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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
IRTC icon
1801
iRhythm Holdings
IRTC
$3.99B
– –
-980
Closed -$233K
ITB icon
1802
CALL
iShares US Home Construction ETF
ITB
$2.37B
– –
-3,700
Closed -$210K
IVV icon
1803
PUT
iShares Core S&P 500 ETF
IVV
$869B
– –
-4,900
Closed -$1.65M
IVW icon
1804
iShares S&P 500 Growth ETF
IVW
$71.6B
– –
-8,320
Closed -$481K
IWD icon
1805
CALL
iShares Russell 1000 Value ETF
IWD
$82.1B
– –
-2,500
Closed -$295K
IWD icon
1806
iShares Russell 1000 Value ETF
IWD
$82.1B
– –
-38,874
Closed -$4.59M
IWS icon
1807
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
– –
-15,136
Closed -$1.22M
IYT icon
1808
iShares US Transportation ETF
IYT
$2.29B
– –
-7,028
Closed -$375K
JMST icon
1809
JPMorgan Ultra-Short Municipal Income ETF
JMST
$7.12B
– –
-5,354
Closed -$273K
JNK icon
1810
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
– –
-3,035
Closed -$316K
JPM icon
1811
JPMorgan Chase
JPM
$927B
– –
-15,074
Closed -$1.68M
JQC icon
1812
Nuveen Credit Strategies Income Fund
JQC
$705M
– –
-13,302
Closed -$79K
KBH icon
1813
CALL
KB Home
KBH
$3.54B
– –
-8,600
Closed -$330K
KBWB icon
1814
Invesco KBW Bank ETF
KBWB
$6.8B
– –
-5,599
Closed -$210K
KEYS icon
1815
Keysight
KEYS
$51.3B
– –
-2,152
Closed -$213K
KSS icon
1816
Kohl's
KSS
$2.15B
– –
-10,692
Closed -$311K
KYN icon
1817
Kayne Anderson Energy Infrastructure Fund
KYN
$2.43B
– –
-11,280
Closed -$45K
LDOS icon
1818
PUT
Leidos
LDOS
$14.5B
– –
-2,700
Closed -$241K
LH icon
1819
CALL
Labcorp
LH
$25.5B
– –
-7,217
Closed -$1.17M
LH icon
1820
PUT
Labcorp
LH
$25.5B
– –
-1,862
Closed -$301K
LHX icon
1821
CALL
L3Harris
LHX
$55.6B
– –
-3,500
Closed -$594K
LII icon
1822
PUT
Lennox International
LII
$15.4B
– –
-1,300
Closed -$354K
LMBS icon
1823
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.35B
– –
-9,052
Closed -$468K
LOW icon
1824
Lowe's Companies
LOW
$123B
– –
-5,129
Closed -$833K
LRCX icon
1825
Lam Research
LRCX
$327B
– –
-14,480
Closed -$609K
71 72
73
74 75

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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.