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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
SPXL icon
476
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$679K 0.01%
12,900
-9,200
-42% -$473K
BLK icon
477
CALL
Blackrock
BLK
$170B
$676K 0.01%
1,200
+800
+200% +$456K
ZS icon
478
CALL
Zscaler
ZS
$24B
$675K 0.01%
4,800
– –
ALXN
479
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$675K 0.01%
+5,900
New +$636K
CME icon
480
CALL
CME Group
CME
$96.1B
$669K 0.01%
4,000
-3,200
-44% -$539K
EXPE icon
481
PUT
Expedia Group
EXPE
$35.2B
$669K 0.01%
7,300
+1,500
+26% +$135K
BUD icon
482
PUT
AB InBev
BUD
$166B
$668K 0.01%
12,400
+5,900
+91% +$327K
PGX icon
483
Invesco Preferred ETF
PGX
$3.81B
$667K 0.01%
45,278
+19,938
+79% +$292K
NEM icon
484
CALL
Newmont
NEM
$101B
$666K 0.01%
10,500
-7,600
-42% -$495K
WAT icon
485
PUT
Waters Corp
WAT
$37.3B
$665K 0.01%
+3,400
New +$707K
HCA icon
486
PUT
HCA Healthcare
HCA
$85.7B
$661K 0.01%
5,300
-900
-15% -$111K
MRSH
487
CALL
Marsh
MRSH
$91.4B
$654K 0.01%
5,700
+200
+4% +$22.9K
PGR icon
488
CALL
Progressive
PGR
$124B
$653K 0.01%
+6,900
New +$620K
GE icon
489
GE Aerospace
GE
$368B
$651K 0.01%
20,954
-8,964
-30% -$291K
TSM icon
490
CALL
TSMC
TSM
$2.09T
$649K 0.01%
+8,000
New +$608K
TSCO icon
491
CALL
Tractor Supply
TSCO
$15.8B
$645K 0.01%
22,500
-25,000
-53% -$718K
CI icon
492
Cigna
CI
$76.1B
$641K 0.01%
+3,781
New +$666K
TQQQ icon
493
PUT
ProShares UltraPro QQQ
TQQQ
$31.4B
$641K 0.01%
39,200
-13,600
-26% -$214K
SPLK
494
CALL
DELISTED
Splunk Inc
SPLK
$640K 0.01%
3,400
+100
+3% +$19.9K
IJH icon
495
iShares Core S&P Mid-Cap ETF
IJH
$122B
$637K 0.01%
+17,195
New +$643K
WFC icon
496
PUT
Wells Fargo
WFC
$258B
$632K 0.01%
26,900
+13,700
+104% +$338K
Z icon
497
PUT
Zillow
Z
$7.71B
$630K 0.01%
+6,200
New +$484K
URI icon
498
CALL
United Rentals
URI
$66.5B
$628K 0.01%
3,600
-2,600
-42% -$437K
TTD icon
499
Trade Desk
TTD
$8.59B
$624K 0.01%
+12,030
New +$549K
ALGN icon
500
CALL
Align Technology
ALGN
$12.4B
$622K 0.01%
1,900
-100
-5% -$30.5K
18 19
20
21 22

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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.