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
SYY icon
676
PUT
Sysco
SYY
$40.6B
$429K 0.01%
6,900
-900
-12% -$52.4K
OKTA icon
677
CALL
Okta
OKTA
$24.4B
$428K 0.01%
2,000
-1,300
-39% -$271K
SIRI icon
678
SiriusXM
SIRI
$10.4B
$428K 0.01%
+7,983
New +$458K
TECL icon
679
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.1B
$428K 0.01%
14,000
-10,000
-42% -$288K
DEO icon
680
CALL
Diageo
DEO
$49.5B
$427K 0.01%
3,100
+800
+35% +$110K
F icon
681
CALL
Ford
F
$59.3B
$427K 0.01%
64,100
+10,000
+18% +$67.7K
SAN icon
682
Banco Santander
SAN
$202B
$425K 0.01%
239,778
+186,299
+348% +$400K
TGT icon
683
Target
TGT
$65.6B
$424K 0.01%
2,696
+569
+27% +$78.1K
LULU icon
684
lululemon athletica
LULU
$13.6B
$421K 0.01%
+1,279
New +$427K
DNKN
685
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$418K 0.01%
5,100
+600
+13% +$43.3K
XME icon
686
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$417K 0.01%
17,930
-6,488
-27% -$153K
DD icon
687
DuPont de Nemours
DD
$18.7B
$416K 0.01%
5,978
+430
+8% +$30.1K
SYK icon
688
Stryker
SYK
$133B
$416K 0.01%
1,998
+263
+15% +$51.1K
IQ icon
689
PUT
iQIYI
IQ
$1.24B
$415K 0.01%
+18,400
New +$403K
MGM icon
690
MGM Resorts International
MGM
$11.7B
$415K 0.01%
+19,101
New +$379K
ORLY icon
691
CALL
O'Reilly Automotive
ORLY
$72.4B
$415K 0.01%
13,500
-10,500
-44% -$319K
PTLC icon
692
Pacer Trendpilot US Large Cap ETF
PTLC
$3.24B
$415K 0.01%
14,045
-24,925
-64% -$726K
VTWO icon
693
Vanguard Russell 2000 ETF
VTWO
$17.4B
$415K 0.01%
+6,860
New +$416K
ANET icon
694
CALL
Arista Networks
ANET
$215B
$414K 0.01%
32,000
+4,800
+18% +$65.9K
KMX icon
695
CALL
CarMax
KMX
$8.33B
$414K 0.01%
4,500
-5,800
-56% -$579K
COST icon
696
Costco
COST
$423B
$411K 0.01%
1,158
-4,749
-80% -$1.6M
CRWD icon
697
CrowdStrike
CRWD
$189B
$411K 0.01%
+11,964
New +$349K
NOC icon
698
PUT
Northrop Grumman
NOC
$76B
$410K 0.01%
1,300
-800
-38% -$261K
WFC icon
699
CALL
Wells Fargo
WFC
$258B
$409K 0.01%
17,400
+5,500
+46% +$136K
PPLI
700
CALL
People Inc
PPLI
$3.08B
$407K 0.01%
6,229
-44,689
-88% -$3.07M
26 27
28
29 30

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.