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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
PPSI
1576
Pioneer Power Solutions
PPSI
$32.2M
– –
-15,973
Closed -$28K
PRFZ icon
1577
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.78B
– –
-13,785
Closed -$308K
PRGO icon
1578
CALL
Perrigo
PRGO
$1.43B
– –
-35,700
Closed -$1.97M
PRU icon
1579
CALL
Prudential Financial
PRU
$43B
– –
-4,700
Closed -$286K
PRU icon
1580
PUT
Prudential Financial
PRU
$43B
– –
-6,900
Closed -$420K
PSA icon
1581
Public Storage
PSA
$61.7B
– –
-1,123
Closed -$215K
PSA icon
1582
PUT
Public Storage
PSA
$61.7B
– –
-2,600
Closed -$499K
PSEC icon
1583
Prospect Capital
PSEC
$1.12B
– –
-35,449
Closed -$181K
P
1584
Everpure Inc
P
$24.3B
– –
-15,343
Closed -$266K
PSX icon
1585
CALL
Phillips 66
PSX
$82.5B
– –
-9,900
Closed -$712K
PULM icon
1586
Pulmatrix
PULM
$6.14M
– –
-919
Closed -$32K
PXF icon
1587
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
– –
-12,397
Closed -$429K
PXH icon
1588
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
– –
-11,884
Closed -$205K
QRVO icon
1589
PUT
Qorvo
QRVO
$8.09B
– –
-1,900
Closed -$210K
QSR icon
1590
CALL
Restaurant Brands International
QSR
$26B
– –
-9,400
Closed -$514K
R icon
1591
CALL
Ryder
R
$9.98B
– –
-5,900
Closed -$221K
RF icon
1592
Regions Financial
RF
$26.7B
– –
-31,446
Closed -$350K
RGLD icon
1593
CALL
Royal Gold
RGLD
$16.6B
– –
-3,300
Closed -$410K
RGLD icon
1594
PUT
Royal Gold
RGLD
$16.6B
– –
-2,200
Closed -$274K
RGR icon
1595
Sturm, Ruger & Co
RGR
$611M
– –
-3,027
Closed -$230K
RHI icon
1596
CALL
Robert Half
RHI
$4.04B
– –
-4,000
Closed -$211K
RIGL icon
1597
Rigel Pharmaceuticals
RIGL
$712M
– –
-3,721
Closed -$68K
RITM icon
1598
CALL
Rithm Capital
RITM
$5.46B
– –
-15,900
Closed -$118K
RNG icon
1599
RingCentral
RNG
$4.77B
– –
-809
Closed -$231K
ROK icon
1600
PUT
Rockwell Automation
ROK
$52.4B
– –
-2,000
Closed -$426K
62 63
64
65 66

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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.