We are live on ! Find out more
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
FXH icon
551
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$542K 0.01%
5,725
+543
+10% +$50.9K
MDY icon
552
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$542K 0.01%
1,600
-15,600
-91% -$5.32M
O icon
553
PUT
Realty Income
O
$60.1B
$541K 0.01%
9,185
-4,953
-35% -$293K
B
554
CALL
Barrick Mining
B
$63.2B
$540K 0.01%
19,200
+5,800
+43% +$165K
BBY icon
555
PUT
Best Buy
BBY
$18.5B
$534K 0.01%
4,800
+2,200
+85% +$225K
MCHI icon
556
iShares MSCI China ETF
MCHI
$6.28B
$534K 0.01%
7,206
+2,364
+49% +$173K
BUD icon
557
AB InBev
BUD
$166B
$533K 0.01%
9,891
+3,856
+64% +$214K
MSI icon
558
CALL
Motorola Solutions
MSI
$71.5B
$533K 0.01%
3,400
-2,700
-44% -$394K
EQIX icon
559
CALL
Equinix
EQIX
$103B
$532K 0.01%
700
+100
+17% +$75.7K
EQIX icon
560
PUT
Equinix
EQIX
$103B
$532K 0.01%
700
-600
-46% -$454K
HSY icon
561
CALL
Hershey
HSY
$35.9B
$530K 0.01%
3,700
-9,500
-72% -$1.35M
MKTX icon
562
CALL
MarketAxess Holdings
MKTX
$5.78B
$530K 0.01%
1,100
-1,000
-48% -$494K
EPD icon
563
PUT
Enterprise Products Partners
EPD
$82.5B
$529K 0.01%
33,500
+12,400
+59% +$217K
IEV icon
564
iShares Europe ETF
IEV
$1.68B
$529K 0.01%
+12,632
New +$539K
VNQ icon
565
Vanguard Real Estate ETF
VNQ
$39.4B
$527K 0.01%
6,673
-1,426
-18% -$114K
SPYG icon
566
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51B
$526K 0.01%
10,505
+256
+2% +$12.5K
FSLY icon
567
CALL
Fastly Inc
FSLY
$3.37B
$525K 0.01%
5,600
-11,500
-67% -$998K
BALL icon
568
PUT
Ball Corp
BALL
$17.4B
$524K 0.01%
+6,300
New +$485K
IVV icon
569
iShares Core S&P 500 ETF
IVV
$872B
$524K 0.01%
1,560
-10,696
-87% -$3.56M
AMD icon
570
Advanced Micro Devices
AMD
$791B
$523K 0.01%
6,380
-9,678
-60% -$719K
PINS icon
571
PUT
Pinterest
PINS
$13.7B
$523K 0.01%
+12,600
New +$411K
TDG icon
572
CALL
TransDigm Group
TDG
$69.9B
$523K 0.01%
1,100
-3,100
-74% -$1.46M
IYR icon
573
CALL
iShares US Real Estate ETF
IYR
$4.69B
$519K 0.01%
+6,500
New +$525K
GAP
574
CALL
The Gap Inc
GAP
$7.34B
$518K 0.01%
30,400
-3,100
-9% -$46.2K
AVT icon
575
CALL
Avnet
AVT
$7.12B
$517K 0.01%
+20,000
New +$542K
21 22
23
24 25

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.