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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
AKAM icon
951
CALL
Akamai
AKAM
$15.6B
$254K 0.01%
2,300
-500
-18% -$55.5K
CI icon
952
PUT
Cigna
CI
$78.4B
$254K 0.01%
1,500
– –
PSX icon
953
PUT
Phillips 66
PSX
$82.9B
$254K 0.01%
+4,900
New +$299K
AEP icon
954
CALL
American Electric Power
AEP
$70.4B
$253K 0.01%
+3,100
New +$255K
COF icon
955
Capital One
COF
$128B
$253K 0.01%
3,523
-12,272
-78% -$820K
GIS icon
956
PUT
General Mills
GIS
$20.2B
$253K 0.01%
4,100
-5,700
-58% -$356K
RPG icon
957
Invesco S&P 500 Pure Growth ETF
RPG
$1.9B
$253K 0.01%
+8,945
New +$249K
CPB icon
958
CALL
Campbell Soup
CPB
$6.85B
$252K 0.01%
5,200
-200
-4% -$9.87K
UPRO icon
959
CALL
ProShares UltraPro S&P 500
UPRO
$4.89B
$252K 0.01%
+9,000
New +$246K
ADP icon
960
Automatic Data Processing
ADP
$109B
$251K 0.01%
+1,802
New +$253K
INFY icon
961
Infosys
INFY
$51B
$251K 0.01%
+18,191
New +$227K
STX icon
962
CALL
Seagate
STX
$174B
$251K 0.01%
+5,100
New +$240K
ONC
963
BeOne Medicines Ltd
ONC
$33.9B
$251K 0.01%
878
-362
-29% -$85.1K
DLTR icon
964
Dollar Tree
DLTR
$24.8B
$250K 0.01%
+2,735
New +$257K
SNA icon
965
CALL
Snap-on
SNA
$21.5B
$250K 0.01%
+1,700
New +$247K
SYK icon
966
PUT
Stryker
SYK
$135B
$250K 0.01%
1,200
-900
-43% -$175K
UBS icon
967
UBS Group
UBS
$170B
$250K 0.01%
+22,426
New +$269K
VYMI icon
968
Vanguard International High Dividend Yield ETF
VYMI
$20.3B
$250K 0.01%
+4,805
New +$258K
CSX icon
969
CALL
CSX Corp
CSX
$94B
$249K 0.01%
+9,600
New +$237K
DOW icon
970
PUT
Dow Inc
DOW
$22B
$249K 0.01%
5,300
-6,000
-53% -$269K
NI icon
971
NiSource
NI
$21.5B
$249K 0.01%
+11,302
New +$262K
PBW icon
972
CALL
Invesco WilderHill Clean Energy ETF
PBW
$379M
$249K 0.01%
+4,100
New +$213K
SPHD icon
973
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.41B
$249K 0.01%
+7,561
New +$255K
XLC icon
974
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$249K 0.01%
+4,200
New +$249K
DBO icon
975
Invesco DB Oil Fund
DBO
$401M
$248K 0.01%
34,526
-11,810
-25% -$87.1K
37 38
39
40 41

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AWP
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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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RB
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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.