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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
DPZ icon
126
PUT
Domino's
DPZ
$11.5B
$3.44M 0.07%
8,100
+5,100
+170% +$2.03M
QCOM icon
127
CALL
Qualcomm
QCOM
$156B
$3.4M 0.07%
28,900
+9,100
+46% +$972K
ROKU icon
128
PUT
Roku
ROKU
$21.5B
$3.3M 0.07%
17,500
-600
-3% -$94.9K
CCL icon
129
PUT
Carnival Corporation Ltd
CCL
$38.1B
$3.29M 0.07%
216,900
+11,900
+6% +$184K
BAC icon
130
PUT
Bank of America
BAC
$436B
$3.26M 0.07%
135,200
-41,800
-24% -$1.04M
AMGN icon
131
CALL
Amgen
AMGN
$208B
$3.23M 0.07%
12,700
+9,000
+243% +$2.23M
NKE icon
132
CALL
Nike
NKE
$62B
$3.23M 0.07%
25,700
+300
+1% +$32.2K
SMH icon
133
CALL
VanEck Semiconductor ETF
SMH
$65.7B
$3.22M 0.07%
37,000
+17,600
+91% +$1.47M
AMD icon
134
PUT
Advanced Micro Devices
AMD
$790B
$3.21M 0.07%
39,200
-7,000
-15% -$520K
NKE icon
135
PUT
Nike
NKE
$62B
$3.1M 0.06%
24,700
-6,000
-20% -$644K
KRE icon
136
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$3.1M 0.06%
86,800
+72,000
+486% +$2.71M
BKNG icon
137
PUT
Booking.com
BKNG
$149B
$3.08M 0.06%
45,000
-47,500
-51% -$3.34M
USO icon
138
PUT
United States Oil Fund
USO
$2.15B
$3.08M 0.06%
108,700
-87,500
-45% -$2.56M
BA icon
139
CALL
Boeing
BA
$171B
$3.07M 0.06%
18,600
-12,200
-40% -$2.08M
AMD icon
140
CALL
Advanced Micro Devices
AMD
$790B
$3.04M 0.06%
37,100
+2,000
+6% +$149K
NOW icon
141
CALL
ServiceNow
NOW
$115B
$3.01M 0.06%
31,000
-2,500
-7% -$223K
MCD icon
142
PUT
McDonald's
MCD
$192B
$2.98M 0.06%
13,600
-4,700
-26% -$965K
GES
143
PUT
DELISTED
Guess Inc
GES
$2.93M 0.06%
252,400
-114,700
-31% -$1.32M
LULU icon
144
PUT
lululemon athletica
LULU
$13.5B
$2.87M 0.06%
8,700
-1,500
-15% -$501K
LMT icon
145
PUT
Lockheed Martin
LMT
$135B
$2.84M 0.06%
7,400
+2,700
+57% +$1.03M
SBUX icon
146
PUT
Starbucks
SBUX
$121B
$2.83M 0.06%
33,000
-27,100
-45% -$2.16M
ROKU icon
147
CALL
Roku
ROKU
$21.5B
$2.81M 0.06%
14,900
+700
+5% +$111K
STZ icon
148
CALL
Constellation Brands
STZ
$22.2B
$2.79M 0.06%
14,700
-8,600
-37% -$1.57M
GS icon
149
CALL
Goldman Sachs
GS
$302B
$2.77M 0.06%
13,800
-800
-5% -$163K
AMGN icon
150
PUT
Amgen
AMGN
$208B
$2.77M 0.06%
10,900
+7,900
+263% +$1.96M
4 5
6
7 8

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BCM
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OAM
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NOCM
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QIM
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OMG
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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.