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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
CPB icon
926
PUT
Campbell Soup
CPB
$6.85B
$266K 0.01%
5,500
+1,400
+34% +$69.1K
GGB icon
927
Gerdau
GGB
$9.54B
$266K 0.01%
+90,476
New +$248K
MTCH icon
928
CALL
Match Group
MTCH
$9.19B
$266K 0.01%
+2,400
New +$254K
SQQQ icon
929
ProShares UltraPro Short QQQ
SQQQ
$2.31B
$266K 0.01%
89
+38
+75% +$132K
VMBS icon
930
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$265K 0.01%
4,882
-10,274
-68% -$558K
DECK icon
931
CALL
Deckers Outdoor
DECK
$14.1B
$264K 0.01%
7,200
-12,600
-64% -$436K
DECK icon
932
PUT
Deckers Outdoor
DECK
$14.1B
$264K 0.01%
7,200
-1,800
-20% -$62.2K
LYV icon
933
CALL
Live Nation Entertainment
LYV
$42.9B
$264K 0.01%
4,900
-1,600
-25% -$82.5K
RWX icon
934
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$264K 0.01%
8,886
+1,181
+15% +$35.3K
BJRI icon
935
BJ's Restaurants
BJRI
$1.47B
$263K 0.01%
+8,934
New +$230K
DRE
936
DELISTED
Duke Realty Corp.
DRE
$263K 0.01%
+7,138
New +$269K
PINS icon
937
Pinterest
PINS
$13.7B
$262K 0.01%
+6,300
New +$205K
VRTX icon
938
Vertex Pharmaceuticals
VRTX
$123B
$262K 0.01%
963
-638
-40% -$176K
WSM icon
939
PUT
Williams-Sonoma
WSM
$27.5B
$262K 0.01%
5,800
-1,600
-22% -$71.1K
IGF icon
940
iShares Global Infrastructure ETF
IGF
$10.9B
$261K 0.01%
6,754
+721
+12% +$28.4K
CGC
941
Canopy Growth
CGC
$376M
$260K 0.01%
+1,819
New +$305K
DFS
942
DELISTED
Discover Financial Services
DFS
$259K 0.01%
4,474
-1,488
-25% -$77.9K
DUK icon
943
Duke Energy
DUK
$101B
$259K 0.01%
+2,924
New +$241K
MTN icon
944
PUT
Vail Resorts
MTN
$5.7B
$257K 0.01%
1,200
-1,200
-50% -$247K
PGR icon
945
PUT
Progressive
PGR
$128B
$256K 0.01%
+2,700
New +$243K
TJX icon
946
PUT
TJX Companies
TJX
$179B
$256K 0.01%
4,600
-14,700
-76% -$792K
ASH icon
947
CALL
Ashland
ASH
$3.34B
$255K 0.01%
+3,600
New +$267K
COTY icon
948
Coty
COTY
$2.4B
$255K 0.01%
94,341
+53,938
+133% +$204K
IRM icon
949
CALL
Iron Mountain
IRM
$35.9B
$255K 0.01%
+9,500
New +$270K
MS icon
950
Morgan Stanley
MS
$319B
$255K 0.01%
5,275
-6,496
-55% -$327K
36 37
38
39 40

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BCM
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OAM
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NOCM
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TIM
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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.