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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
MRK icon
501
PUT
Merck
MRK
$321B
$622K 0.01%
7,860
-2,934
-27% -$230K
TZA icon
502
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
$622K 0.01%
+459
New +$652K
BIDU icon
503
PUT
Baidu
BIDU
$36.5B
$620K 0.01%
4,900
-4,900
-50% -$607K
ICE icon
504
PUT
Intercontinental Exchange
ICE
$88.4B
$620K 0.01%
6,200
+1,800
+41% +$177K
DLR icon
505
CALL
Digital Realty Trust
DLR
$71.5B
$616K 0.01%
4,200
-3,600
-46% -$539K
DHI icon
506
PUT
D.R. Horton
DHI
$40.7B
$613K 0.01%
+8,100
New +$553K
EL icon
507
CALL
Estee Lauder
EL
$30.7B
$611K 0.01%
2,800
-11,800
-81% -$2.43M
FSLY icon
508
PUT
Fastly Inc
FSLY
$3.37B
$609K 0.01%
6,500
-11,600
-64% -$1.01M
MMM icon
509
CALL
3M
MMM
$90.8B
$609K 0.01%
4,545
-7,415
-62% -$997K
BALL icon
510
CALL
Ball Corp
BALL
$17.4B
$607K 0.01%
+7,300
New +$562K
V icon
511
Visa
V
$673B
$606K 0.01%
+3,029
New +$605K
BKLN icon
512
Invesco Senior Loan ETF
BKLN
$6.97B
$601K 0.01%
27,666
+1,694
+7% +$36.8K
VRTX icon
513
PUT
Vertex Pharmaceuticals
VRTX
$122B
$599K 0.01%
2,200
-600
-21% -$166K
EBAY icon
514
CALL
eBay
EBAY
$50.4B
$594K 0.01%
11,400
-38,100
-77% -$2.1M
LHX icon
515
CALL
L3Harris
LHX
$50.7B
$594K 0.01%
3,500
+1,000
+40% +$175K
VWO icon
516
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$592K 0.01%
+13,687
New +$595K
ETR icon
517
CALL
Entergy
ETR
$50.4B
$591K 0.01%
12,000
-24,600
-67% -$1.22M
ZG icon
518
CALL
Zillow
ZG
$7.79B
$589K 0.01%
+5,800
New +$452K
DD icon
519
CALL
DuPont de Nemours
DD
$18.7B
$588K 0.01%
8,445
-4,939
-37% -$346K
NSC icon
520
Norfolk Southern
NSC
$75B
$588K 0.01%
+2,749
New +$552K
EA icon
521
PUT
Electronic Arts
EA
$52.9B
$587K 0.01%
4,500
-1,000
-18% -$136K
EQR icon
522
Equity Residential
EQR
$25.2B
$587K 0.01%
+11,428
New +$632K
KR icon
523
PUT
Kroger
KR
$35.4B
$587K 0.01%
17,300
-2,700
-14% -$93.3K
XLI icon
524
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$585K 0.01%
7,600
-84,500
-92% -$6.32M
FIVN icon
525
CALL
FIVE9
FIVN
$2.12B
$584K 0.01%
4,500
-700
-13% -$84.2K
19 20
21
22 23

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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.