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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
QID icon
776
ProShares UltraShort QQQ
QID
$305M
$348K 0.01%
+1,839
New +$381K
RL icon
777
Ralph Lauren
RL
$22.4B
$348K 0.01%
+5,125
New +$365K
GD icon
778
PUT
General Dynamics
GD
$103B
$346K 0.01%
2,500
-1,900
-43% -$281K
PSX icon
779
Phillips 66
PSX
$82.9B
$344K 0.01%
+6,627
New +$404K
XLB icon
780
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$344K 0.01%
10,800
-14,000
-56% -$435K
EUFN icon
781
iShares MSCI Europe Financials ETF
EUFN
$4B
$343K 0.01%
+24,997
New +$370K
PGR icon
782
Progressive
PGR
$128B
$340K 0.01%
+3,594
New +$323K
SPLK
783
PUT
DELISTED
Splunk Inc
SPLK
$339K 0.01%
1,800
-3,600
-67% -$717K
AAP icon
784
PUT
Advance Auto Parts
AAP
$3.53B
$338K 0.01%
2,200
-300
-12% -$45.2K
NEAR icon
785
iShares Short Maturity Bond ETF
NEAR
$4.82B
$338K 0.01%
6,736
-680
-9% -$34.1K
DUK icon
786
CALL
Duke Energy
DUK
$101B
$337K 0.01%
3,800
+100
+3% +$8.24K
MA icon
787
Mastercard
MA
$498B
$337K 0.01%
996
-7,571
-88% -$2.46M
WORK
788
CALL
DELISTED
Slack Technologies, Inc.
WORK
$336K 0.01%
12,500
-8,400
-40% -$247K
CME icon
789
PUT
CME Group
CME
$95.4B
$335K 0.01%
2,000
-100
-5% -$16.8K
ERIC icon
790
PUT
Ericsson
ERIC
$32.1B
$335K 0.01%
+30,800
New +$340K
AGNC icon
791
AGNC Investment
AGNC
$12.7B
$333K 0.01%
+23,933
New +$329K
SAP icon
792
SAP
SAP
$215B
$332K 0.01%
2,131
+234
+12% +$37.2K
ABMD
793
CALL
DELISTED
Abiomed Inc
ABMD
$332K 0.01%
1,200
-300
-20% -$86.4K
ZTS icon
794
CALL
Zoetis
ZTS
$32.7B
$331K 0.01%
2,000
+400
+25% +$61.5K
AON icon
795
PUT
Aon
AON
$80.6B
$330K 0.01%
+1,600
New +$320K
KBH icon
796
CALL
KB Home
KBH
$3.5B
$330K 0.01%
+8,600
New +$301K
WORK
797
PUT
DELISTED
Slack Technologies, Inc.
WORK
$330K 0.01%
12,300
-10,900
-47% -$321K
HAL icon
798
CALL
Halliburton
HAL
$26.1B
$329K 0.01%
+27,300
New +$395K
BMRN icon
799
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$327K 0.01%
4,300
-1,200
-22% -$121K
BDX icon
800
CALL
Becton Dickinson
BDX
$46.4B
$326K 0.01%
1,435
-1,743
-55% -$428K
30 31
32
33 34

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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.