– –
-43,100
Closed -$1.3M
MLKN icon
1839
MillerKnoll
MLKN
$1.57B
– –
-15,791
Closed -$476K
MLM icon
1840
Martin Marietta Materials
MLM
$34.2B
– –
-998
Closed -$235K
MRSH
1841
Marsh
MRSH
$94.4B
– –
-5,959
Closed -$677K
MRSH
1842
PUT
Marsh
MRSH
$94.4B
– –
-45,600
Closed -$5.23M
MOH icon
1843
Molina Healthcare
MOH
$10.5B
– –
-1,497
Closed -$274K
MSFT icon
1844
Microsoft
MSFT
$2.93T
– –
-1,024
Closed -$220K
MSI icon
1845
CALL
Motorola Solutions
MSI
$72.4B
– –
-3,400
Closed -$533K
MSI icon
1846
PUT
Motorola Solutions
MSI
$72.4B
– –
-5,100
Closed -$800K
MTN icon
1847
CALL
Vail Resorts
MTN
$5.65B
– –
-1,300
Closed -$278K
MTN icon
1848
Vail Resorts
MTN
$5.65B
– –
-995
Closed -$257K
NAT icon
1849
Nordic American Tanker
NAT
$1.36B
– –
-17,843
Closed -$62K
NBIX icon
1850
Neurocrine Biosciences
NBIX
$18.2B
– –
-4,036
Closed -$388K
72 73
74
75 76

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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.