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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
MTN icon
1076
Vail Resorts
MTN
$5.7B
$213K ﹤0.01%
+995
New +$205K
NKE icon
1077
Nike
NKE
$64.1B
$213K ﹤0.01%
+1,697
New +$182K
OSK icon
1078
CALL
Oshkosh
OSK
$8.91B
$213K ﹤0.01%
2,900
-2,200
-43% -$169K
PHM icon
1079
Pultegroup
PHM
$25.2B
$213K ﹤0.01%
+4,605
New +$197K
ROP icon
1080
Roper Technologies
ROP
$40.4B
$213K ﹤0.01%
539
-107
-17% -$44.5K
FSLR icon
1081
CALL
First Solar
FSLR
$21.4B
$212K ﹤0.01%
+3,200
New +$212K
PAYX icon
1082
Paychex
PAYX
$43.4B
$212K ﹤0.01%
+2,662
New +$200K
RBA icon
1083
RB Global
RBA
$21.5B
$212K ﹤0.01%
+3,586
New +$189K
CAH icon
1084
PUT
Cardinal Health
CAH
$53.7B
$211K ﹤0.01%
+4,500
New +$231K
EQIX icon
1085
Equinix
EQIX
$99.4B
$210K ﹤0.01%
276
-1,333
-83% -$1.01M
IQ icon
1086
CALL
iQIYI
IQ
$1.19B
$210K ﹤0.01%
9,300
-8,100
-47% -$177K
ITB icon
1087
CALL
iShares US Home Construction ETF
ITB
$2.32B
$210K ﹤0.01%
+3,700
New +$193K
KBWB icon
1088
Invesco KBW Bank ETF
KBWB
$6.72B
$210K ﹤0.01%
+5,599
New +$217K
VCR icon
1089
Vanguard Consumer Discretionary ETF
VCR
$5.97B
$210K ﹤0.01%
+895
New +$203K
BSJK
1090
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$210K ﹤0.01%
8,994
-477
-5% -$11.1K
MO icon
1091
PUT
Altria Group
MO
$125B
$209K ﹤0.01%
5,400
-300
-5% -$12.5K
SGEN
1092
DELISTED
Seagen Inc. Common Stock
SGEN
$208K ﹤0.01%
+1,061
New +$178K
DDM icon
1093
ProShares Ultra Dow30
DDM
$524M
$207K ﹤0.01%
+8,840
New +$200K
FVD icon
1094
First Trust Value Line Dividend Fund
FVD
$8.44B
$207K ﹤0.01%
6,572
-5,444
-45% -$173K
SH icon
1095
CALL
ProShares Short S&P500
SH
$928M
$207K ﹤0.01%
2,550
-525
-17% -$43.6K
SLYV icon
1096
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.89B
$207K ﹤0.01%
+4,126
New +$212K
HIG icon
1097
Hartford Financial Services
HIG
$39.9B
$206K ﹤0.01%
+5,582
New +$223K
TT icon
1098
CALL
Trane Technologies
TT
$98.8B
$206K ﹤0.01%
+1,700
New +$191K
USO icon
1099
United States Oil Fund
USO
$2.15B
$206K ﹤0.01%
7,287
-13,418
-65% -$392K
ZEN
1100
PUT
DELISTED
ZENDESK INC
ZEN
$206K ﹤0.01%
+2,000
New +$187K
42 43
44
45 46

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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.