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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
CHKP icon
726
CALL
Check Point Software Technologies
CHKP
$14.3B
$385K 0.01%
3,200
+1,100
+52% +$134K
FXN icon
727
First Trust Energy AlphaDEX Fund
FXN
$379M
$385K 0.01%
+68,729
New +$447K
WEC icon
728
WEC Energy
WEC
$36.3B
$385K 0.01%
+3,972
New +$370K
PPLI
729
PUT
People Inc
PPLI
$3.12B
$383K 0.01%
5,863
+268
+5% +$18.4K
CVX icon
730
PUT
Chevron
CVX
$382B
$382K 0.01%
5,300
+1,100
+26% +$92.5K
EPD icon
731
Enterprise Products Partners
EPD
$83.7B
$382K 0.01%
+24,194
New +$424K
XLB icon
732
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$382K 0.01%
12,000
-45,600
-79% -$1.42M
COF icon
733
PUT
Capital One
COF
$128B
$381K 0.01%
5,300
-36,500
-87% -$2.44M
KMB icon
734
Kimberly-Clark
KMB
$37.6B
$381K 0.01%
+2,583
New +$388K
SE icon
735
Sea Limited
SE
$66.4B
$381K 0.01%
+2,474
New +$334K
XPO icon
736
PUT
XPO
XPO
$23.4B
$381K 0.01%
+13,011
New +$374K
BMO icon
737
PUT
Bank of Montreal
BMO
$123B
$380K 0.01%
6,500
+100
+2% +$5.79K
ZTS icon
738
PUT
Zoetis
ZTS
$32.7B
$380K 0.01%
+2,300
New +$353K
CAT icon
739
Caterpillar
CAT
$361B
$379K 0.01%
2,541
-4,352
-63% -$611K
FXE icon
740
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
$379K 0.01%
+3,437
New +$379K
REGN icon
741
Regeneron Pharmaceuticals
REGN
$72.9B
$374K 0.01%
668
-6
-0.9% -$3.64K
FCX icon
742
Freeport-McMoran
FCX
$86.2B
$371K 0.01%
23,736
-16,309
-41% -$235K
IJH icon
743
CALL
iShares Core S&P Mid-Cap ETF
IJH
$121B
$371K 0.01%
+10,000
New +$374K
SLV icon
744
iShares Silver Trust
SLV
$27.7B
$370K 0.01%
17,104
-41,910
-71% -$953K
WBA
745
PUT
DELISTED
Walgreens Boots Alliance
WBA
$370K 0.01%
+10,300
New +$403K
SIL icon
746
Global X Silver Miners ETF NEW
SIL
$3.93B
$369K 0.01%
+8,508
New +$388K
CAR icon
747
PUT
Avis
CAR
$5.47B
$368K 0.01%
14,000
+300
+2% +$9.04K
FIVE icon
748
CALL
Five Below
FIVE
$11.6B
$368K 0.01%
2,900
-1,200
-29% -$137K
CHWY icon
749
CALL
Chewy
CHWY
$9.54B
$367K 0.01%
6,700
-1,800
-21% -$97.1K
PPLI
750
People Inc
PPLI
$3.12B
$367K 0.01%
+5,608
New +$385K
28 29
30
31 32

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BCM
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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.