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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
EMN icon
1376
PUT
Eastman Chemical
EMN
$7.65B
– –
-14,600
Closed -$1.02M
ENOV icon
1377
PUT
Enovis
ENOV
$1.73B
– –
-215,377
Closed -$10.3M
ENPH icon
1378
CALL
Enphase Energy
ENPH
$4.78B
– –
-6,200
Closed -$295K
ENTG icon
1379
Entegris
ENTG
$16.5B
– –
-3,537
Closed -$209K
EOG icon
1380
CALL
EOG Resources
EOG
$77.2B
– –
-4,500
Closed -$228K
ERIC icon
1381
Ericsson
ERIC
$32.4B
– –
-30,099
Closed -$332K
ESTC icon
1382
Elastic
ESTC
$6.68B
– –
-3,173
Closed -$293K
ET icon
1383
PUT
Energy Transfer Partners
ET
$69.8B
– –
-14,700
Closed -$105K
ETR icon
1384
PUT
Entergy
ETR
$51.2B
– –
-5,800
Closed -$272K
EVR icon
1385
Evercore
EVR
$11.8B
– –
-3,587
Closed -$211K
EW icon
1386
CALL
Edwards Lifesciences
EW
$49.1B
– –
-5,500
Closed -$380K
EW icon
1387
Edwards Lifesciences
EW
$49.1B
– –
-3,200
Closed -$221K
EWH icon
1388
iShares MSCI Hong Kong ETF
EWH
$1.23B
– –
-114,779
Closed -$2.45M
EWP icon
1389
iShares MSCI Spain ETF
EWP
$2.03B
– –
-15,012
Closed -$337K
EWY icon
1390
iShares MSCI South Korea ETF
EWY
$20.2B
– –
-14,112
Closed -$806K
EXK
1391
Endeavour Silver
EXK
$2.19B
– –
-18,327
Closed -$42K
EXPE icon
1392
Expedia Group
EXPE
$36.6B
– –
-4,655
Closed -$419K
EZU icon
1393
iShare MSCI Eurozone ETF
EZU
$9.33B
– –
-21,921
Closed -$800K
F icon
1394
PUT
Ford
F
$61.7B
– –
-190,800
Closed -$1.16M
FAMI icon
1395
Farmmi Inc
FAMI
$5.62M
– –
-6
Closed -$10K
FANG icon
1396
CALL
Diamondback Energy
FANG
$55.9B
– –
-4,800
Closed -$201K
FANG icon
1397
Diamondback Energy
FANG
$55.9B
– –
-4,960
Closed -$207K
FAS icon
1398
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.46B
– –
-6,500
Closed -$203K
FAS icon
1399
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.46B
– –
-7,900
Closed -$247K
FCX icon
1400
CALL
Freeport-McMoran
FCX
$83.9B
– –
-29,300
Closed -$339K
54 55
56
57 58

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BCM
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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.