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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
MCK icon
1001
CALL
McKesson
MCK
$104B
$238K ﹤0.01%
1,600
+100
+7% +$15.2K
VTI icon
1002
PUT
Vanguard Total Stock Market ETF
VTI
$646B
$238K ﹤0.01%
+1,400
New +$235K
ROP icon
1003
PUT
Roper Technologies
ROP
$40.4B
$237K ﹤0.01%
600
-500
-45% -$208K
FFTI
1004
DELISTED
FormulaFolios Tactical Income ETF
FFTI
$237K ﹤0.01%
+9,906
New +$238K
IGHG icon
1005
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
$236K ﹤0.01%
+3,302
New +$238K
M icon
1006
CALL
Macy's
M
$6.51B
$236K ﹤0.01%
41,400
-60,100
-59% -$401K
SMFG icon
1007
Sumitomo Mitsui Financial
SMFG
$159B
$236K ﹤0.01%
+42,255
New +$242K
NUAN
1008
DELISTED
Nuance Communications, Inc.
NUAN
$236K ﹤0.01%
+7,120
New +$207K
C icon
1009
Citigroup
C
$213B
$235K ﹤0.01%
5,441
-33,611
-86% -$1.67M
CG icon
1010
Carlyle Group
CG
$16.1B
$235K ﹤0.01%
9,530
+244
+3% +$6.58K
CVNA icon
1011
Carvana
CVNA
$47.5B
$235K ﹤0.01%
+5,275
New +$187K
EFX icon
1012
CALL
Equifax
EFX
$22B
$235K ﹤0.01%
1,500
-6,100
-80% -$999K
MLM icon
1013
Martin Marietta Materials
MLM
$34.2B
$235K ﹤0.01%
+998
New +$216K
SCHX icon
1014
Schwab US Large- Cap ETF
SCHX
$70.3B
$235K ﹤0.01%
+17,460
New +$232K
SGEN
1015
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
$235K ﹤0.01%
+1,200
New +$201K
KSU
1016
PUT
DELISTED
Kansas City Southern
KSU
$235K ﹤0.01%
1,300
-300
-19% -$51.9K
IEX icon
1017
IDEX
IEX
$17B
$234K ﹤0.01%
+1,284
New +$222K
KR icon
1018
CALL
Kroger
KR
$36.7B
$234K ﹤0.01%
6,900
-5,700
-45% -$197K
CSX icon
1019
PUT
CSX Corp
CSX
$94B
$233K ﹤0.01%
+9,000
New +$222K
IRTC icon
1020
iRhythm Holdings
IRTC
$4.02B
$233K ﹤0.01%
+980
New +$173K
MDB icon
1021
PUT
MongoDB
MDB
$25.8B
$232K ﹤0.01%
1,000
-1,300
-57% -$282K
QRVO icon
1022
CALL
Qorvo
QRVO
$7.9B
$232K ﹤0.01%
1,800
-1,000
-36% -$124K
DISH
1023
CALL
DELISTED
DISH Network Corp.
DISH
$232K ﹤0.01%
8,000
-6,600
-45% -$218K
DFS
1024
PUT
DELISTED
Discover Financial Services
DFS
$231K ﹤0.01%
4,000
-4,900
-55% -$257K
EAT icon
1025
CALL
Brinker International
EAT
$8.82B
$231K ﹤0.01%
+5,400
New +$188K
39 40
41
42 43

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OAM
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NOCM
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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.