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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
FDX icon
151
CALL
FedEx
FDX
$73.1B
$2.77M 0.06%
11,000
-3,800
-26% -$760K
TWLO icon
152
CALL
Twilio
TWLO
$30B
$2.74M 0.06%
11,100
+3,400
+44% +$838K
COO icon
153
CALL
Cooper Companies
COO
$14.1B
$2.73M 0.06%
32,400
+1,600
+5% +$123K
ZM icon
154
PUT
Zoom
ZM
$28.2B
$2.73M 0.06%
5,800
-5,800
-50% -$1.85M
CAT icon
155
PUT
Caterpillar
CAT
$377B
$2.7M 0.06%
18,100
+2,200
+14% +$309K
QCOM icon
156
PUT
Qualcomm
QCOM
$156B
$2.69M 0.06%
22,900
+1,700
+8% +$182K
INTC icon
157
PUT
Intel
INTC
$461B
$2.67M 0.05%
51,600
+18,600
+56% +$967K
IVE icon
158
iShares S&P 500 Value ETF
IVE
$49.1B
$2.65M 0.05%
23,524
-19,292
-45% -$2.19M
GM icon
159
PUT
General Motors
GM
$80.3B
$2.63M 0.05%
89,000
+48,200
+118% +$1.35M
ELV icon
160
CALL
Elevance Health
ELV
$81.8B
$2.6M 0.05%
9,700
-4,700
-33% -$1.26M
TLT icon
161
iShares 20+ Year Treasury Bond ETF
TLT
$42B
$2.58M 0.05%
+15,775
New +$2.62M
HON icon
162
PUT
Honeywell
HON
$77.6B
$2.55M 0.05%
16,446
+14,642
+812% +$2.18M
VXX icon
163
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$2.52M 0.05%
1,584
-10
-0.6% -$17.8K
DOCU
164
CALL
DocuSign
DOCU
$10.5B
$2.52M 0.05%
11,700
+8,400
+255% +$1.74M
PFE icon
165
CALL
Pfizer
PFE
$143B
$2.51M 0.05%
72,094
+59,551
+475% +$2.09M
IAU icon
166
iShares Gold Trust
IAU
$62.9B
$2.5M 0.05%
69,374
+3,771
+6% +$138K
IEMG icon
167
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$2.48M 0.05%
47,034
-81,134
-63% -$4.25M
WYNN icon
168
CALL
Wynn Resorts
WYNN
$10.3B
$2.48M 0.05%
34,500
+2,100
+6% +$167K
SMH icon
169
PUT
VanEck Semiconductor ETF
SMH
$65.6B
$2.46M 0.05%
28,200
+400
+1% +$33.5K
TGT icon
170
PUT
Target
TGT
$65.6B
$2.41M 0.05%
15,300
+9,400
+159% +$1.29M
XLI icon
171
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
$2.41M 0.05%
31,300
-22,000
-41% -$1.65M
PEP icon
172
PUT
PepsiCo
PEP
$191B
$2.4M 0.05%
17,300
+11,000
+175% +$1.5M
DPZ icon
173
CALL
Domino's
DPZ
$11.5B
$2.38M 0.05%
5,600
+800
+17% +$319K
TMO icon
174
CALL
Thermo Fisher Scientific
TMO
$214B
$2.34M 0.05%
5,300
+3,100
+141% +$1.28M
TMO icon
175
PUT
Thermo Fisher Scientific
TMO
$214B
$2.34M 0.05%
5,300
+4,300
+430% +$1.78M
5 6
7
8 9

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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.