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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
IWV icon
1476
iShares Russell 3000 ETF
IWV
$19.5B
– –
-16,171
Closed -$2.91M
IXUS icon
1477
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
– –
-6,618
Closed -$361K
IYF icon
1478
PUT
iShares US Financials ETF
IYF
$4.74B
– –
-12,400
Closed -$683K
IYR icon
1479
iShares US Real Estate ETF
IYR
$4.76B
– –
-14,930
Closed -$1.21M
IYR icon
1480
PUT
iShares US Real Estate ETF
IYR
$4.76B
– –
-19,400
Closed -$1.53M
IZEA icon
1481
IZEA Worldwide
IZEA
$60.4M
– –
-12,642
Closed -$58K
JAGX icon
1482
Jaguar Health
JAGX
$4.74M
– –
0
– -$8K
JAKK icon
1483
Jakks Pacific
JAKK
$305M
– –
-1,221
Closed -$10K
JBHT icon
1484
CALL
JB Hunt Transport Services
JBHT
$26.1B
– –
-4,300
Closed -$517K
JBLU icon
1485
PUT
JetBlue
JBLU
$2.23B
– –
-15,700
Closed -$171K
JBL icon
1486
Jabil
JBL
$31.7B
– –
-6,312
Closed -$202K
JILL icon
1487
J. Jill
JILL
$278M
– –
-5,422
Closed -$19K
JNPR
1488
CALL
DELISTED
Juniper Networks
JNPR
– –
-9,200
Closed -$210K
JNPR
1489
PUT
DELISTED
Juniper Networks
JNPR
– –
-9,300
Closed -$213K
K
1490
PUT
DELISTED
Kellanova
K
– –
-3,408
Closed -$211K
KBE icon
1491
State Street SPDR S&P Bank ETF
KBE
$1.66B
– –
-20,139
Closed -$635K
KBH icon
1492
PUT
KB Home
KBH
$3.54B
– –
-8,800
Closed -$270K
KEY icon
1493
KeyCorp
KEY
$24.3B
– –
-20,488
Closed -$250K
KHC icon
1494
CALL
Kraft Heinz
KHC
$32.4B
– –
-18,100
Closed -$577K
KIM icon
1495
Kimco Realty
KIM
$17.7B
– –
-10,743
Closed -$138K
KIM icon
1496
PUT
Kimco Realty
KIM
$17.7B
– –
-30,600
Closed -$393K
KLAC icon
1497
PUT
KLA
KLAC
$249B
– –
-16,000
Closed -$311K
KO icon
1498
Coca-Cola
KO
$380B
– –
-9,945
Closed -$478K
KOS icon
1499
Kosmos Energy
KOS
$1.39B
– –
-50,262
Closed -$83K
KR icon
1500
Kroger
KR
$36.3B
– –
-21,865
Closed -$755K
58 59
60
61 62

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OAM
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NOCM
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SLT
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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.