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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
JNJ icon
451
Johnson & Johnson
JNJ
$617B
$722K 0.01%
+4,849
New +$718K
TNA icon
452
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
$719K 0.01%
23,500
-3,700
-14% -$116K
D icon
453
CALL
Dominion Energy
D
$61.3B
$718K 0.01%
9,100
+5,200
+133% +$408K
SDS icon
454
CALL
ProShares UltraShort S&P500
SDS
$420M
$715K 0.01%
+1,792
New +$748K
GDX icon
455
CALL
VanEck Gold Miners ETF
GDX
$23.5B
$713K 0.01%
18,200
-22,200
-55% -$905K
LMT icon
456
Lockheed Martin
LMT
$132B
$713K 0.01%
+1,859
New +$709K
EFAV icon
457
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.4B
$712K 0.01%
+10,450
New +$711K
ZEN
458
CALL
DELISTED
ZENDESK INC
ZEN
$710K 0.01%
+6,900
New +$645K
CAH icon
459
CALL
Cardinal Health
CAH
$53.2B
$709K 0.01%
15,100
+8,200
+119% +$421K
XRT icon
460
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
$705K 0.01%
14,200
-5,400
-28% -$265K
WM icon
461
PUT
Waste Management
WM
$90.9B
$702K 0.01%
6,200
+2,900
+88% +$320K
XRT icon
462
State Street SPDR S&P Retail ETF
XRT
$453M
$702K 0.01%
14,133
-230
-2% -$11.3K
WMT icon
463
Walmart Inc
WMT
$884B
$701K 0.01%
15,033
+6,801
+83% +$302K
ALXN
464
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$698K 0.01%
6,100
+3,500
+135% +$378K
KO icon
465
CALL
Coca-Cola
KO
$381B
$696K 0.01%
14,100
+3,700
+36% +$178K
LLY icon
466
PUT
Eli Lilly
LLY
$1.03T
$696K 0.01%
4,700
-3,800
-45% -$588K
MCO icon
467
PUT
Moody's
MCO
$83.5B
$696K 0.01%
+2,400
New +$685K
ATVI
468
CALL
DELISTED
Activision Blizzard
ATVI
$696K 0.01%
8,600
+2,600
+43% +$211K
KSS icon
469
PUT
Kohl's
KSS
$2.21B
$689K 0.01%
+37,200
New +$787K
HSY icon
470
Hershey
HSY
$35.9B
$688K 0.01%
+4,799
New +$681K
MCD icon
471
McDonald's
MCD
$191B
$686K 0.01%
3,125
-2,437
-44% -$500K
MRSH
472
Marsh
MRSH
$91.4B
$683K 0.01%
+5,959
New +$683K
LLY icon
473
CALL
Eli Lilly
LLY
$1.03T
$681K 0.01%
4,600
-12,300
-73% -$1.9M
Z icon
474
CALL
Zillow
Z
$7.71B
$681K 0.01%
+6,700
New +$523K
TWTR
475
PUT
DELISTED
Twitter, Inc.
TWTR
$681K 0.01%
15,300
-7,000
-31% -$269K
17 18
19
20 21

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BCM
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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.