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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
(+9.7%)
Cap. Flow
-$285M
Cap. Flow
% of AUM
-5.83%
Top 10 Holdings %
Top 10 Hldgs %
56.91%
Holding
1,782
New
444
Increased
323
Reduced
478
Closed
510
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
Alphabet (Google) Class A
GOOGL
|
+$6.71M |
| 5 |
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 |
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 | |
|---|---|---|---|---|---|---|
101
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $4.32M | 0.09% |
67,900
-1,500
| -2% | -$96K |
|
102
PUT
Visa
V
$697B
| $4.24M | 0.09% |
21,200
+1,700
| +9% | +$340K |
|
103
CALL
SBA Communications
SBAC
$18.6B
| $4.24M | 0.09% |
13,300
-900
| -6% | -$275K |
|
104
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
| $4.14M | 0.08% |
2,595
+536
| +26% | +$952K |
|
105
CALL
UnitedHealth
UNH
$389B
| $3.99M | 0.08% |
12,800
+5,900
| +86% | +$1.81M |
|
106
CALL
Shopify
SHOP
$169B
| $3.99M | 0.08% |
39,000
-33,000
| -46% | -$3.28M |
|
107
PUT
Canadian Solar
CSIQ
$927M
| $3.98M | 0.08% |
+113,300
| New | +$3.02M |
|
|
108
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
| $3.95M | 0.08% |
62,000
-19,400
| -24% | -$1.24M |
|
109
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
| $3.92M | 0.08% |
2,925
| – | – |
|
110
ProShares Short QQQ
PSQ
$840M
| $3.92M | 0.08% |
47,401
+24,179
| +104% | +$2.08M |
|
111
CALL
Bank of America
BAC
$439B
| $3.9M | 0.08% |
162,100
+78,300
| +93% | +$1.95M |
|
112
CALL
Mastercard
MA
$497B
| $3.89M | 0.08% |
11,500
-1,400
| -11% | -$455K |
|
113
iShares Russell 1000 Growth ETF
IWF
$119B
| $3.85M | 0.08% |
71,000
-152,172
| -68% | -$8.02M |
|
|
QTS
114
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
| $3.78M | 0.08% |
+60,000
| New | +$4M |
|
|
XYZ
115
PUT
Block Inc
XYZ
$49.5B
| $3.75M | 0.08% |
23,100
+3,200
| +16% | +$452K |
|
116
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $3.68M | 0.08% |
83,400
-3,400
| -4% | -$149K |
|
117
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
| $3.67M | 0.08% |
123,600
+31,000
| +33% | +$920K |
|
118
CALL
Walt Disney
DIS
$172B
| $3.62M | 0.07% |
29,200
-14,400
| -33% | -$1.8M |
|
|
119
PUT
UnitedHealth
UNH
$389B
| $3.62M | 0.07% |
11,600
+7,000
| +152% | +$2.15M |
|
120
PUT
Johnson & Johnson
JNJ
$643B
| $3.59M | 0.07% |
24,100
+3,900
| +19% | +$577K |
|
121
PUT
Goldman Sachs
GS
$305B
| $3.56M | 0.07% |
17,700
-10,500
| -37% | -$2.14M |
|
|
122
PUT
Walt Disney
DIS
$172B
| $3.54M | 0.07% |
28,500
-13,300
| -32% | -$1.66M |
|
123
PUT
PayPal
PYPL
$51.4B
| $3.49M | 0.07% |
17,700
+11,600
| +190% | +$2.18M |
|
124
PUT
Intuitive Surgical
ISRG
$130B
| $3.48M | 0.07% |
14,700
+7,500
| +104% | +$1.68M |
|
|
125
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
| $3.47M | 0.07% |
144,000
-947,200
| -87% | -$23M |
|
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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.