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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+15.28%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.89B
AUM Growth
+$434M
Cap. Flow
-$137M
Cap. Flow %
-2.79%
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 Miscellaneous 96.11%
2 Consumer Discretionary 1.81%
3 Financials 0.42%
4 Utilities 0.37%
5 Technology 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFX icon
1051
PUT
Equifax
EFX
$19.2B
$220K ﹤0.01%
+1,400
New +$229K
IJJ icon
1052
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.5B
$220K ﹤0.01%
+3,268
New +$226K
SU icon
1053
PUT
Suncor Energy
SU
$80.6B
$220K ﹤0.01%
18,000
-16,400
-48% -$257K
VZ icon
1054
CALL
Verizon
VZ
$207B
$220K ﹤0.01%
3,700
-11,700
-76% -$680K
IYT icon
1055
CALL
iShares US Transportation ETF
IYT
$2.06B
$219K ﹤0.01%
4,400
-13,600
-76% -$636K
THO icon
1056
CALL
Thor Industries
THO
$3.63B
$219K ﹤0.01%
+2,300
New +$238K
HMC icon
1057
PUT
Honda
HMC
$41.7B
$218K ﹤0.01%
+9,200
New +$233K
PAYC icon
1058
CALL
Paycom
PAYC
$10.3B
$218K ﹤0.01%
700
-2,300
-77% -$672K
PAYC icon
1059
PUT
Paycom
PAYC
$10.3B
$218K ﹤0.01%
700
-400
-36% -$117K
VOE icon
1060
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.6B
$218K ﹤0.01%
2,150
-29
-1% -$2.94K
AG icon
1061
PUT
First Majestic Silver
AG
$9.03B
$217K ﹤0.01%
+22,800
New +$265K
CWB icon
1062
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.5B
$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
$5.91B
$216K ﹤0.01%
+3,195
New +$200K
TRV icon
1067
CALL
Travelers Companies
TRV
$79B
$216K ﹤0.01%
2,000
+100
+5% +$11.5K
AAP icon
1068
Advance Auto Parts
AAP
$2.53B
$215K ﹤0.01%
1,401
-95
-6% -$14.3K
MSFT icon
1069
Microsoft
MSFT
$3.64T
$215K ﹤0.01%
1,024
-31,872
-97% -$6.69M
DBX icon
1070
CALL
Dropbox
DBX
$8.21B
$214K ﹤0.01%
+11,100
New +$231K
MOS icon
1071
CALL
The Mosaic Company
MOS
$7.88B
$214K ﹤0.01%
+11,700
New +$190K
AIZ icon
1072
Assurant
AIZ
$14B
$213K ﹤0.01%
+1,755
New +$202K
BXP icon
1073
Boston Properties
BXP
$10.2B
$213K ﹤0.01%
+2,655
New +$232K
DGS icon
1074
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.72B
$213K ﹤0.01%
+5,152
New +$216K
KEYS icon
1075
Keysight
KEYS
$54.8B
$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's Q3 2020 filing shows 444 new, 323 increased, 478 reduced and 510 closed positions. Its largest new stake was PG&E Corporation: 282,187 shares worth $27.7M. The largest sale was Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A, an estimated $23.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.