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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
AEE icon
601
CALL
Ameren
AEE
$30.1B
$490K 0.01%
6,200
+2,200
+55% +$173K
SMH icon
602
VanEck Semiconductor ETF
SMH
$65B
$489K 0.01%
5,614
-7,966
-59% -$668K
CHWY icon
603
PUT
Chewy
CHWY
$9.34B
$488K 0.01%
8,900
+1,900
+27% +$103K
MET icon
604
PUT
MetLife
MET
$62.5B
$487K 0.01%
13,100
– –
UVXY icon
605
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
$484K 0.01%
+10
New +$600K
BIIB icon
606
CALL
Biogen
BIIB
$30.7B
$482K 0.01%
1,700
-5,900
-78% -$1.65M
DOCU
607
DocuSign
DOCU
$10.4B
$482K 0.01%
+2,239
New +$465K
PLAY icon
608
CALL
Dave & Buster's
PLAY
$377M
$482K 0.01%
31,800
+19,300
+154% +$285K
AEO icon
609
CALL
American Eagle Outfitters
AEO
$2.9B
$481K 0.01%
+32,500
New +$388K
IVW icon
610
iShares S&P 500 Growth ETF
IVW
$72.7B
$481K 0.01%
+8,320
New +$471K
CASY icon
611
PUT
Casey's General Stores
CASY
$32.1B
$480K 0.01%
2,700
-1,100
-29% -$186K
LRCX icon
612
Lam Research
LRCX
$372B
$480K 0.01%
14,480
+6,140
+74% +$212K
SWKS icon
613
CALL
Skyworks Solutions
SWKS
$9.4B
$480K 0.01%
3,300
-400
-11% -$55.6K
KSS icon
614
CALL
Kohl's
KSS
$2.21B
$478K 0.01%
+25,800
New +$546K
SCHO icon
615
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$478K 0.01%
18,558
-2,560
-12% -$66K
AYX
616
DELISTED
Alteryx Inc
AYX
$478K 0.01%
+4,211
New +$573K
EXC icon
617
Exelon
EXC
$46.6B
$477K 0.01%
+18,701
New +$496K
MLKN icon
618
MillerKnoll
MLKN
$1.53B
$476K 0.01%
15,791
+5,231
+50% +$129K
ZBH icon
619
PUT
Zimmer Biomet
ZBH
$18.4B
$476K 0.01%
3,605
-17,613
-83% -$2.3M
TEL icon
620
TE Connectivity
TEL
$59.9B
$475K 0.01%
4,858
+1,301
+37% +$120K
SMG icon
621
CALL
ScottsMiracle-Gro
SMG
$3.97B
$474K 0.01%
3,100
+1,100
+55% +$170K
WLL
622
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$474K 0.01%
27,400
+26,912
+5,515% +$1.5M
TEAM icon
623
PUT
Atlassian
TEAM
$24.9B
$473K 0.01%
2,600
-2,300
-47% -$410K
MAR icon
624
CALL
Marriott International
MAR
$99B
$472K 0.01%
5,100
-8,800
-63% -$830K
AXP icon
625
CALL
American Express
AXP
$228B
$471K 0.01%
4,700
+700
+18% +$68.9K
23 24
25
26 27

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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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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.