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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
XRT icon
276
CALL
State Street SPDR S&P Retail ETF
XRT
$453M
$1.38M 0.03%
+27,700
New +$1.36M
XOM icon
277
PUT
ExxonMobil
XOM
$651B
$1.37M 0.03%
40,000
+16,900
+73% +$691K
INTU icon
278
PUT
Intuit
INTU
$86.3B
$1.37M 0.03%
4,200
-2,200
-34% -$688K
SBUX icon
279
CALL
Starbucks
SBUX
$121B
$1.36M 0.03%
15,800
-6,100
-28% -$487K
UNP icon
280
PUT
Union Pacific
UNP
$172B
$1.36M 0.03%
6,900
-2,700
-28% -$502K
SPXL icon
281
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$1.35M 0.03%
25,700
+16,254
+172% +$836K
HSY icon
282
PUT
Hershey
HSY
$35.9B
$1.35M 0.03%
9,400
+4,200
+81% +$596K
CLX icon
283
PUT
Clorox
CLX
$11.7B
$1.34M 0.03%
6,400
-8,000
-56% -$1.78M
CVNA icon
284
PUT
Carvana
CVNA
$67.6B
$1.34M 0.03%
30,000
+16,000
+114% +$567K
PFE icon
285
PUT
Pfizer
PFE
$142B
$1.3M 0.03%
37,417
+7,905
+27% +$277K
MLKN icon
286
CALL
MillerKnoll
MLKN
$1.53B
$1.3M 0.03%
43,100
+800
+2% +$19.8K
XLE icon
287
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$1.29M 0.03%
86,236
-20,842
-19% -$370K
XLK icon
288
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.28M 0.03%
21,964
-14,060
-39% -$794K
PENN icon
289
PUT
PENN Entertainment
PENN
$2.75B
$1.27M 0.03%
17,500
+600
+4% +$29.4K
XBI icon
290
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$1.27M 0.03%
11,400
-17,600
-61% -$1.97M
ILMN icon
291
PUT
Illumina
ILMN
$31B
$1.27M 0.03%
4,215
+1,337
+46% +$461K
EEM icon
292
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$1.26M 0.03%
+28,647
New +$1.26M
SQQQ icon
293
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.08B
$1.25M 0.03%
420
+358
+577% +$1.24M
ABBV icon
294
PUT
AbbVie
ABBV
$455B
$1.24M 0.03%
14,100
-4,100
-23% -$386K
RTX icon
295
CALL
RTX Corp
RTX
$289B
$1.23M 0.03%
21,400
-14,000
-40% -$852K
IWS icon
296
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.22M 0.03%
+15,136
New +$1.23M
IBB icon
297
CALL
iShares Biotechnology ETF
IBB
$9.52B
$1.22M 0.02%
9,000
-4,600
-34% -$624K
XOP icon
298
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$1.21M 0.02%
28,800
-19,400
-40% -$976K
ULTA icon
299
PUT
Ulta Beauty
ULTA
$22.2B
$1.21M 0.02%
5,400
-1,600
-23% -$344K
CMI icon
300
PUT
Cummins
CMI
$87.3B
$1.2M 0.02%
5,700
-2,700
-32% -$538K
10 11
12
13 14

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OAM
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NOCM
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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.