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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
CI icon
1326
CALL
Cigna
CI
$78.4B
– –
-3,200
Closed -$600K
CIEN icon
1327
PUT
Ciena
CIEN
$46.8B
– –
-4,900
Closed -$265K
CLIR icon
1328
ClearSign Technologies
CLIR
$25.4M
– –
-4,303
Closed -$90K
CM icon
1329
CALL
Canadian Imperial Bank of Commerce
CM
$106B
– –
-8,200
Closed -$275K
CM icon
1330
Canadian Imperial Bank of Commerce
CM
$106B
– –
-11,566
Closed -$387K
CM icon
1331
PUT
Canadian Imperial Bank of Commerce
CM
$106B
– –
-15,200
Closed -$509K
CMCSA icon
1332
Comcast
CMCSA
$87.3B
– –
-6,768
Closed -$294K
CNQ icon
1333
CALL
Canadian Natural Resources
CNQ
$96.9B
– –
-54,317
Closed -$464K
COF icon
1334
CALL
Capital One
COF
$128B
– –
-7,200
Closed -$451K
COKE icon
1335
Coca-Cola Consolidated
COKE
$12.8B
– –
-9,090
Closed -$208K
COP icon
1336
CALL
ConocoPhillips
COP
$144B
– –
-5,400
Closed -$227K
COR icon
1337
CALL
Cencora
COR
$62B
– –
-9,200
Closed -$927K
COR icon
1338
PUT
Cencora
COR
$62B
– –
-30,400
Closed -$3.06M
CORN icon
1339
Teucrium Corn Fund
CORN
$178M
– –
-13,831
Closed -$172K
COTY icon
1340
CALL
Coty
COTY
$2.4B
– –
-16,300
Closed -$73K
COTY icon
1341
PUT
Coty
COTY
$2.4B
– –
-26,200
Closed -$117K
CPB icon
1342
Campbell Soup
CPB
$6.85B
– –
-4,538
Closed -$224K
CPHI icon
1343
China Pharma Holdings
CPHI
$48.6M
– –
-24
Closed -$8K
CPRT icon
1344
Copart
CPRT
$28.5B
– –
-10,584
Closed -$220K
CPRI icon
1345
CALL
Capri Holdings
CPRI
$1.82B
– –
-35,700
Closed -$558K
CPRI icon
1346
PUT
Capri Holdings
CPRI
$1.82B
– –
-13,700
Closed -$214K
CRIS icon
1347
Curis
CRIS
$9.71M
– –
-50
Closed -$24K
CRON
1348
CALL
Cronos Group
CRON
$1.07B
– –
-10,300
Closed -$62K
CRUS icon
1349
CALL
Cirrus Logic
CRUS
$6.76B
– –
-4,900
Closed -$303K
CSCO icon
1350
Cisco
CSCO
$443B
– –
-7,765
Closed -$338K
52 53
54
55 56

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.