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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
HLT icon
376
CALL
Hilton Worldwide
HLT
$72.5B
$896K 0.02%
10,500
+1,200
+13% +$100K
HOLX
377
CALL
DELISTED
Hologic
HOLX
$891K 0.02%
13,400
+6,700
+100% +$424K
AEP icon
378
PUT
American Electric Power
AEP
$69.5B
$883K 0.02%
+10,800
New +$890K
AVB icon
379
CALL
AvalonBay Communities
AVB
$26.8B
$881K 0.02%
5,900
-15,800
-73% -$2.42M
DG icon
380
PUT
Dollar General
DG
$28.1B
$880K 0.02%
4,200
-3,400
-45% -$669K
EWZ icon
381
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
$880K 0.02%
31,800
-24,000
-43% -$736K
JD icon
382
PUT
JD.com
JD
$43.6B
$877K 0.02%
11,300
-2,600
-19% -$181K
XLC icon
383
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$877K 0.02%
14,771
+5,304
+56% +$314K
ORLY icon
384
PUT
O'Reilly Automotive
ORLY
$72.4B
$876K 0.02%
28,500
+13,500
+90% +$410K
SAP icon
385
PUT
SAP
SAP
$209B
$873K 0.02%
+5,600
New +$889K
SPOT icon
386
CALL
Spotify
SPOT
$107B
$873K 0.02%
3,600
-7,200
-67% -$1.86M
VCIT icon
387
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
$870K 0.02%
+9,080
New +$873K
VGIT icon
388
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.7B
$870K 0.02%
+12,340
New +$870K
CTXS
389
CALL
DELISTED
Citrix Systems Inc
CTXS
$868K 0.02%
6,300
+2,300
+58% +$329K
FISV
390
PUT
Fiserv Inc
FISV
$28.8B
$866K 0.02%
8,400
+6,200
+282% +$618K
CRWD icon
391
CALL
CrowdStrike
CRWD
$189B
$851K 0.02%
24,800
-8,800
-26% -$256K
LOW icon
392
Lowe's Companies
LOW
$118B
$851K 0.02%
5,129
+3,317
+183% +$511K
ACN icon
393
PUT
Accenture
ACN
$99.9B
$836K 0.02%
3,700
+1,200
+48% +$275K
NEE icon
394
PUT
NextEra Energy
NEE
$183B
$833K 0.02%
12,000
-8,000
-40% -$552K
SNAP icon
395
CALL
Snap
SNAP
$7.89B
$833K 0.02%
31,900
-6,600
-17% -$154K
WYNN icon
396
PUT
Wynn Resorts
WYNN
$10.5B
$833K 0.02%
11,600
-14,200
-55% -$1.13M
UBER icon
397
CALL
Uber
UBER
$143B
$828K 0.02%
+22,700
New +$749K
CSCO icon
398
PUT
Cisco
CSCO
$448B
$827K 0.02%
21,000
-800
-4% -$34.9K
AXP icon
399
PUT
American Express
AXP
$228B
$822K 0.02%
8,200
-3,100
-27% -$305K
PINS icon
400
CALL
Pinterest
PINS
$13.7B
$818K 0.02%
+19,700
New +$642K
14 15
16
17 18

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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.