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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
+15.28%
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
$4.89B
AUM Growth
+$434M
Cap. Flow
-$285M
Cap. Flow %
-5.83%
Top 10 Hldgs %
56.91%
Holding
1,782
New
444
Increased
323
Reduced
478
Closed
510

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$55.3M
2
PCGU
PG&E Corporation
PCGU
+$27.6M
3
NEE.PRQ
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
+$8.34M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$6.71M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$5.91M

Top Sells

Rank Stock Value
1
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$23.4M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$19.6M
3
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$17.1M
4
SOLN
The Southern Company
SOLN
+$13.1M
5
AAPL icon
Apple
AAPL
+$11.9M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.81%
2 Financials 0.42%
3 Utilities 0.37%
4 Healthcare 0.3%
5 Technology 0.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVY icon
226
iShares Select Dividend ETF
DVY
$23.5B
$1.76M 0.04%
21,547
+1,117
+5% +$93.2K
XLP icon
227
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1.71M 0.04%
26,733
-5,730
-18% -$362K
LOW icon
228
PUT
Lowe's Companies
LOW
$117B
$1.71M 0.03%
10,300
+3,400
+49% +$524K
FXI icon
229
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$1.71M 0.03%
40,600
+2,200
+6% +$94.6K
XBI icon
230
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.91B
$1.71M 0.03%
15,300
-28,800
-65% -$3.23M
MU icon
231
CALL
Micron Technology
MU
$927B
$1.7M 0.03%
36,200
+2,700
+8% +$131K
CAT icon
232
CALL
Caterpillar
CAT
$374B
$1.69M 0.03%
11,300
+4,000
+55% +$562K
DE icon
233
PUT
Deere & Co
DE
$161B
$1.68M 0.03%
7,600
+600
+9% +$116K
SHW icon
234
CALL
Sherwin-Williams
SHW
$82.5B
$1.67M 0.03%
+7,200
New +$1.57M
SHW icon
235
PUT
Sherwin-Williams
SHW
$82.5B
$1.67M 0.03%
+7,200
New +$1.57M
USO icon
236
CALL
United States Oil Fund
USO
$2.15B
$1.67M 0.03%
58,900
-28,400
-33% -$831K
DE icon
237
CALL
Deere & Co
DE
$161B
$1.66M 0.03%
7,500
+1,200
+19% +$232K
BKNG icon
238
Booking.com
BKNG
$150B
$1.66M 0.03%
24,225
-7,725
-24% -$543K
IVV icon
239
PUT
iShares Core S&P 500 ETF
IVV
$872B
$1.65M 0.03%
+4,900
New +$1.63M
PENN icon
240
CALL
PENN Entertainment
PENN
$2.74B
$1.64M 0.03%
22,600
-2,900
-11% -$142K
C icon
241
PUT
Citigroup
C
$223B
$1.63M 0.03%
37,700
-45,900
-55% -$2.29M
BMY icon
242
PUT
Bristol-Myers Squibb
BMY
$132B
$1.62M 0.03%
26,900
+1,000
+4% +$60.2K
XLV icon
243
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.61M 0.03%
15,300
+7,500
+96% +$789K
NEM icon
244
PUT
Newmont
NEM
$98.3B
$1.59M 0.03%
25,100
-6,100
-20% -$398K
LRCX icon
245
CALL
Lam Research
LRCX
$372B
$1.59M 0.03%
48,000
+13,000
+37% +$448K
MS icon
246
CALL
Morgan Stanley
MS
$333B
$1.58M 0.03%
+32,600
New +$1.64M
XOM icon
247
CALL
ExxonMobil
XOM
$637B
$1.57M 0.03%
45,700
+39,800
+675% +$1.63M
CVS icon
248
PUT
CVS Health
CVS
$135B
$1.56M 0.03%
26,700
-400
-1% -$24.9K
TWLO icon
249
PUT
Twilio
TWLO
$29.4B
$1.56M 0.03%
6,300
+1,000
+19% +$247K
WMT icon
250
CALL
Walmart Inc
WMT
$887B
$1.55M 0.03%
33,300
-6,900
-17% -$307K
8 9
10
11 12

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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Two Sigma Securities's Q3 2020 Portfolio in Review

As of Q3 2020, Two Sigma Securities held 1,782 positions worth $4.89B, up 9.7% from $4.46B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Two Sigma Securities withdrew a net $285M in Q3 2020, closing 510 positions and reducing 478 holdings. Its most notable exit was Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A, an estimated $23.4M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.8% of assets, up from 0.41% a quarter earlier, followed by Financials and Utilities.

Against the trend, Two Sigma Securities opened a new position in PG&E Corporation worth $27.7M.

  • Two Sigma Securities's largest Q3 2020 buy was PG&E Corporation: 282,187 shares worth $27.7M.
  • Two Sigma Securities added most to Tesla in Q3 2020, an estimated $55.3M increase.
  • Two Sigma Securities's biggest Q3 2020 reduction was NextEra Energy, Inc. 4.872% Corporate Units, cutting an estimated $19.6M.
  • Two Sigma Securities fully exited Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A in Q3 2020, selling an estimated $23.4M.
  • Two Sigma Securities's ten largest holdings make up 57% of its $4.89B portfolio in Q3 2020.
  • Two Sigma Securities opened 444 new positions and closed 510 in Q3 2020.
  • Two Sigma Securities's portfolio value rose 9.7% quarter-over-quarter to $4.89B.

Based on Two Sigma Securities's 13F filing for Q3 2020, filed 16 Nov 2020.