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
BAX icon
626
Baxter International
BAX
$13.8B
$471K 0.01%
+5,852
New +$492K
DHI icon
627
CALL
D.R. Horton
DHI
$40.7B
$469K 0.01%
+6,200
New +$423K
VOO icon
628
Vanguard S&P 500 ETF
VOO
$972B
$469K 0.01%
1,524
+715
+88% +$218K
LMBS icon
629
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.36B
$468K 0.01%
+9,052
New +$468K
SVXY icon
630
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
$467K 0.01%
+26,286
New +$451K
DLTR icon
631
CALL
Dollar Tree
DLTR
$24.7B
$466K 0.01%
5,100
+1,200
+31% +$113K
RWM icon
632
ProShares Short Russell2000
RWM
$132M
$465K 0.01%
13,700
+6,205
+83% +$212K
SDS icon
633
ProShares UltraShort S&P500
SDS
$420M
$465K 0.01%
+1,167
New +$487K
B
634
PUT
Barrick Mining
B
$63.2B
$464K 0.01%
16,500
-26,100
-61% -$743K
MDB icon
635
CALL
MongoDB
MDB
$26.2B
$463K 0.01%
2,000
-600
-23% -$130K
ETSY icon
636
PUT
Etsy
ETSY
$7.89B
$462K 0.01%
3,800
-2,200
-37% -$258K
TQQQ icon
637
ProShares UltraPro QQQ
TQQQ
$31.4B
$459K 0.01%
28,040
-31,840
-53% -$502K
UAL icon
638
CALL
United Airlines
UAL
$40.1B
$459K 0.01%
13,200
-15,600
-54% -$540K
VZ icon
639
PUT
Verizon
VZ
$193B
$458K 0.01%
+7,700
New +$447K
BG icon
640
CALL
Bunge Global
BG
$20.4B
$457K 0.01%
10,000
-26,100
-72% -$1.17M
UBER icon
641
PUT
Uber
UBER
$143B
$456K 0.01%
12,500
-400
-3% -$13.2K
XBI icon
642
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$456K 0.01%
+4,094
New +$459K
APD icon
643
Air Products & Chemicals
APD
$66.8B
$455K 0.01%
+1,529
New +$440K
NTES icon
644
CALL
NetEase
NTES
$84.4B
$455K 0.01%
5,000
-21,000
-81% -$1.97M
DAL icon
645
CALL
Delta Air Lines
DAL
$58.3B
$453K 0.01%
14,800
-9,500
-39% -$274K
SEDG icon
646
CALL
SolarEdge
SEDG
$2.54B
$453K 0.01%
+1,900
New +$365K
HD icon
647
Home Depot
HD
$332B
$452K 0.01%
1,628
+796
+96% +$216K
PNC icon
648
PNC Financial Services
PNC
$99.2B
$452K 0.01%
4,110
+1,919
+88% +$206K
IJK icon
649
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$450K 0.01%
7,520
-580
-7% -$34.5K
ETN icon
650
CALL
Eaton
ETN
$150B
$449K 0.01%
4,400
+1,000
+29% +$97.8K
24 25
26
27 28

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.