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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
GS icon
526
Goldman Sachs
GS
$302B
$584K 0.01%
2,908
-5,813
-67% -$1.18M
AAP icon
527
CALL
Advance Auto Parts
AAP
$3.39B
$583K 0.01%
3,800
+2,300
+153% +$346K
SYK icon
528
CALL
Stryker
SYK
$133B
$583K 0.01%
+2,800
New +$544K
ADSK icon
529
CALL
Autodesk
ADSK
$49.6B
$578K 0.01%
2,500
-700
-22% -$166K
COUP
530
CALL
DELISTED
Coupa Software Incorporated
COUP
$576K 0.01%
2,100
-900
-30% -$263K
ADP icon
531
CALL
Automatic Data Processing
ADP
$105B
$572K 0.01%
4,100
-7,300
-64% -$1.02M
SE icon
532
CALL
Sea Limited
SE
$65.1B
$570K 0.01%
3,700
+200
+6% +$27K
SWKS icon
533
PUT
Skyworks Solutions
SWKS
$9.4B
$567K 0.01%
3,900
-900
-19% -$125K
ATVI
534
PUT
DELISTED
Activision Blizzard
ATVI
$567K 0.01%
7,000
+2,800
+67% +$227K
DVA icon
535
CALL
DaVita
DVA
$15.3B
$565K 0.01%
6,600
-10,000
-60% -$854K
BLK icon
536
PUT
Blackrock
BLK
$170B
$564K 0.01%
1,000
+300
+43% +$171K
HIG icon
537
CALL
Hartford Financial Services
HIG
$39.2B
$564K 0.01%
+15,300
New +$610K
NEM icon
538
Newmont
NEM
$101B
$562K 0.01%
8,852
-6,961
-44% -$454K
CVS icon
539
CVS Health
CVS
$134B
$561K 0.01%
9,606
+4,264
+80% +$265K
EPP icon
540
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$561K 0.01%
+13,822
New +$572K
MGM icon
541
PUT
MGM Resorts International
MGM
$11.7B
$561K 0.01%
25,800
-9,800
-28% -$194K
ALXN
542
DELISTED
Alexion Pharmaceuticals
ALXN
$560K 0.01%
+4,891
New +$528K
XPO icon
543
CALL
XPO
XPO
$23.4B
$559K 0.01%
19,083
+11,276
+144% +$324K
HOLX
544
DELISTED
Hologic
HOLX
$551K 0.01%
+8,295
New +$525K
EXPE icon
545
CALL
Expedia Group
EXPE
$35.2B
$550K 0.01%
6,000
+100
+2% +$8.99K
GRUB
546
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$550K 0.01%
3,800
+1,200
+46% +$173K
TDG icon
547
TransDigm Group
TDG
$69.9B
$549K 0.01%
+1,156
New +$544K
ZS icon
548
PUT
Zscaler
ZS
$24B
$549K 0.01%
3,900
-100
-3% -$13K
SEDG icon
549
PUT
SolarEdge
SEDG
$2.54B
$548K 0.01%
+2,300
New +$442K
VRTX icon
550
CALL
Vertex Pharmaceuticals
VRTX
$122B
$544K 0.01%
2,000
-2,800
-58% -$772K
20 21
22
23 24

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BCM
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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.