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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
CMG icon
51
PUT
Chipotle Mexican Grill
CMG
$43B
$9.58M 0.2%
385,000
-45,000
-10% -$1.08M
ADBE icon
52
CALL
Adobe
ADBE
$99B
$9.32M 0.19%
19,000
+6,700
+54% +$3.12M
NFLX icon
53
CALL
Netflix
NFLX
$301B
$9M 0.18%
180,000
+25,000
+16% +$1.24M
DCUE
54
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$8.95M 0.18%
87,989
-54,923
-38% -$5.58M
NFLX icon
55
PUT
Netflix
NFLX
$301B
$8.45M 0.17%
169,000
+15,000
+10% +$747K
NEE.PRQ
56
DELISTED
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
$8.36M 0.17%
+175,000
New +$8.34M
PG icon
57
CALL
Procter & Gamble
PG
$347B
$8.19M 0.17%
58,900
+25,800
+78% +$3.43M
TLT icon
58
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$8.13M 0.17%
49,800
-14,900
-23% -$2.47M
CME icon
59
CME Group
CME
$93.5B
$7.92M 0.16%
47,364
+1,381
+3% +$233K
CMG icon
60
CALL
Chipotle Mexican Grill
CMG
$43B
$7.46M 0.15%
300,000
-25,000
-8% -$603K
TLT icon
61
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$7.46M 0.15%
45,700
-4,300
-9% -$713K
BAC.PRL icon
62
Bank of America Series L
BAC.PRL
$3.98B
$7.43M 0.15%
4,991
– –
SLV icon
63
PUT
iShares Silver Trust
SLV
$27.6B
$7.28M 0.15%
336,200
+190,500
+131% +$4.33M
JPM icon
64
CALL
JPMorgan Chase
JPM
$950B
$7.19M 0.15%
74,700
+22,700
+44% +$2.23M
FDX icon
65
PUT
FedEx
FDX
$74B
$7.14M 0.15%
28,400
-5,700
-17% -$1.14M
XLF icon
66
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$7.13M 0.15%
296,404
+242,857
+454% +$5.91M
HD icon
67
PUT
Home Depot
HD
$343B
$6.97M 0.14%
25,100
+6,800
+37% +$1.84M
SRE icon
68
PUT
Sempra
SRE
$59.2B
$6.97M 0.14%
117,800
+9,000
+8% +$554K
CFXA
69
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.9M 0.14%
51,389
-125,082
-71% -$17.1M
QQQ icon
70
Invesco QQQ Trust
QQQ
$445B
$6.79M 0.14%
24,436
+4,626
+23% +$1.25M
XLE icon
71
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$6.69M 0.14%
447,000
-250,200
-36% -$4.44M
HD icon
72
CALL
Home Depot
HD
$343B
$6.69M 0.14%
24,100
-5,800
-19% -$1.57M
FTV icon
73
CALL
Fortive
FTV
$19.5B
$6.65M 0.14%
138,437
– –
AEP icon
74
American Electric Power
AEP
$72.4B
$6.56M 0.13%
80,299
+41,117
+105% +$3.39M
EFA icon
75
iShares MSCI EAFE ETF
EFA
$76.8B
$6.53M 0.13%
102,559
+48,322
+89% +$3.09M
1 2
3
4 5

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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.