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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
NEE.PRO
26
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.8M 0.47%
421,568
-359,627
-46% -$19.6M
DIA icon
27
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$22.7M 0.46%
81,900
+500
+0.6% +$137K
AIZ icon
28
PUT
Assurant
AIZ
$14B
$20.2M 0.41%
166,300
– –
DIA icon
29
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$19.9M 0.41%
71,600
-400
-0.6% -$109K
XLK icon
30
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$19.7M 0.4%
337,400
-326,400
-49% -$18.4M
GLD icon
31
PUT
SPDR Gold Trust
GLD
$131B
$19M 0.39%
107,400
+23,500
+28% +$4.22M
GOOG icon
32
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$16.8M 0.34%
228,000
+102,000
+81% +$7.78M
DHR icon
33
PUT
Danaher
DHR
$140B
$16.6M 0.34%
86,856
-2,820
-3% -$502K
SE icon
34
PUT
Sea Limited
SE
$65.8B
$15.9M 0.32%
103,200
+1,500
+1% +$202K
XLK icon
35
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$15.6M 0.32%
267,000
-367,400
-58% -$20.8M
SLV icon
36
CALL
iShares Silver Trust
SLV
$27.6B
$15.5M 0.32%
715,200
+218,300
+44% +$4.96M
X
37
PUT
DELISTED
US Steel
X
$14.8M 0.3%
2,012,900
-249,000
-11% -$1.89M
BABA icon
38
CALL
Alibaba
BABA
$276B
$14.6M 0.3%
49,500
+34,300
+226% +$9.04M
DKS icon
39
PUT
Dick's Sporting Goods
DKS
$18.9B
$14.2M 0.29%
244,600
-10,200
-4% -$497K
META icon
40
PUT
Meta Platforms (Facebook)
META
$1.51T
$14M 0.29%
53,400
-11,300
-17% -$2.91M
META icon
41
CALL
Meta Platforms (Facebook)
META
$1.51T
$13.9M 0.28%
53,200
-22,200
-29% -$5.73M
ADBE icon
42
PUT
Adobe
ADBE
$99B
$13.7M 0.28%
28,000
+14,300
+104% +$6.65M
XLE icon
43
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$13.7M 0.28%
914,600
+151,000
+20% +$2.68M
COST icon
44
PUT
Costco
COST
$429B
$13.2M 0.27%
37,300
+17,200
+86% +$5.78M
HYG icon
45
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$13.1M 0.27%
156,300
-77,900
-33% -$6.56M
MSFT icon
46
PUT
Microsoft
MSFT
$2.92T
$13M 0.27%
61,800
-23,300
-27% -$4.89M
MSFT icon
47
CALL
Microsoft
MSFT
$2.92T
$12.1M 0.25%
57,400
+3,800
+7% +$798K
COST icon
48
CALL
Costco
COST
$429B
$10.7M 0.22%
30,200
+16,100
+114% +$5.41M
BABA icon
49
PUT
Alibaba
BABA
$276B
$9.82M 0.2%
33,400
+17,600
+111% +$4.64M
SOLN
50
DELISTED
The Southern Company
SOLN
$9.79M 0.2%
210,361
-284,900
-58% -$13.1M
1
2
3 4 5

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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.