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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
SDC
2026
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-16,600
Closed -$194K
RIDE
2027
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
– –
-797
Closed -$308K
AUY
2028
PUT
DELISTED
Yamana Gold, Inc.
AUY
– –
-11,300
Closed -$64K
COUP
2029
CALL
DELISTED
Coupa Software Incorporated
COUP
– –
-2,100
Closed -$576K
COUP
2030
PUT
DELISTED
Coupa Software Incorporated
COUP
– –
-900
Closed -$247K
PRTY
2031
DELISTED
Party City Holdco Inc.
PRTY
– –
-17,725
Closed -$68.9K
DS
2032
DELISTED
Drive Shack Inc.
DS
– –
-10,004
Closed -$11K
ABMD
2033
DELISTED
Abiomed Inc
ABMD
– –
-1,154
Closed -$319K
CLVS
2034
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-18,320
Closed -$92.7K
HTGM
2035
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-126
Closed -$7K
ZEN
2036
CALL
DELISTED
ZENDESK INC
ZEN
– –
-6,900
Closed -$710K
ZEN
2037
PUT
DELISTED
ZENDESK INC
ZEN
– –
-2,000
Closed -$206K
AMPE
2038
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
– –
-40
Closed -$12K
DRE
2039
DELISTED
Duke Realty Corp.
DRE
– –
-7,138
Closed -$263K
GSV
2040
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-15,073
Closed -$12K
SOLN
2041
DELISTED
The Southern Company
SOLN
– –
-210,361
Closed -$9.79M
WBT
2042
CALL
DELISTED
Welbilt, Inc.
WBT
– –
-15,100
Closed -$93K
GPL
2043
DELISTED
Great Panther Mining Limited
GPL
– –
-2,531
Closed -$22K
CERN
2044
DELISTED
Cerner Corp
CERN
– –
-4,125
Closed -$306K
CERN
2045
PUT
DELISTED
Cerner Corp
CERN
– –
-6,900
Closed -$499K
DCUE
2046
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
– –
-87,989
Closed -$8.95M
ZNGA
2047
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-12,300
Closed -$112K
DHR.PRA
2048
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
– –
-28,342
Closed -$41.8M
XLNX
2049
PUT
DELISTED
Xilinx Inc
XLNX
– –
-3,500
Closed -$365K
SC
2050
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-17,900
Closed -$326K
80 81
82
83 84

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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.