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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
CS
1726
DELISTED
Credit Suisse Group
CS
– –
-13,978
Closed -$144K
BSX.PRA
1727
DELISTED
Boston Scientific Corporation 5.50% Mandatory Convertible Preferred Stock, Series A
BSX.PRA
– –
-9,302
Closed -$974K
BIOC
1728
DELISTED
Biocept, Inc.
BIOC
– –
-77
Closed -$16K
AUY
1729
DELISTED
Yamana Gold, Inc.
AUY
– –
-71,813
Closed -$430K
RSX
1730
DELISTED
VanEck Russia ETF
RSX
– –
-13,760
Closed -$286K
TWTR
1731
DELISTED
Twitter, Inc.
TWTR
– –
-8,417
Closed -$323K
WBII
1732
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-10,176
Closed -$239K
CHNG
1733
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-61,323
Closed -$687K
CHNG
1734
PUT
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-79,900
Closed -$895K
CTXS
1735
PUT
DELISTED
Citrix Systems Inc
CTXS
– –
-3,200
Closed -$473K
NBEV
1736
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
– –
-52,780
Closed -$81K
LFC
1737
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-10,718
Closed -$108K
RENO
1738
DELISTED
Renovare Environmental, Inc. Common Stock
RENO
– –
-17,797
Closed -$45K
ZNGA
1739
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-18,517
Closed -$172K
XLNX
1740
DELISTED
Xilinx Inc
XLNX
– –
-3,620
Closed -$372K
GSS
1741
DELISTED
Golden Star Resources Ltd.
GSS
– –
-11,121
Closed -$32K
RDS.B
1742
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-16,496
Closed -$502K
XLRN
1743
DELISTED
Acceleron Pharma
XLRN
– –
-2,291
Closed -$218K
JIH.U
1744
DELISTED
Juniper Industrial Holdings, Inc. Units, each consisting of one share of Class A common stock, $0.00
JIH.U
– –
-10,471
Closed -$108K
GWPH
1745
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-2,200
Closed -$270K
GWPH
1746
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-1,800
Closed -$221K
GLUU
1747
CALL
DELISTED
Glu Mobile Inc.
GLUU
– –
-10,000
Closed -$93K
RP
1748
DELISTED
RealPage, Inc.
RP
– –
-5,087
Closed -$331K
ANH
1749
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-13,966
Closed -$24K
FIT
1750
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-17,947
Closed -$116K
67 68 69
70
71

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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.