We are live on ! Find out more
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
XLF icon
201
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$2M 0.04%
82,900
-1,260,600
-94% -$30.7M
FXI icon
202
PUT
iShares China Large-Cap ETF
FXI
$4.35B
$1.97M 0.04%
47,000
-4,600
-9% -$198K
IYF icon
203
iShares US Financials ETF
IYF
$4.68B
$1.96M 0.04%
34,602
+9,012
+35% +$517K
PTON icon
204
CALL
Peloton Interactive
PTON
$2.75B
$1.96M 0.04%
19,700
+4,900
+33% +$361K
MCD icon
205
CALL
McDonald's
MCD
$192B
$1.95M 0.04%
8,900
-16,400
-65% -$3.37M
GM icon
206
CALL
General Motors
GM
$80.5B
$1.95M 0.04%
65,900
-28,000
-30% -$787K
XLP icon
207
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$1.95M 0.04%
30,400
+8,300
+38% +$524K
T icon
208
PUT
AT&T
T
$159B
$1.94M 0.04%
90,297
+76,263
+543% +$1.7M
ABT icon
209
CALL
Abbott
ABT
$183B
$1.94M 0.04%
17,800
+9,400
+112% +$954K
BA icon
210
PUT
Boeing
BA
$170B
$1.92M 0.04%
11,600
-14,200
-55% -$2.42M
AMT icon
211
CALL
American Tower
AMT
$80B
$1.91M 0.04%
7,900
-1,500
-16% -$380K
AVGO icon
212
PUT
Broadcom
AVGO
$1.85T
$1.89M 0.04%
52,000
+12,000
+30% +$402K
XOP icon
213
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.61B
$1.89M 0.04%
44,800
-4,700
-9% -$236K
USMV icon
214
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.87M 0.04%
+29,362
New +$1.86M
TGT icon
215
CALL
Target
TGT
$65.5B
$1.86M 0.04%
11,800
+9,300
+372% +$1.28M
DOCU
216
PUT
DocuSign
DOCU
$10.5B
$1.85M 0.04%
8,600
+4,900
+132% +$1.02M
IBM icon
217
PUT
IBM
IBM
$208B
$1.85M 0.04%
15,899
-17,050
-52% -$2.01M
JNJ icon
218
CALL
Johnson & Johnson
JNJ
$622B
$1.85M 0.04%
12,400
-36,800
-75% -$5.45M
PTON icon
219
PUT
Peloton Interactive
PTON
$2.75B
$1.83M 0.04%
18,400
+4,800
+35% +$353K
T icon
220
CALL
AT&T
T
$159B
$1.82M 0.04%
84,339
+25,156
+43% +$562K
LMT icon
221
CALL
Lockheed Martin
LMT
$134B
$1.8M 0.04%
4,700
-2,700
-36% -$1.03M
SPXS icon
222
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$338M
$1.76M 0.04%
3,062
+1,951
+176% +$1.21M
WMT icon
223
PUT
Walmart Inc
WMT
$885B
$1.76M 0.04%
37,800
+9,000
+31% +$400K
C icon
224
CALL
Citigroup
C
$224B
$1.76M 0.04%
40,800
-60,100
-60% -$2.99M
LRCX icon
225
PUT
Lam Research
LRCX
$380B
$1.76M 0.04%
53,000
+16,000
+43% +$551K
7 8
9
10 11

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.