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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
MCO icon
326
CALL
Moody's
MCO
$83.5B
$1.1M 0.02%
+3,800
New +$1.08M
TTD icon
327
CALL
Trade Desk
TTD
$8.59B
$1.09M 0.02%
21,000
-9,000
-30% -$411K
SWK icon
328
PUT
Stanley Black & Decker
SWK
$14.4B
$1.09M 0.02%
6,700
+4,900
+272% +$763K
IBM icon
329
IBM
IBM
$209B
$1.08M 0.02%
9,290
-5,999
-39% -$706K
IBB icon
330
iShares Biotechnology ETF
IBB
$9.52B
$1.07M 0.02%
+7,937
New +$1.08M
RH icon
331
PUT
RH
RH
$3.15B
$1.07M 0.02%
2,800
+100
+4% +$31.5K
SPOT icon
332
PUT
Spotify
SPOT
$107B
$1.07M 0.02%
4,400
-4,700
-52% -$1.21M
IWO icon
333
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.06M 0.02%
4,777
-11,797
-71% -$2.58M
BIV icon
334
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$1.06M 0.02%
+11,300
New +$1.06M
PG icon
335
PUT
Procter & Gamble
PG
$335B
$1.06M 0.02%
7,600
-300
-4% -$39.8K
HLT icon
336
PUT
Hilton Worldwide
HLT
$72.5B
$1.05M 0.02%
12,300
+8,500
+224% +$710K
MDT icon
337
PUT
Medtronic
MDT
$110B
$1.04M 0.02%
10,000
+6,000
+150% +$603K
CLX icon
338
CALL
Clorox
CLX
$11.7B
$1.03M 0.02%
4,900
-3,800
-44% -$846K
BABA icon
339
Alibaba
BABA
$279B
$1.02M 0.02%
3,476
-116
-3% -$30.6K
REGN icon
340
CALL
Regeneron Pharmaceuticals
REGN
$76B
$1.01M 0.02%
1,800
-2,800
-61% -$1.7M
REGN icon
341
PUT
Regeneron Pharmaceuticals
REGN
$76B
$1.01M 0.02%
1,800
-2,600
-59% -$1.58M
CVS icon
342
CALL
CVS Health
CVS
$134B
$999K 0.02%
17,100
-900
-5% -$56K
DD icon
343
PUT
DuPont de Nemours
DD
$18.7B
$999K 0.02%
14,340
-3,505
-20% -$246K
IWF icon
344
PUT
iShares Russell 1000 Growth ETF
IWF
$120B
$998K 0.02%
18,400
+5,200
+39% +$274K
RH icon
345
CALL
RH
RH
$3.15B
$995K 0.02%
2,600
-1,600
-38% -$505K
OLED icon
346
CALL
Universal Display
OLED
$3.76B
$994K 0.02%
5,500
-5,500
-50% -$939K
ADSK icon
347
PUT
Autodesk
ADSK
$49.6B
$993K 0.02%
4,300
-600
-12% -$143K
AMAT icon
348
PUT
Applied Materials
AMAT
$398B
$993K 0.02%
16,700
+7,400
+80% +$457K
LEN icon
349
CALL
Lennar Class A
LEN
$20.2B
$988K 0.02%
12,499
-2,066
-14% -$147K
BIDU icon
350
CALL
Baidu
BIDU
$36.5B
$987K 0.02%
7,800
-6,500
-45% -$805K
12 13
14
15 16

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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.