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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
EFX icon
1051
PUT
Equifax
EFX
$22B
$220K ﹤0.01%
+1,400
New +$229K
IJJ icon
1052
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$220K ﹤0.01%
+3,268
New +$226K
SU icon
1053
PUT
Suncor Energy
SU
$77.7B
$220K ﹤0.01%
18,000
-16,400
-48% -$257K
VZ icon
1054
CALL
Verizon
VZ
$197B
$220K ﹤0.01%
3,700
-11,700
-76% -$680K
IYT icon
1055
CALL
iShares US Transportation ETF
IYT
$2.28B
$219K ﹤0.01%
4,400
-13,600
-76% -$636K
THO icon
1056
CALL
Thor Industries
THO
$4.06B
$219K ﹤0.01%
+2,300
New +$238K
HMC icon
1057
PUT
Honda
HMC
$39.8B
$218K ﹤0.01%
+9,200
New +$233K
PAYC icon
1058
CALL
Paycom
PAYC
$7.88B
$218K ﹤0.01%
700
-2,300
-77% -$672K
PAYC icon
1059
PUT
Paycom
PAYC
$7.88B
$218K ﹤0.01%
700
-400
-36% -$117K
VOE icon
1060
Vanguard Mid-Cap Value ETF
VOE
$23.9B
$218K ﹤0.01%
2,150
-29
-1% -$2.94K
AG icon
1061
PUT
First Majestic Silver
AG
$7.52B
$217K ﹤0.01%
+22,800
New +$265K
CWB icon
1062
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.41B
$217K ﹤0.01%
+3,146
New +$209K
MDC
1063
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$217K ﹤0.01%
+4,968
New +$198K
SIVB
1064
CALL
DELISTED
SVB Financial Group
SIVB
$217K ﹤0.01%
+900
New +$212K
SIVB
1065
PUT
DELISTED
SVB Financial Group
SIVB
$217K ﹤0.01%
+900
New +$212K
CRUS icon
1066
Cirrus Logic
CRUS
$6.76B
$216K ﹤0.01%
+3,195
New +$200K
TRV icon
1067
CALL
Travelers Companies
TRV
$81.1B
$216K ﹤0.01%
2,000
+100
+5% +$11.5K
AAP icon
1068
Advance Auto Parts
AAP
$3.53B
$215K ﹤0.01%
1,401
-95
-6% -$14.3K
MSFT icon
1069
Microsoft
MSFT
$2.9T
$215K ﹤0.01%
1,024
-31,872
-97% -$6.69M
DBX icon
1070
CALL
Dropbox
DBX
$7.78B
$214K ﹤0.01%
+11,100
New +$231K
MOS icon
1071
CALL
The Mosaic Company
MOS
$7.19B
$214K ﹤0.01%
+11,700
New +$190K
AIZ icon
1072
Assurant
AIZ
$13.9B
$213K ﹤0.01%
+1,755
New +$202K
BXP icon
1073
Boston Properties
BXP
$11.6B
$213K ﹤0.01%
+2,655
New +$232K
DGS icon
1074
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.66B
$213K ﹤0.01%
+5,152
New +$216K
KEYS icon
1075
Keysight
KEYS
$50.7B
$213K ﹤0.01%
+2,152
New +$211K
41 42
43
44 45

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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.