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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
CFXA
2051
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
– –
-51,389
Closed -$6.9M
SOGO
2052
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
– –
-14,965
Closed -$133K
QTS.PRB
2053
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
– –
-186,770
Closed -$26.4M
MIE
2054
DELISTED
COHEN & STEERS MLP INCOME AND ENERGY OPPORTUNITY FUND, INC.
MIE
– –
-10,678
Closed -$16K
ALXN
2055
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-5,900
Closed -$675K
ALXN
2056
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-6,100
Closed -$698K
WORK
2057
CALL
DELISTED
Slack Technologies, Inc.
WORK
– –
-12,500
Closed -$336K
WORK
2058
PUT
DELISTED
Slack Technologies, Inc.
WORK
– –
-12,300
Closed -$330K
GRUB
2059
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-3,800
Closed -$550K
GRUB
2060
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-1,600
Closed -$231K
CMD
2061
PUT
DELISTED
Cantel Medical Corporation
CMD
– –
-5,500
Closed -$242K
DWFI
2062
DELISTED
SPDR Dorsey Wright Fixed Income Allocation ETF
DWFI
– –
-16,527
Closed -$401K
AIZP
2063
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
– –
-202,958
Closed -$23.7M
SRE.PRA
2064
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
– –
-334,400
Closed -$32.9M
WPX
2065
DELISTED
WPX Energy, Inc.
WPX
– –
-42,078
Closed -$206K
DNKN
2066
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-5,100
Closed -$418K
BSJK
2067
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
– –
-8,994
Closed -$210K
CBL
2068
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-35,223
Closed -$6K
HTZ
2069
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-13,918
Closed -$15K
ZOM
2070
DELISTED
Zomedica Corp.
ZOM
– –
-65,821
Closed -$7K
ETFC
2071
CALL
DELISTED
E*Trade Financial Corporation
ETFC
– –
-18,400
Closed -$921K
CTIC
2072
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-23,248
Closed -$50K
SIVB
2073
CALL
DELISTED
SVB Financial Group
SIVB
– –
-900
Closed -$217K
SIVB
2074
PUT
DELISTED
SVB Financial Group
SIVB
– –
-900
Closed -$217K
BSCK
2075
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
– –
-23,408
Closed -$497K
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.