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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
IYT icon
251
PUT
iShares US Transportation ETF
IYT
$2.26B
$1.53M 0.03%
30,800
-14,000
-31% -$655K
MU icon
252
PUT
Micron Technology
MU
$928B
$1.52M 0.03%
32,400
-2,800
-8% -$136K
ILMN icon
253
CALL
Illumina
ILMN
$29.7B
$1.51M 0.03%
5,037
+3,598
+250% +$1.24M
ABT icon
254
PUT
Abbott
ABT
$182B
$1.51M 0.03%
13,900
-3,700
-21% -$375K
ULTA icon
255
CALL
Ulta Beauty
ULTA
$21.8B
$1.5M 0.03%
6,700
-900
-12% -$194K
AVGO icon
256
CALL
Broadcom
AVGO
$1.83T
$1.49M 0.03%
41,000
-3,000
-7% -$100K
IWB icon
257
iShares Russell 1000 ETF
IWB
$47.9B
$1.49M 0.03%
7,942
-15,323
-66% -$2.83M
TQQQ icon
258
CALL
ProShares UltraPro QQQ
TQQQ
$31.3B
$1.48M 0.03%
90,400
+14,400
+19% +$227K
SPTS icon
259
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.09B
$1.47M 0.03%
+47,886
New +$1.47M
GDXJ icon
260
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.88B
$1.47M 0.03%
26,500
+7,800
+42% +$450K
APD icon
261
CALL
Air Products & Chemicals
APD
$65.4B
$1.46M 0.03%
+4,900
New +$1.41M
ADBE icon
262
Adobe
ADBE
$98.2B
$1.46M 0.03%
2,969
+1,704
+135% +$793K
JPM icon
263
JPMorgan Chase
JPM
$940B
$1.45M 0.03%
15,074
+8,888
+144% +$873K
MRK icon
264
CALL
Merck
MRK
$323B
$1.44M 0.03%
18,235
-419
-2% -$32.8K
XLRE icon
265
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.56B
$1.44M 0.03%
40,794
+23,407
+135% +$834K
SHOP icon
266
PUT
Shopify
SHOP
$151B
$1.43M 0.03%
14,000
-29,000
-67% -$2.88M
ORCL icon
267
CALL
Oracle
ORCL
$364B
$1.42M 0.03%
23,700
+2,800
+13% +$159K
MDT icon
268
CALL
Medtronic
MDT
$108B
$1.41M 0.03%
13,600
+11,100
+444% +$1.11M
ED icon
269
PUT
Consolidated Edison
ED
$40.5B
$1.41M 0.03%
18,100
+15,300
+546% +$1.13M
CVNA icon
270
CALL
Carvana
CVNA
$65.9B
$1.41M 0.03%
31,500
+6,000
+24% +$213K
GOOG icon
271
Alphabet (Google) Class C
GOOG
$4.27T
$1.4M 0.03%
19,060
+3,720
+24% +$284K
SAFE
272
PUT
Safehold
SAFE
$1.17B
$1.4M 0.03%
24,345
+13,416
+123% +$792K
NVDA icon
273
NVIDIA
NVDA
$4.75T
$1.38M 0.03%
102,280
-53,400
-34% -$621K
COHR icon
274
CALL
Coherent
COHR
$50.8B
$1.38M 0.03%
+34,100
New +$1.5M
ACWI icon
275
iShares MSCI ACWI ETF
ACWI
$32.6B
$1.38M 0.03%
+17,215
New +$1.36M
9 10
11
12 13

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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.