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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
XLP icon
651
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$449K 0.01%
+7,000
New +$442K
JPST icon
652
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$447K 0.01%
8,807
-19,129
-68% -$972K
YUM icon
653
CALL
Yum! Brands
YUM
$41.9B
$447K 0.01%
+4,900
New +$452K
CYBR
654
CALL
DELISTED
CyberArk
CYBR
$445K 0.01%
+4,300
New +$463K
XLU icon
655
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$445K 0.01%
15,000
-62,000
-81% -$1.84M
SRTY icon
656
ProShares UltraPro Short Russell2000
SRTY
$82.1M
$444K 0.01%
517
+243
+89% +$219K
WM icon
657
Waste Management
WM
$95B
$443K 0.01%
+3,911
New +$432K
ITB icon
658
PUT
iShares US Home Construction ETF
ITB
$2.32B
$442K 0.01%
+7,800
New +$408K
DEO icon
659
PUT
Diageo
DEO
$49.6B
$441K 0.01%
3,200
+1,000
+45% +$138K
ROK icon
660
CALL
Rockwell Automation
ROK
$51.1B
$441K 0.01%
2,000
+700
+54% +$156K
DLR icon
661
PUT
Digital Realty Trust
DLR
$69.6B
$440K 0.01%
3,000
-200
-6% -$30K
CNC icon
662
Centene
CNC
$30.5B
$439K 0.01%
+7,523
New +$467K
BND icon
663
Vanguard Total Bond Market
BND
$158B
$437K 0.01%
4,958
-2,703
-35% -$240K
EL icon
664
PUT
Estee Lauder
EL
$30.4B
$437K 0.01%
2,000
-9,100
-82% -$1.87M
CBRL icon
665
PUT
Cracker Barrel
CBRL
$1.26B
$436K 0.01%
3,800
+1,100
+41% +$129K
CCL icon
666
CALL
Carnival Corporation Ltd
CCL
$38.1B
$436K 0.01%
28,700
-12,500
-30% -$193K
TROW icon
667
PUT
T. Rowe Price
TROW
$25.5B
$436K 0.01%
+3,400
New +$450K
TSM icon
668
TSMC
TSM
$1.94T
$436K 0.01%
+5,381
New +$409K
FDS icon
669
CALL
Factset
FDS
$10B
$435K 0.01%
1,300
-2,600
-67% -$899K
TJX icon
670
CALL
TJX Companies
TJX
$179B
$434K 0.01%
7,800
-1,100
-12% -$59.3K
AAL icon
671
CALL
American Airlines Group
AAL
$9.82B
$433K 0.01%
35,200
-15,800
-31% -$198K
TTWO icon
672
CALL
Take-Two Interactive
TTWO
$46.1B
$430K 0.01%
2,600
-400
-13% -$65K
CHRW icon
673
CALL
C.H. Robinson
CHRW
$20.5B
$429K 0.01%
+4,200
New +$394K
GD icon
674
CALL
General Dynamics
GD
$103B
$429K 0.01%
3,100
+200
+7% +$29.5K
RIO icon
675
PUT
Rio Tinto
RIO
$152B
$429K 0.01%
7,100
+1,700
+31% +$104K
25 26
27
28 29

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OAM
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NOCM
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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.