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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
SHM icon
701
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$407K 0.01%
+8,153
New +$407K
HYS icon
702
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$406K 0.01%
4,331
-2,401
-36% -$225K
PXD
703
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$404K 0.01%
4,700
-11,200
-70% -$1.1M
FAZ icon
704
Direxion Daily Financial Bear 3x ETF
FAZ
$85.8M
$401K 0.01%
+331
New +$402K
DWFI
705
DELISTED
SPDR Dorsey Wright Fixed Income Allocation ETF
DWFI
$401K 0.01%
+16,527
New +$400K
TXN icon
706
CALL
Texas Instruments
TXN
$248B
$400K 0.01%
2,800
+300
+12% +$40.8K
KMB icon
707
CALL
Kimberly-Clark
KMB
$37.6B
$399K 0.01%
+2,700
New +$405K
ORCL icon
708
Oracle
ORCL
$339B
$399K 0.01%
+6,691
New +$380K
SCHZ icon
709
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$399K 0.01%
+14,216
New +$401K
TOL icon
710
PUT
Toll Brothers
TOL
$14B
$399K 0.01%
+8,200
New +$332K
BIIB icon
711
PUT
Biogen
BIIB
$30.9B
$397K 0.01%
1,400
-14,700
-91% -$4.1M
CP icon
712
CALL
Canadian Pacific Kansas City
CP
$81B
$396K 0.01%
6,500
-9,000
-58% -$514K
CZR icon
713
Caesars Entertainment
CZR
$6.06B
$396K 0.01%
+7,071
New +$311K
GDXJ icon
714
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$394K 0.01%
7,118
-11,600
-62% -$669K
EWU icon
715
iShares MSCI United Kingdom ETF
EWU
$4.1B
$393K 0.01%
+15,428
New +$406K
UNH icon
716
UnitedHealth
UNH
$382B
$393K 0.01%
1,260
+312
+33% +$95.8K
FISV
717
CALL
Fiserv Inc
FISV
$29.7B
$392K 0.01%
3,800
+200
+6% +$19.9K
GWW icon
718
PUT
W.W. Grainger
GWW
$64.2B
$392K 0.01%
1,100
– –
NBIX icon
719
Neurocrine Biosciences
NBIX
$18.2B
$388K 0.01%
+4,036
New +$467K
SPG icon
720
CALL
Simon Property Group
SPG
$76.4B
$388K 0.01%
+6,000
New +$393K
PII icon
721
CALL
Polaris
PII
$3.83B
$387K 0.01%
4,100
-1,800
-31% -$177K
SHAK icon
722
PUT
Shake Shack
SHAK
$2.54B
$387K 0.01%
+6,000
New +$348K
KMX icon
723
PUT
CarMax
KMX
$8.39B
$386K 0.01%
4,200
-2,800
-40% -$280K
RY icon
724
PUT
Royal Bank of Canada
RY
$287B
$386K 0.01%
5,500
+1,300
+31% +$93.4K
AYX
725
PUT
DELISTED
Alteryx Inc
AYX
$386K 0.01%
+3,400
New +$463K
27 28
29
30 31

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BCM
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OAM
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NOCM
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QIM
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SLT
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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.