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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
IBN icon
1026
ICICI Bank
IBN
$107B
$231K ﹤0.01%
23,479
-4,674
-17% -$46.5K
PNC icon
1027
PUT
PNC Financial Services
PNC
$99.1B
$231K ﹤0.01%
2,100
-100
-5% -$10.8K
GRUB
1028
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$231K ﹤0.01%
1,600
-650
-29% -$93.7K
CCL icon
1029
Carnival Corporation Ltd
CCL
$38.1B
$230K ﹤0.01%
15,179
-31,421
-67% -$486K
VZ icon
1030
Verizon
VZ
$197B
$230K ﹤0.01%
+3,866
New +$225K
SDC
1031
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$230K ﹤0.01%
+19,696
New +$181K
LUV icon
1032
PUT
Southwest Airlines
LUV
$21.7B
$229K ﹤0.01%
6,100
-14,700
-71% -$522K
PYPL icon
1033
PayPal
PYPL
$50.3B
$228K ﹤0.01%
+1,159
New +$218K
TD icon
1034
CALL
Toronto Dominion Bank
TD
$193B
$227K ﹤0.01%
+4,900
New +$228K
EQR icon
1035
CALL
Equity Residential
EQR
$25.8B
$226K ﹤0.01%
4,400
-11,000
-71% -$608K
MPC icon
1036
CALL
Marathon Petroleum
MPC
$90.1B
$226K ﹤0.01%
7,700
-1,400
-15% -$49.2K
USB icon
1037
CALL
US Bancorp
USB
$97.9B
$226K ﹤0.01%
+6,300
New +$231K
LITE icon
1038
CALL
Lumentum
LITE
$46.9B
$225K ﹤0.01%
3,000
-800
-21% -$66.3K
NXPI icon
1039
CALL
NXP Semiconductors
NXPI
$60.8B
$225K ﹤0.01%
+1,800
New +$220K
ALB icon
1040
PUT
Albemarle
ALB
$13.4B
$223K ﹤0.01%
+2,500
New +$221K
PEG icon
1041
Public Service Enterprise Group
PEG
$38.7B
$223K ﹤0.01%
+4,055
New +$215K
SLB icon
1042
CALL
SLB Ltd
SLB
$72.7B
$223K ﹤0.01%
14,300
+3,300
+30% +$61.4K
SUI icon
1043
Sun Communities
SUI
$15.8B
$223K ﹤0.01%
+1,583
New +$227K
SOXL icon
1044
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$13.4B
$222K ﹤0.01%
13,170
-14,025
-52% -$217K
URI icon
1045
United Rentals
URI
$65.7B
$222K ﹤0.01%
+1,272
New +$214K
UTHR icon
1046
PUT
United Therapeutics
UTHR
$26.1B
$222K ﹤0.01%
+2,200
New +$241K
NDAQ icon
1047
CALL
Nasdaq
NDAQ
$53.4B
$221K ﹤0.01%
+5,400
New +$230K
PFF icon
1048
iShares Preferred and Income Securities ETF
PFF
$13.1B
$221K ﹤0.01%
+6,051
New +$218K
DFEB icon
1049
FT Vest US Equity Deep Buffer ETF February
DFEB
$456M
$220K ﹤0.01%
+7,101
New +$218K
DXCM icon
1050
DexCom
DXCM
$29B
$220K ﹤0.01%
+2,136
New +$223K
40 41
42
43 44

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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.