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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
VMW
426
PUT
DELISTED
VMware, Inc
VMW
$761K 0.02%
5,300
+1,400
+36% +$199K
TSCO icon
427
PUT
Tractor Supply
TSCO
$15.8B
$760K 0.02%
+26,500
New +$762K
VEEV icon
428
CALL
Veeva Systems
VEEV
$32.7B
$759K 0.02%
2,700
-900
-25% -$237K
IBB icon
429
PUT
iShares Biotechnology ETF
IBB
$9.52B
$758K 0.02%
5,600
+1,600
+40% +$217K
MELI icon
430
CALL
Mercado Libre
MELI
$95.6B
$758K 0.02%
700
-700
-50% -$760K
MDY icon
431
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$757K 0.02%
2,233
-4,458
-67% -$1.52M
EWZ icon
432
iShares MSCI Brazil ETF
EWZ
$9.25B
$756K 0.02%
+27,330
New +$838K
WDAY icon
433
CALL
Workday
WDAY
$39B
$753K 0.02%
3,500
-400
-10% -$79.1K
GILD icon
434
PUT
Gilead Sciences
GILD
$163B
$752K 0.02%
11,900
-4,900
-29% -$340K
LEN icon
435
PUT
Lennar Class A
LEN
$20.2B
$751K 0.02%
9,504
+4,752
+100% +$337K
FLOT icon
436
iShares Floating Rate Bond ETF
FLOT
$10.2B
$748K 0.02%
+14,755
New +$747K
HCA icon
437
CALL
HCA Healthcare
HCA
$85.7B
$748K 0.02%
6,000
+3,300
+122% +$408K
UNP icon
438
CALL
Union Pacific
UNP
$172B
$748K 0.02%
3,800
-7,300
-66% -$1.36M
ETSY icon
439
CALL
Etsy
ETSY
$7.89B
$742K 0.02%
6,100
+1,500
+33% +$176K
GDXJ icon
440
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$742K 0.02%
13,400
+100
+0.8% +$5.76K
HON icon
441
CALL
Honeywell
HON
$76.7B
$741K 0.02%
4,775
+1,910
+67% +$284K
IJR icon
442
PUT
iShares Core S&P Small-Cap ETF
IJR
$110B
$737K 0.02%
10,500
-5,900
-36% -$423K
RMD icon
443
CALL
ResMed
RMD
$30.3B
$737K 0.02%
4,300
+2,800
+187% +$517K
ZBH icon
444
CALL
Zimmer Biomet
ZBH
$18.4B
$735K 0.02%
5,562
+2,987
+116% +$390K
PANW icon
445
CALL
Palo Alto Networks
PANW
$265B
$734K 0.02%
18,000
-1,200
-6% -$49.9K
CTAS icon
446
CALL
Cintas
CTAS
$82.7B
$732K 0.02%
8,800
-800
-8% -$61.7K
W icon
447
CALL
Wayfair
W
$11.9B
$728K 0.01%
2,500
-2,600
-51% -$711K
APH icon
448
Amphenol
APH
$197B
$725K 0.01%
+26,788
New +$706K
DOW icon
449
CALL
Dow Inc
DOW
$21.7B
$725K 0.01%
+15,400
New +$692K
VIPS icon
450
Vipshop
VIPS
$7.3B
$723K 0.01%
+46,205
New +$905K
16 17
18
19 20

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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.