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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
JD icon
401
CALL
JD.com
JD
$43.6B
$815K 0.02%
10,500
+1,900
+22% +$132K
T icon
402
AT&T
T
$159B
$813K 0.02%
+37,733
New +$843K
DAL icon
403
PUT
Delta Air Lines
DAL
$58.3B
$807K 0.02%
26,400
+8,800
+50% +$254K
IWN icon
404
CALL
iShares Russell 2000 Value ETF
IWN
$14.4B
$805K 0.02%
+8,100
New +$823K
CMG icon
405
Chipotle Mexican Grill
CMG
$49.4B
$802K 0.02%
32,250
-7,850
-20% -$189K
WAT icon
406
CALL
Waters Corp
WAT
$37.3B
$802K 0.02%
+4,100
New +$852K
MSI icon
407
PUT
Motorola Solutions
MSI
$71.5B
$800K 0.02%
+5,100
New +$745K
CTAS icon
408
PUT
Cintas
CTAS
$82.7B
$799K 0.02%
9,600
-2,800
-23% -$216K
XLV icon
409
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$798K 0.02%
+7,563
New +$796K
EWC icon
410
iShares MSCI Canada ETF
EWC
$6.17B
$796K 0.02%
29,025
+12,746
+78% +$352K
LOW icon
411
CALL
Lowe's Companies
LOW
$118B
$796K 0.02%
4,800
-18,800
-80% -$2.89M
MAR icon
412
PUT
Marriott International
MAR
$99B
$796K 0.02%
8,600
-5,400
-39% -$509K
FLRN icon
413
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$792K 0.02%
25,886
-1,569
-6% -$47.9K
NVS icon
414
CALL
Novartis
NVS
$301B
$791K 0.02%
9,100
+600
+7% +$52K
ICE icon
415
CALL
Intercontinental Exchange
ICE
$88.4B
$790K 0.02%
7,900
+400
+5% +$39.4K
CCI icon
416
PUT
Crown Castle
CCI
$33.4B
$783K 0.02%
4,700
-42,600
-90% -$7.03M
IJR icon
417
iShares Core S&P Small-Cap ETF
IJR
$110B
$783K 0.02%
11,143
-14,785
-57% -$1.06M
ORCL icon
418
PUT
Oracle
ORCL
$367B
$782K 0.02%
13,100
+9,400
+254% +$534K
TEL icon
419
CALL
TE Connectivity
TEL
$59.9B
$782K 0.02%
+8,000
New +$736K
BJRI icon
420
CALL
BJ's Restaurants
BJRI
$1.56B
$780K 0.02%
26,500
-4,100
-13% -$106K
UUP icon
421
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
$777K 0.02%
30,643
-13
-0% -$330
FDX icon
422
FedEx
FDX
$73B
$772K 0.02%
3,070
-11,511
-79% -$2.3M
CVX icon
423
CALL
Chevron
CVX
$383B
$770K 0.02%
10,700
-2,400
-18% -$202K
CRWD icon
424
PUT
CrowdStrike
CRWD
$189B
$769K 0.02%
22,400
-4,400
-16% -$128K
VUG icon
425
Vanguard Morningstar Growth ETF
VUG
$218B
$768K 0.02%
20,250
+12,384
+157% +$457K
15 16
17
18 19

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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.