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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
GOOGL icon
76
Alphabet (Google) Class A
GOOGL
$4.08T
$6.45M 0.13%
+88,020
New +$6.71M
D icon
77
PUT
Dominion Energy
D
$62.1B
$6.44M 0.13%
81,600
+5,000
+7% +$393K
XLY icon
78
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$6.41M 0.13%
87,200
-200
-0.2% -$14.2K
HYG icon
79
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$6.28M 0.13%
74,800
-20,000
-21% -$1.68M
OEF icon
80
iShares S&P 100 ETF
OEF
$19.8B
$6.26M 0.13%
40,169
-25,107
-38% -$3.86M
SO icon
81
CALL
Southern Company
SO
$109B
$5.89M 0.12%
108,600
-700
-0.6% -$37.4K
MA icon
82
PUT
Mastercard
MA
$497B
$5.82M 0.12%
17,200
-11,500
-40% -$3.74M
SPY icon
83
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$5.77M 0.12%
17,242
+11,987
+228% +$3.97M
JPM icon
84
PUT
JPMorgan Chase
JPM
$950B
$5.68M 0.12%
59,000
+14,600
+33% +$1.43M
CRM icon
85
CALL
Salesforce
CRM
$149B
$5.48M 0.11%
21,800
+700
+3% +$153K
BURL icon
86
PUT
Burlington
BURL
$23.3B
$5.4M 0.11%
26,200
-600
-2% -$117K
MRSH
87
PUT
Marsh
MRSH
$91.7B
$5.23M 0.11%
+45,600
New +$5.23M
ISRG icon
88
CALL
Intuitive Surgical
ISRG
$130B
$5.04M 0.1%
21,300
+8,400
+65% +$1.89M
AEPPZ
89
DELISTED
American Electric Power Company, Inc. Corporate Units
AEPPZ
$4.9M 0.1%
+100,000
New +$4.88M
CRM icon
90
PUT
Salesforce
CRM
$149B
$4.8M 0.1%
19,100
+5,900
+45% +$1.29M
EEM icon
91
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$4.74M 0.1%
107,600
-47,400
-31% -$2.08M
ZM icon
92
CALL
Zoom
ZM
$26.8B
$4.65M 0.1%
9,900
-3,600
-27% -$1.15M
V icon
93
CALL
Visa
V
$697B
$4.64M 0.09%
23,200
-10,700
-32% -$2.14M
IWD icon
94
iShares Russell 1000 Value ETF
IWD
$82.2B
$4.59M 0.09%
38,874
+2,481
+7% +$294K
SJNK icon
95
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
$4.58M 0.09%
176,897
+42,102
+31% +$1.09M
AMZN icon
96
Amazon
AMZN
$2.48T
$4.57M 0.09%
29,000
+12,160
+72% +$1.92M
INTC icon
97
CALL
Intel
INTC
$435B
$4.55M 0.09%
87,800
+54,300
+162% +$2.82M
XYZ
98
CALL
Block Inc
XYZ
$49.5B
$4.44M 0.09%
27,300
+4,100
+18% +$579K
PYPL icon
99
CALL
PayPal
PYPL
$51.4B
$4.43M 0.09%
22,500
+9,100
+68% +$1.71M
BDX icon
100
Becton Dickinson
BDX
$45.8B
$4.32M 0.09%
19,039
+9,587
+101% +$2.36M
2 3
4
5 6

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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.