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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
DUK icon
976
PUT
Duke Energy
DUK
$101B
$248K 0.01%
2,800
-1,100
-28% -$90.7K
EA icon
977
CALL
Electronic Arts
EA
$52.4B
$248K 0.01%
1,900
-4,200
-69% -$572K
PULS icon
978
PGIM Ultra Short Bond ETF
PULS
$17.7B
$248K 0.01%
+4,963
New +$248K
BURL icon
979
CALL
Burlington
BURL
$23.4B
$247K 0.01%
1,200
-800
-40% -$156K
QLD icon
980
ProShares Ultra QQQ
QLD
$11.7B
$247K 0.01%
+10,784
New +$238K
COUP
981
PUT
DELISTED
Coupa Software Incorporated
COUP
$247K 0.01%
900
-700
-44% -$204K
CIEN icon
982
Ciena
CIEN
$46.8B
$246K 0.01%
+6,193
New +$326K
PSMT icon
983
CALL
Pricesmart
PSMT
$5.94B
$246K 0.01%
+3,700
New +$244K
QAI icon
984
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1B
$246K 0.01%
7,948
-477
-6% -$14.8K
DBX icon
985
PUT
Dropbox
DBX
$7.78B
$245K 0.01%
+12,700
New +$264K
HDGE icon
986
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.3M
$245K 0.01%
+5,467
New +$248K
FSR
987
DELISTED
Fisker Inc.
FSR
$245K 0.01%
+17,007
New +$232K
JD icon
988
JD.com
JD
$43.5B
$244K 0.01%
+3,147
New +$219K
TSN icon
989
PUT
Tyson Foods
TSN
$21.5B
$244K 0.01%
+4,100
New +$253K
URI icon
990
PUT
United Rentals
URI
$65.7B
$244K 0.01%
1,400
-8,000
-85% -$1.34M
EUM icon
991
ProShares Trust Short MSCI Emerging Markets
EUM
$10.1M
$243K 0.01%
+7,857
New +$245K
ROST icon
992
CALL
Ross Stores
ROST
$80.8B
$243K 0.01%
2,600
-3,400
-57% -$305K
UNG icon
993
United States Natural Gas Fund
UNG
$450M
$243K 0.01%
5,333
-645
-11% -$30.9K
SJB icon
994
ProShares Short High Yield
SJB
$51.9M
$242K ﹤0.01%
+12,139
New +$243K
CMD
995
PUT
DELISTED
Cantel Medical Corporation
CMD
$242K ﹤0.01%
5,500
– –
HBI
996
PUT
DELISTED
Hanesbrands
HBI
$241K ﹤0.01%
+15,300
New +$225K
LDOS icon
997
PUT
Leidos
LDOS
$14.4B
$241K ﹤0.01%
+2,700
New +$244K
MDIV icon
998
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$241K ﹤0.01%
17,949
-3,802
-17% -$52.9K
WDC icon
999
PUT
Western Digital
WDC
$159B
$241K ﹤0.01%
+8,732
New +$260K
EPD icon
1000
CALL
Enterprise Products Partners
EPD
$83.7B
$240K ﹤0.01%
15,200
-5,100
-25% -$89.3K
38 39
40
41 42

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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.