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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
AEO icon
176
PUT
American Eagle Outfitters
AEO
$2.9B
$2.31M 0.05%
156,300
+6,200
+4% +$73.9K
BYND icon
177
CALL
Beyond Meat
BYND
$302M
$2.31M 0.05%
13,900
-9,100
-40% -$1.23M
INTU icon
178
CALL
Intuit
INTU
$86B
$2.25M 0.05%
6,900
-7,000
-50% -$2.19M
UPS icon
179
CALL
United Parcel Service
UPS
$88.4B
$2.25M 0.05%
13,500
+3,800
+39% +$553K
IWF icon
180
CALL
iShares Russell 1000 Growth ETF
IWF
$121B
$2.23M 0.05%
+41,200
New +$2.17M
PEP icon
181
CALL
PepsiCo
PEP
$190B
$2.23M 0.05%
16,100
-3,000
-16% -$408K
STZ icon
182
PUT
Constellation Brands
STZ
$22.1B
$2.22M 0.05%
11,700
+8,700
+290% +$1.59M
NOW icon
183
PUT
ServiceNow
NOW
$115B
$2.18M 0.04%
22,500
+12,000
+114% +$1.07M
LULU icon
184
CALL
lululemon athletica
LULU
$13.6B
$2.17M 0.04%
6,600
-8,200
-55% -$2.74M
NCLH icon
185
PUT
Norwegian Cruise Line
NCLH
$8.53B
$2.17M 0.04%
126,800
+53,500
+73% +$847K
RCL icon
186
PUT
Royal Caribbean
RCL
$85.3B
$2.16M 0.04%
33,300
+100
+0.3% +$5.89K
XLY icon
187
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.15M 0.04%
+29,190
New +$2.07M
GLDM icon
188
SPDR Gold MiniShares Trust
GLDM
$27.5B
$2.14M 0.04%
57,013
+37,488
+192% +$1.43M
TTD icon
189
PUT
Trade Desk
TTD
$8.44B
$2.13M 0.04%
41,000
+16,000
+64% +$731K
XLI icon
190
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
$2.11M 0.04%
27,408
+7,215
+36% +$540K
GE icon
191
CALL
GE Aerospace
GE
$375B
$2.1M 0.04%
67,695
+13,142
+24% +$427K
AMT icon
192
PUT
American Tower
AMT
$80B
$2.08M 0.04%
8,600
-2,400
-22% -$608K
XLV icon
193
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42B
$2.07M 0.04%
19,600
-13,600
-41% -$1.43M
BKNG icon
194
CALL
Booking.com
BKNG
$150B
$2.05M 0.04%
30,000
+2,500
+9% +$176K
CMI icon
195
CALL
Cummins
CMI
$88.5B
$2.05M 0.04%
9,700
+7,500
+341% +$1.49M
CMCSA icon
196
CALL
Comcast
CMCSA
$85.1B
$2.04M 0.04%
44,000
+36,400
+479% +$1.58M
UPS icon
197
PUT
United Parcel Service
UPS
$88.4B
$2.03M 0.04%
12,200
+9,500
+352% +$1.38M
BRK.B icon
198
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$2.02M 0.04%
9,500
-1,100
-10% -$225K
CCI icon
199
CALL
Crown Castle
CCI
$33.1B
$2.02M 0.04%
12,100
-6,700
-36% -$1.11M
RSP icon
200
Invesco S&P 500 Equal Weight ETF
RSP
$97.1B
$2M 0.04%
18,454
-11,765
-39% -$1.27M
6 7
8
9 10

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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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.