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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
WHR icon
576
PUT
Whirlpool
WHR
$2.47B
$515K 0.01%
2,800
-1,500
-35% -$249K
ADI icon
577
PUT
Analog Devices
ADI
$179B
$514K 0.01%
+4,400
New +$515K
BG icon
578
PUT
Bunge Global
BG
$20.4B
$512K 0.01%
+11,200
New +$501K
XLNX
579
CALL
DELISTED
Xilinx Inc
XLNX
$511K 0.01%
4,900
+2,200
+81% +$226K
TEAM icon
580
CALL
Atlassian
TEAM
$24.9B
$509K 0.01%
2,800
-3,200
-53% -$571K
UPRO icon
581
ProShares UltraPro S&P 500
UPRO
$5.13B
$509K 0.01%
18,212
+3,794
+26% +$104K
BNDX icon
582
Vanguard Total International Bond ETF
BNDX
$82.1B
$505K 0.01%
+8,677
New +$503K
GDX icon
583
PUT
VanEck Gold Miners ETF
GDX
$23.5B
$505K 0.01%
12,900
-10,900
-46% -$444K
DRI icon
584
CALL
Darden Restaurants
DRI
$23.7B
$504K 0.01%
5,000
-10,800
-68% -$897K
AXP icon
585
American Express
AXP
$228B
$503K 0.01%
+5,015
New +$493K
SWK icon
586
CALL
Stanley Black & Decker
SWK
$14.9B
$503K 0.01%
3,100
-1,700
-35% -$265K
TOL icon
587
CALL
Toll Brothers
TOL
$14B
$501K 0.01%
+10,300
New +$417K
VTI icon
588
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
$501K 0.01%
2,941
-30,689
-91% -$5.16M
SIX
589
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$501K 0.01%
+24,700
New +$508K
EBAY icon
590
PUT
eBay
EBAY
$50.4B
$500K 0.01%
9,600
-1,900
-17% -$105K
CERN
591
PUT
DELISTED
Cerner Corp
CERN
$499K 0.01%
6,900
+600
+10% +$42.7K
WM icon
592
CALL
Waste Management
WM
$90.9B
$498K 0.01%
+4,400
New +$486K
BSCK
593
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
$497K 0.01%
+23,408
New +$497K
AVGO icon
594
Broadcom
AVGO
$1.85T
$496K 0.01%
13,620
+5,550
+69% +$186K
NVS icon
595
PUT
Novartis
NVS
$301B
$496K 0.01%
+5,700
New +$494K
SNAP icon
596
PUT
Snap
SNAP
$7.89B
$496K 0.01%
19,000
+3,800
+25% +$88.4K
BURL icon
597
Burlington
BURL
$23.4B
$495K 0.01%
+2,403
New +$468K
LVS icon
598
CALL
Las Vegas Sands
LVS
$32.3B
$495K 0.01%
10,600
+5,100
+93% +$244K
AEM icon
599
CALL
Agnico Eagle Mines
AEM
$75.4B
$494K 0.01%
+6,200
New +$474K
DGX icon
600
PUT
Quest Diagnostics
DGX
$25.9B
$492K 0.01%
4,300
+800
+23% +$94.5K
22 23
24
25 26

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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QIM
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RB
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OMG
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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.