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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
PANW icon
751
PUT
Palo Alto Networks
PANW
$256B
$367K 0.01%
9,000
-6,600
-42% -$275K
EWQ icon
752
iShares MSCI France ETF
EWQ
$328M
$366K 0.01%
+13,113
New +$377K
TFX icon
753
Teleflex
TFX
$5.96B
$366K 0.01%
+1,075
New +$398K
VMC icon
754
PUT
Vulcan Materials
VMC
$36.8B
$366K 0.01%
+2,700
New +$339K
YINN icon
755
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
$366K 0.01%
+1,257
New +$402K
DLTR icon
756
PUT
Dollar Tree
DLTR
$24.8B
$365K 0.01%
+4,000
New +$376K
FE icon
757
CALL
FirstEnergy
FE
$28.4B
$365K 0.01%
+12,700
New +$398K
WDC icon
758
CALL
Western Digital
WDC
$159B
$365K 0.01%
13,230
+5,953
+82% +$177K
XLNX
759
PUT
DELISTED
Xilinx Inc
XLNX
$365K 0.01%
+3,500
New +$359K
OKTA icon
760
PUT
Okta
OKTA
$23.8B
$364K 0.01%
1,700
-1,400
-45% -$292K
AYX
761
CALL
DELISTED
Alteryx Inc
AYX
$363K 0.01%
+3,200
New +$436K
KGC icon
762
Kinross Gold
KGC
$27.7B
$362K 0.01%
41,081
+25,472
+163% +$220K
PXD
763
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$361K 0.01%
4,200
+100
+2% +$9.85K
CDNA icon
764
CALL
CareDx
CDNA
$1.83B
$360K 0.01%
+9,500
New +$321K
PTON icon
765
Peloton Interactive
PTON
$2.85B
$360K 0.01%
+3,626
New +$267K
NTRS icon
766
PUT
Northern Trust
NTRS
$21.8B
$359K 0.01%
+4,600
New +$369K
ROK icon
767
Rockwell Automation
ROK
$51.1B
$359K 0.01%
1,628
+530
+48% +$118K
BBY icon
768
CALL
Best Buy
BBY
$19B
$356K 0.01%
3,200
-6,600
-67% -$675K
LII icon
769
PUT
Lennox International
LII
$15B
$354K 0.01%
+1,300
New +$347K
VTIP icon
770
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$354K 0.01%
+6,942
New +$352K
AZO icon
771
PUT
AutoZone
AZO
$51.3B
$353K 0.01%
300
– –
HLT icon
772
Hilton Worldwide
HLT
$72.4B
$352K 0.01%
+4,130
New +$345K
IYT icon
773
iShares US Transportation ETF
IYT
$2.28B
$350K 0.01%
7,028
-6,392
-48% -$299K
NIO icon
774
CALL
NIO
NIO
$11.9B
$350K 0.01%
16,500
+100
+0.6% +$1.54K
FDN icon
775
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$349K 0.01%
+1,853
New +$342K
29 30
31
32 33

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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.