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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$580M 11.85%
1,730,700
+79,800
+5% +$26.4M
TSLA icon
2
PUT
Tesla
TSLA
$1.21T
$556M 11.36%
3,886,800
-50,700
-1% -$5.99M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$507M 10.36%
1,514,300
+262,800
+21% +$87.1M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$445B
$407M 8.31%
1,463,700
-180,000
-11% -$48.8M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$445B
$286M 5.84%
1,029,200
+141,800
+16% +$38.5M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$141M 2.89%
943,500
-399,600
-30% -$60.1M
IWM icon
7
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$99M 2.02%
661,200
-246,400
-27% -$37.1M
AMZN icon
8
CALL
Amazon
AMZN
$2.48T
$78.7M 1.61%
500,000
+86,000
+21% +$13.6M
TSLA icon
9
Tesla
TSLA
$1.21T
$67.4M 1.38%
471,408
+468,558
+16,441% +$55.3M
AMZN icon
10
PUT
Amazon
AMZN
$2.48T
$63M 1.29%
400,000
+14,000
+4% +$2.21M
AAPL icon
11
CALL
Apple
AAPL
$4.99T
$46M 0.94%
397,300
+44,500
+13% +$4.86M
DHR.PRA
12
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$41.8M 0.85%
28,342
+1,831
+7% +$2.57M
TSLA icon
13
CALL
Tesla
TSLA
$1.21T
$38M 0.78%
265,800
-22,200
-8% -$2.62M
AAPL icon
14
PUT
Apple
AAPL
$4.99T
$37M 0.76%
319,900
-168,100
-34% -$18.3M
GLD icon
15
CALL
SPDR Gold Trust
GLD
$131B
$35.6M 0.73%
200,800
+45,700
+29% +$8.21M
SRE.PRA
16
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$32.9M 0.67%
334,400
+39,825
+14% +$4.06M
GOOGL icon
17
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$28.6M 0.58%
390,000
+224,000
+135% +$17.1M
PCGU
18
DELISTED
PG&E Corporation
PCGU
$27.7M 0.57%
+282,187
New +$27.6M
NEE icon
19
CALL
NextEra Energy
NEE
$186B
$27.6M 0.56%
397,200
-28,000
-7% -$1.93M
QTS.PRB
20
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$26.4M 0.54%
186,770
-14,999
-7% -$2.24M
GOOGL icon
21
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$26.1M 0.53%
356,000
+132,000
+59% +$10.1M
GOOG icon
22
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$24.8M 0.51%
338,000
+178,000
+111% +$13.6M
NVDA icon
23
CALL
NVIDIA
NVDA
$4.77T
$24.1M 0.49%
1,780,000
+700,000
+65% +$8.15M
AIZP
24
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$23.7M 0.48%
202,958
-25,525
-11% -$2.91M
NVDA icon
25
PUT
NVIDIA
NVDA
$4.77T
$23M 0.47%
1,700,000
+216,000
+15% +$2.51M
1
2 3 4 5

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OAM
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NOCM
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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.