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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
KRE icon
1501
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
– –
-10,532
Closed -$397K
KT icon
1502
KT
KT
$8.95B
– –
-10,884
Closed -$106K
LGND icon
1503
Ligand Pharmaceuticals
LGND
$5.94B
– –
-2,980
Closed -$208K
LHX icon
1504
PUT
L3Harris
LHX
$56.9B
– –
-1,400
Closed -$238K
LII icon
1505
CALL
Lennox International
LII
$18.9B
– –
-2,000
Closed -$466K
LII icon
1506
Lennox International
LII
$18.9B
– –
-1,036
Closed -$277K
LITE icon
1507
PUT
Lumentum
LITE
$50.7B
– –
-3,800
Closed -$309K
LNG icon
1508
CALL
Cheniere Energy
LNG
$52.8B
– –
-4,700
Closed -$227K
LOGI icon
1509
Logitech
LOGI
$16B
– –
-3,175
Closed -$207K
LOGI icon
1510
PUT
Logitech
LOGI
$16B
– –
-6,600
Closed -$430K
LQD icon
1511
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
– –
-3,136
Closed -$422K
LUV icon
1512
Southwest Airlines
LUV
$22.7B
– –
-10,741
Closed -$382K
LYB icon
1513
CALL
LyondellBasell Industries
LYB
$18.8B
– –
-3,800
Closed -$250K
LYFT icon
1514
CALL
Lyft
LYFT
$5.87B
– –
-7,400
Closed -$244K
LYFT icon
1515
PUT
Lyft
LYFT
$5.87B
– –
-14,600
Closed -$482K
LYG icon
1516
Lloyds Banking Group
LYG
$87.2B
– –
-255,871
Closed -$384K
MAN icon
1517
CALL
ManpowerGroup
MAN
$2.58B
– –
-5,000
Closed -$344K
MAS icon
1518
CALL
Masco
MAS
$16.5B
– –
-5,200
Closed -$261K
MBB icon
1519
iShares MBS ETF
MBB
$39.2B
– –
-2,630
Closed -$291K
MDLZ icon
1520
CALL
Mondelez International
MDLZ
$80.2B
– –
-4,500
Closed -$230K
MDY icon
1521
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
– –
-14,700
Closed -$4.77M
MELI icon
1522
PUT
Mercado Libre
MELI
$94.4B
– –
-300
Closed -$296K
MFA
1523
MFA Financial
MFA
$935M
– –
-13,142
Closed -$131K
MGK icon
1524
Vanguard Mega Cap Growth ETF
MGK
$31.8B
– –
-9,070
Closed -$297K
MINT icon
1525
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-9,359
Closed -$952K
59 60
61
62 63

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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.