We are live on ! Find out more
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
BMY icon
301
CALL
Bristol-Myers Squibb
BMY
$132B
$1.19M 0.02%
19,800
-35,600
-64% -$2.14M
KSU
302
CALL
DELISTED
Kansas City Southern
KSU
$1.19M 0.02%
6,600
+800
+14% +$139K
IBM icon
303
CALL
IBM
IBM
$209B
$1.19M 0.02%
10,251
-34,099
-77% -$4.01M
TSM icon
304
PUT
TSMC
TSM
$2.09T
$1.19M 0.02%
+14,700
New +$1.12M
TWTR
305
CALL
DELISTED
Twitter, Inc.
TWTR
$1.18M 0.02%
26,600
+8,700
+49% +$334K
SPYM
306
State Street SPDR Portfolio S&P 500 ETF
SPYM
$160B
$1.17M 0.02%
+29,824
New +$1.16M
LH icon
307
CALL
Labcorp
LH
$25.9B
$1.17M 0.02%
7,217
-3,841
-35% -$609K
MXIM
308
DELISTED
Maxim Integrated Products
MXIM
$1.17M 0.02%
17,252
+12,781
+286% +$865K
BYND icon
309
PUT
Beyond Meat
BYND
$286M
$1.16M 0.02%
7,000
-8,900
-56% -$1.21M
WFC icon
310
Wells Fargo
WFC
$258B
$1.16M 0.02%
49,365
+36,271
+277% +$894K
KO icon
311
PUT
Coca-Cola
KO
$381B
$1.16M 0.02%
23,400
-400
-2% -$19.2K
BRK.B icon
312
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.15M 0.02%
5,400
-9,800
-64% -$2M
XLU icon
313
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$1.15M 0.02%
38,704
-31,238
-45% -$927K
SBAC icon
314
PUT
SBA Communications
SBAC
$19.3B
$1.15M 0.02%
3,600
+700
+24% +$214K
USB icon
315
PUT
US Bancorp
USB
$98B
$1.14M 0.02%
31,800
+26,100
+458% +$955K
AON icon
316
CALL
Aon
AON
$77.8B
$1.14M 0.02%
5,500
-1,600
-23% -$320K
SCHF icon
317
Schwab International Equity ETF
SCHF
$67B
$1.14M 0.02%
+72,274
New +$1.14M
ELV icon
318
PUT
Elevance Health
ELV
$81.6B
$1.13M 0.02%
+4,200
New +$1.13M
OLED icon
319
PUT
Universal Display
OLED
$3.76B
$1.12M 0.02%
6,200
+3,400
+121% +$581K
CSCO icon
320
CALL
Cisco
CSCO
$448B
$1.12M 0.02%
28,400
-7,300
-20% -$318K
ABBV icon
321
CALL
AbbVie
ABBV
$455B
$1.11M 0.02%
12,700
-34,400
-73% -$3.24M
MS icon
322
PUT
Morgan Stanley
MS
$330B
$1.11M 0.02%
23,000
-5,900
-20% -$297K
XLY icon
323
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.1M 0.02%
15,000
-19,200
-56% -$1.36M
CASY icon
324
CALL
Casey's General Stores
CASY
$32.1B
$1.1M 0.02%
6,200
+4,300
+226% +$727K
GM icon
325
General Motors
GM
$80B
$1.1M 0.02%
37,221
-10,371
-22% -$291K
11 12
13
14 15

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.