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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
EQR icon
351
PUT
Equity Residential
EQR
$25.2B
$986K 0.02%
+19,200
New +$1.06M
AMAT icon
352
CALL
Applied Materials
AMAT
$398B
$969K 0.02%
16,300
+11,300
+226% +$698K
GNRC icon
353
CALL
Generac Holdings
GNRC
$11.3B
$968K 0.02%
5,000
-3,400
-40% -$560K
GE icon
354
PUT
GE Aerospace
GE
$368B
$965K 0.02%
31,079
+1,786
+6% +$58.1K
HUBS icon
355
PUT
HubSpot
HUBS
$11.9B
$964K 0.02%
3,300
-200
-6% -$52.4K
DGX icon
356
CALL
Quest Diagnostics
DGX
$25.9B
$962K 0.02%
+8,400
New +$992K
OIH icon
357
PUT
VanEck Oil Services ETF
OIH
$2.01B
$958K 0.02%
9,800
-24,100
-71% -$2.96M
CPA icon
358
PUT
Copa Holdings
CPA
$5.8B
$956K 0.02%
19,000
– –
VEEV icon
359
PUT
Veeva Systems
VEEV
$32.7B
$956K 0.02%
3,400
+600
+21% +$158K
GILD icon
360
CALL
Gilead Sciences
GILD
$163B
$954K 0.02%
15,100
-2,400
-14% -$166K
TDG icon
361
PUT
TransDigm Group
TDG
$69.9B
$950K 0.02%
2,000
-600
-23% -$282K
LHX icon
362
L3Harris
LHX
$50.7B
$936K 0.02%
5,514
+3,938
+250% +$691K
VGSH icon
363
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$936K 0.02%
+15,070
New +$936K
EWZ icon
364
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
$935K 0.02%
33,800
-21,600
-39% -$662K
TXG icon
365
CALL
10x Genomics
TXG
$6.28B
$923K 0.02%
7,400
+3,400
+85% +$357K
DG icon
366
CALL
Dollar General
DG
$28.1B
$922K 0.02%
4,400
-1,100
-20% -$216K
ETFC
367
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$921K 0.02%
18,400
+8,900
+94% +$464K
HIG icon
368
PUT
Hartford Financial Services
HIG
$39.2B
$914K 0.02%
+24,800
New +$989K
MMM icon
369
PUT
3M
MMM
$90.8B
$913K 0.02%
6,817
+4,305
+171% +$579K
SH icon
370
ProShares Short S&P500
SH
$913M
$907K 0.02%
11,159
-13,205
-54% -$1.1M
VMW
371
CALL
DELISTED
VMware, Inc
VMW
$905K 0.02%
6,300
+3,700
+142% +$526K
ACN icon
372
CALL
Accenture
ACN
$99.9B
$904K 0.02%
4,000
-1,900
-32% -$435K
WDAY icon
373
PUT
Workday
WDAY
$39B
$904K 0.02%
4,200
+2,400
+133% +$475K
BSV icon
374
Vanguard Short-Term Bond ETF
BSV
$44.7B
$901K 0.02%
10,847
-7,179
-40% -$597K
SBUX icon
375
Starbucks
SBUX
$121B
$899K 0.02%
10,458
+1,965
+23% +$157K
13 14
15
16 17

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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.