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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
NOC icon
826
CALL
Northrop Grumman
NOC
$76B
$315K 0.01%
1,000
-3,200
-76% -$1.04M
CIM
827
Chimera Investment
CIM
$1.06B
$314K 0.01%
+12,777
New +$340K
WMB icon
828
Williams Companies
WMB
$85.8B
$314K 0.01%
+15,960
New +$325K
BBY icon
829
Best Buy
BBY
$19B
$313K 0.01%
+2,813
New +$288K
CB icon
830
Chubb
CB
$140B
$313K 0.01%
2,694
-6,105
-69% -$767K
PFE icon
831
Pfizer
PFE
$143B
$313K 0.01%
9,000
-18,623
-67% -$653K
RL icon
832
PUT
Ralph Lauren
RL
$22.4B
$313K 0.01%
+4,600
New +$328K
CHTR icon
833
CALL
Charter Communications
CHTR
$17.3B
$312K 0.01%
500
-700
-58% -$413K
CHTR icon
834
PUT
Charter Communications
CHTR
$17.3B
$312K 0.01%
500
-600
-55% -$354K
ALL icon
835
CALL
Allstate
ALL
$70.6B
$311K 0.01%
+3,300
New +$308K
FDS icon
836
Factset
FDS
$10B
$311K 0.01%
928
-715
-44% -$247K
LUV icon
837
CALL
Southwest Airlines
LUV
$21.7B
$311K 0.01%
8,300
-5,500
-40% -$195K
MOS icon
838
PUT
The Mosaic Company
MOS
$7.19B
$311K 0.01%
+17,000
New +$277K
BBBY
839
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$309K 0.01%
20,600
– –
DE icon
840
Deere & Co
DE
$165B
$308K 0.01%
+1,389
New +$268K
DUST icon
841
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
$308K 0.01%
+162
New +$306K
SCHW
842
PUT
Charles Schwab
SCHW
$182B
$308K 0.01%
+8,500
New +$296K
SRE icon
843
CALL
Sempra
SRE
$58.1B
$308K 0.01%
+5,200
New +$320K
RIDE
844
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$308K 0.01%
+797
New +$191K
BP icon
845
CALL
BP
BP
$112B
$307K 0.01%
17,600
+4,500
+34% +$97.4K
EEMV icon
846
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.36B
$307K 0.01%
5,559
+86
+2% +$4.75K
ALNY icon
847
CALL
Alnylam Pharmaceuticals
ALNY
$38.3B
$306K 0.01%
+2,100
New +$298K
SDY icon
848
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$305K 0.01%
3,297
-4,707
-59% -$444K
SRLN icon
849
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$305K 0.01%
6,826
+1,585
+30% +$70.3K
ZG icon
850
PUT
Zillow
ZG
$7.85B
$305K 0.01%
+3,000
New +$234K
32 33
34
35 36

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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.