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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
DRI icon
876
PUT
Darden Restaurants
DRI
$24.3B
$292K 0.01%
2,900
-8,300
-74% -$690K
PCY icon
877
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$292K 0.01%
+10,776
New +$298K
UAL icon
878
PUT
United Airlines
UAL
$38.8B
$292K 0.01%
8,400
-22,500
-73% -$778K
FSLR icon
879
PUT
First Solar
FSLR
$21.4B
$291K 0.01%
+4,400
New +$292K
RCL icon
880
Royal Caribbean
RCL
$86.5B
$291K 0.01%
+4,503
New +$265K
STX icon
881
PUT
Seagate
STX
$174B
$291K 0.01%
+5,900
New +$277K
TSN icon
882
CALL
Tyson Foods
TSN
$21.5B
$291K 0.01%
+4,900
New +$302K
VALE icon
883
Vale
VALE
$62.3B
$290K 0.01%
27,456
+2,122
+8% +$23.8K
KRE icon
884
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$289K 0.01%
8,100
-40,400
-83% -$1.52M
MKTX icon
885
PUT
MarketAxess Holdings
MKTX
$4.47B
$289K 0.01%
600
-300
-33% -$148K
TOTL icon
886
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$289K 0.01%
+5,854
New +$290K
HYG icon
887
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$288K 0.01%
3,438
-23,649
-87% -$1.99M
VNQI icon
888
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
$288K 0.01%
5,926
-2,192
-27% -$107K
EWL icon
889
iShares MSCI Switzerland ETF
EWL
$2.17B
$286K 0.01%
6,954
-3,831
-36% -$158K
GOOS
890
CALL
Canada Goose Holdings
GOOS
$903M
$286K 0.01%
+8,900
New +$219K
GSK icon
891
CALL
GSK
GSK
$107B
$286K 0.01%
6,080
-8,160
-57% -$409K
MRVL icon
892
PUT
Marvell Technology
MRVL
$147B
$286K 0.01%
+7,200
New +$265K
BEKE icon
893
KE Holdings
BEKE
$18.4B
$285K 0.01%
+4,653
New +$232K
WYNN icon
894
Wynn Resorts
WYNN
$10.3B
$285K 0.01%
3,964
-1,265
-24% -$100K
PLCE icon
895
CALL
Children's Place
PLCE
$53.8M
$284K 0.01%
+10,000
New +$274K
OIH icon
896
CALL
VanEck Oil Services ETF
OIH
$1.97B
$283K 0.01%
+2,900
New +$356K
ITUB icon
897
Itaú Unibanco
ITUB
$89.8B
$282K 0.01%
97,241
-132,581
-58% -$450K
PLD icon
898
CALL
Prologis
PLD
$136B
$282K 0.01%
+2,800
New +$281K
ICE icon
899
Intercontinental Exchange
ICE
$87.2B
$281K 0.01%
2,812
-279
-9% -$27.5K
MTCH icon
900
Match Group
MTCH
$9.19B
$280K 0.01%
+2,527
New +$268K
34 35
36
37 38

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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.