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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
CAR icon
801
CALL
Avis
CAR
$5.47B
$326K 0.01%
12,400
-27,000
-69% -$813K
NUGT icon
802
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
$326K 0.01%
+3,847
New +$363K
RMD icon
803
ResMed
RMD
$31.1B
$326K 0.01%
+1,904
New +$352K
RMD icon
804
PUT
ResMed
RMD
$31.1B
$326K 0.01%
1,900
-9,000
-83% -$1.66M
SC
805
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$326K 0.01%
+17,900
New +$318K
AAPL icon
806
Apple
AAPL
$4.97T
$325K 0.01%
2,805
-109,063
-97% -$11.9M
BCS icon
807
Barclays
BCS
$87.8B
$325K 0.01%
64,936
+36,338
+127% +$201K
BSX icon
808
PUT
Boston Scientific
BSX
$68.4B
$325K 0.01%
8,500
-2,800
-25% -$108K
NFLX icon
809
Netflix
NFLX
$307B
$325K 0.01%
+6,490
New +$323K
NXPI icon
810
PUT
NXP Semiconductors
NXPI
$60.8B
$325K 0.01%
2,600
– –
FIVN icon
811
PUT
FIVE9
FIVN
$2.08B
$324K 0.01%
+2,500
New +$301K
PBR.A icon
812
Petrobras Class A
PBR.A
$106B
$324K 0.01%
46,075
-16,592
-26% -$138K
DLR icon
813
Digital Realty Trust
DLR
$69.6B
$323K 0.01%
+2,202
New +$330K
GME icon
814
PUT
GameStop
GME
$9.8B
$322K 0.01%
126,400
-6,400
-5% -$9.26K
META icon
815
Meta Platforms (Facebook)
META
$1.49T
$322K 0.01%
1,230
-485
-28% -$125K
NSC icon
816
PUT
Norfolk Southern
NSC
$75.4B
$321K 0.01%
+1,500
New +$301K
W icon
817
PUT
Wayfair
W
$11.8B
$320K 0.01%
1,100
-3,700
-77% -$1.01M
ABMD
818
DELISTED
Abiomed Inc
ABMD
$320K 0.01%
+1,154
New +$332K
ED icon
819
CALL
Consolidated Edison
ED
$41.4B
$319K 0.01%
4,100
-600
-13% -$44.3K
AZN icon
820
CALL
AstraZeneca
AZN
$269B
$318K 0.01%
+2,900
New +$323K
NTES icon
821
PUT
NetEase
NTES
$83B
$318K 0.01%
3,500
-5,000
-59% -$470K
OLED icon
822
Universal Display
OLED
$3.75B
$317K 0.01%
1,753
-577
-25% -$98.5K
JNK icon
823
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$316K 0.01%
3,035
-7,361
-71% -$769K
ZBRA icon
824
Zebra Technologies
ZBRA
$13.5B
$316K 0.01%
+1,250
New +$336K
CLX icon
825
Clorox
CLX
$12B
$315K 0.01%
1,500
-973
-39% -$217K
31 32
33
34 35

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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.