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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
SILJ icon
1151
Amplify Junior Silver Miners ETF
SILJ
$3.14B
$141K ﹤0.01%
+10,186
New +$149K
TEVA icon
1152
PUT
Teva Pharmaceuticals
TEVA
$40.4B
$137K ﹤0.01%
+15,200
New +$161K
OXY icon
1153
PUT
Occidental Petroleum
OXY
$55.7B
$135K ﹤0.01%
13,500
-54,400
-80% -$767K
JWN
1154
PUT
DELISTED
Nordstrom
JWN
$134K ﹤0.01%
+11,200
New +$168K
SOGO
1155
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$133K ﹤0.01%
+14,965
New +$114K
ERX icon
1156
Direxion Daily Energy Bull 2X ETF
ERX
$231M
$132K ﹤0.01%
14,125
-2,213
-14% -$29.1K
NLY icon
1157
CALL
Annaly Capital Management
NLY
$17.3B
$130K ﹤0.01%
4,550
-950
-17% -$27.5K
OXY icon
1158
Occidental Petroleum
OXY
$55.7B
$129K ﹤0.01%
12,847
-5,269
-29% -$74.3K
BB icon
1159
BlackBerry
BB
$4.58B
$128K ﹤0.01%
+27,794
New +$135K
RJI
1160
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$119K ﹤0.01%
+27,648
New +$119K
TEVA icon
1161
Teva Pharmaceuticals
TEVA
$40.4B
$117K ﹤0.01%
12,972
+800
+7% +$8.46K
CLF icon
1162
Cleveland-Cliffs
CLF
$6.49B
$115K ﹤0.01%
+17,982
New +$108K
FTI icon
1163
TechnipFMC
FTI
$28.6B
$113K ﹤0.01%
+24,125
New +$136K
VALE icon
1164
PUT
Vale
VALE
$62.3B
$112K ﹤0.01%
+10,600
New +$119K
ZNGA
1165
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$112K ﹤0.01%
+12,300
New +$114K
SPXU icon
1166
CALL
ProShares UltraPro Short S&P 500
SPXU
$435M
$110K ﹤0.01%
127
-45
-26% -$42.3K
MRO
1167
DELISTED
Marathon Oil Corporation
MRO
$110K ﹤0.01%
26,924
-10,439
-28% -$55.2K
GLUU
1168
DELISTED
Glu Mobile Inc.
GLUU
$110K ﹤0.01%
+14,349
New +$121K
LUMN icon
1169
Lumen
LUMN
$6.43B
$109K ﹤0.01%
10,769
-3,969
-27% -$41.2K
MAC icon
1170
Macerich
MAC
$7.4B
$108K ﹤0.01%
+15,932
New +$125K
CLVS
1171
DELISTED
Clovis Oncology, Inc.
CLVS
$107K ﹤0.01%
+18,320
New +$110K
MLPY
1172
DELISTED
Morgan Stanley Cushing MLP High Income Index ETN
MLPY
$106K ﹤0.01%
+40,247
New +$115K
HPE icon
1173
Hewlett Packard
HPE
$58.8B
$105K ﹤0.01%
+11,156
New +$107K
PBF icon
1174
PBF Energy
PBF
$7.49B
$102K ﹤0.01%
+17,905
New +$149K
RITM icon
1175
PUT
Rithm Capital
RITM
$5.58B
$100K ﹤0.01%
+12,600
New +$97K
45 46
47
48 49

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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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SLT
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RB
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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.