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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
ZBH icon
2001
PUT
Zimmer Biomet
ZBH
$18.5B
– –
-3,605
Closed -$476K
ZBRA icon
2002
Zebra Technologies
ZBRA
$13.5B
– –
-1,250
Closed -$316K
ZG icon
2003
PUT
Zillow
ZG
$7.74B
– –
-3,000
Closed -$305K
ZS icon
2004
PUT
Zscaler
ZS
$24.5B
– –
-3,900
Closed -$549K
FLG
2005
Flagstar Bank National Association
FLG
$5.83B
– –
-6,413
Closed -$159K
GRCE
2006
Grace Therapeutics
GRCE
$36.6M
– –
-326
Closed -$3K
SEEL
2007
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
– –
-7
Closed -$24K
BIG
2008
CALL
DELISTED
Big Lots, Inc.
BIG
– –
-4,500
Closed -$201K
BIMI
2009
DELISTED
BIMI International Medical Inc. Common Stock
BIMI
– –
-298
Closed -$25K
SIX
2010
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-24,700
Closed -$501K
SCPX
2011
DELISTED
Scorpius Holdings, Inc.
SCPX
– –
-1
Closed -$22K
MDC
2012
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-4,968
Closed -$217K
MDC
2013
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-4,644
Closed -$203K
FSR
2014
DELISTED
Fisker Inc.
FSR
– –
-17,007
Closed -$245K
AYX
2015
CALL
DELISTED
Alteryx Inc
AYX
– –
-3,200
Closed -$363K
AYX
2016
DELISTED
Alteryx Inc
AYX
– –
-4,211
Closed -$478K
AYX
2017
PUT
DELISTED
Alteryx Inc
AYX
– –
-3,400
Closed -$386K
JT
2018
DELISTED
Jianpu Technology Inc. American Depositary Shares, each representing twenty Class A Ordinary Shares
JT
– –
-1,298
Closed -$5K
CHS
2019
DELISTED
Chicos FAS, Inc.
CHS
– –
-14,184
Closed -$14K
SGEN
2020
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-1,200
Closed -$235K
SGEN
2021
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-1,061
Closed -$208K
KMF
2022
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
– –
-12,198
Closed -$49K
LTRPA
2023
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-19,420
Closed -$34K
FFTI
2024
DELISTED
FormulaFolios Tactical Income ETF
FFTI
– –
-9,906
Closed -$237K
SDC
2025
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-19,696
Closed -$230K
79 80
81
82 83

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OAM
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NOCM
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SLT
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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.