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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
LVS icon
851
PUT
Las Vegas Sands
LVS
$31.4B
$303K 0.01%
6,500
-6,800
-51% -$325K
PAAS icon
852
PUT
Pan American Silver
PAAS
$17.9B
$302K 0.01%
+9,400
New +$323K
TMO icon
853
Thermo Fisher Scientific
TMO
$214B
$302K 0.01%
+683
New +$282K
APA icon
854
CALL
APA Corp
APA
$13B
$301K 0.01%
+31,800
New +$436K
DHR icon
855
CALL
Danaher
DHR
$138B
$301K 0.01%
1,579
-4,851
-75% -$863K
ING icon
856
ING
ING
$92.9B
$301K 0.01%
+42,551
New +$325K
LH icon
857
PUT
Labcorp
LH
$25.2B
$301K 0.01%
1,862
-8,498
-82% -$1.35M
DAL icon
858
Delta Air Lines
DAL
$56.7B
$300K 0.01%
9,825
-10,600
-52% -$306K
GME icon
859
GameStop
GME
$9.8B
$300K 0.01%
117,808
+33,524
+40% +$48.5K
CRM icon
860
Salesforce
CRM
$154B
$298K 0.01%
1,185
+71
+6% +$15.5K
MGM icon
861
CALL
MGM Resorts International
MGM
$11.7B
$298K 0.01%
13,700
-80,200
-85% -$1.59M
RCL icon
862
CALL
Royal Caribbean
RCL
$86.5B
$298K 0.01%
4,600
-200
-4% -$11.8K
CERN
863
DELISTED
Cerner Corp
CERN
$298K 0.01%
+4,125
New +$294K
BAC icon
864
Bank of America
BAC
$429B
$297K 0.01%
12,322
-34,721
-74% -$864K
CLH icon
865
CALL
Clean Harbors
CLH
$17.2B
$297K 0.01%
5,300
+300
+6% +$17.8K
FMC icon
866
PUT
FMC
FMC
$1.25B
$297K 0.01%
2,800
-100
-3% -$10.7K
TMUS icon
867
CALL
T-Mobile US
TMUS
$195B
$297K 0.01%
2,600
-700
-21% -$77.6K
TTWO icon
868
PUT
Take-Two Interactive
TTWO
$46.1B
$297K 0.01%
1,800
-800
-31% -$130K
BBD icon
869
Banco Bradesco
BBD
$37.4B
$296K 0.01%
+104,324
New +$342K
PHM icon
870
PUT
Pultegroup
PHM
$25.2B
$296K 0.01%
+6,400
New +$274K
IMAX icon
871
CALL
IMAX
IMAX
$2.67B
$295K 0.01%
+24,700
New +$319K
IWD icon
872
CALL
iShares Russell 1000 Value ETF
IWD
$81.4B
$295K 0.01%
2,500
+500
+25% +$59.3K
RACE icon
873
CALL
Ferrari
RACE
$67.8B
$295K 0.01%
1,600
-2,300
-59% -$428K
RTX icon
874
RTX Corp
RTX
$290B
$295K 0.01%
5,120
+1,264
+33% +$77K
FTSM icon
875
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$293K 0.01%
+4,876
New +$293K
33 34
35
36 37

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BCM
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OAM
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NOCM
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QIM
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SLT
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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.