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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
FIVE icon
901
PUT
Five Below
FIVE
$11.6B
$279K 0.01%
2,200
-7,800
-78% -$888K
GRPN icon
902
CALL
Groupon
GRPN
$1.03B
$279K 0.01%
+13,700
New +$319K
VB icon
903
Vanguard Morningstar Small-Cap ETF
VB
$78.9B
$279K 0.01%
1,817
-516
-22% -$79.3K
MTN icon
904
CALL
Vail Resorts
MTN
$5.7B
$278K 0.01%
1,300
-200
-13% -$41.2K
MU icon
905
Micron Technology
MU
$835B
$278K 0.01%
+5,925
New +$287K
DKNG icon
906
CALL
DraftKings
DKNG
$12.2B
$277K 0.01%
+4,700
New +$183K
MCHP icon
907
CALL
Microchip Technology
MCHP
$38.8B
$277K 0.01%
+5,400
New +$281K
BBBY
908
PUT
Bed Bath & Beyond
BBBY
$479M
$276K 0.01%
+4,180
New +$285K
IDLV icon
909
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$276K 0.01%
+9,691
New +$275K
APA icon
910
PUT
APA Corp
APA
$13B
$275K 0.01%
+29,000
New +$397K
SHV icon
911
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$275K 0.01%
2,480
-43,234
-95% -$4.79M
IYE icon
912
iShares US Energy ETF
IYE
$1.72B
$274K 0.01%
17,172
-15,750
-48% -$297K
MOH icon
913
Molina Healthcare
MOH
$10.4B
$274K 0.01%
+1,497
New +$272K
JMST icon
914
JPMorgan Ultra-Short Municipal Income ETF
JMST
$7.12B
$273K 0.01%
+5,354
New +$273K
ELV icon
915
Elevance Health
ELV
$81.5B
$272K 0.01%
1,013
+192
+23% +$51.7K
USB icon
916
US Bancorp
USB
$97.9B
$272K 0.01%
+7,579
New +$277K
SPXU icon
917
ProShares UltraPro Short S&P 500
SPXU
$435M
$271K 0.01%
312
-1,661
-84% -$1.56M
DPZ icon
918
Domino's
DPZ
$11.9B
$270K 0.01%
635
-398
-39% -$158K
MRVL icon
919
CALL
Marvell Technology
MRVL
$147B
$270K 0.01%
6,800
-7,100
-51% -$261K
VOX icon
920
Vanguard Communication Services ETF
VOX
$5.68B
$270K 0.01%
+2,653
New +$269K
FXY icon
921
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$269K 0.01%
+3,000
New +$268K
IVV icon
922
CALL
iShares Core S&P 500 ETF
IVV
$858B
$269K 0.01%
+800
New +$266K
CYBR
923
DELISTED
CyberArk
CYBR
$268K 0.01%
+2,592
New +$279K
GH icon
924
CALL
Guardant Health
GH
$19.1B
$268K 0.01%
+2,400
New +$220K
CB icon
925
CALL
Chubb
CB
$140B
$267K 0.01%
2,300
-500
-18% -$62.8K
35 36
37
38 39

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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.