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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
(+9.7%)
Cap. Flow
-$285M
Cap. Flow
% of AUM
-5.83%
Top 10 Holdings %
Top 10 Hldgs %
56.91%
Holding
1,782
New
444
Increased
323
Reduced
478
Closed
510
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
Alphabet (Google) Class A
GOOGL
|
+$6.71M |
| 5 |
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 |
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 | |
|---|---|---|---|---|---|---|
1126
Smith & Wesson
SWBI
$649M
| $182K | ﹤0.01% |
+11,739
| New | +$207K |
|
1127
Bausch Health
BHC
$1.75B
| $181K | ﹤0.01% |
+11,632
| New | +$200K |
|
1128
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$257M
| $181K | ﹤0.01% |
134
-45
| -25% | -$63.9K |
|
|
ZNGA
1129
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $177K | ﹤0.01% |
19,400
-5,700
| -23% | -$53K |
|
|
CGC
1130
PUT
Canopy Growth
CGC
$376M
| $175K | ﹤0.01% |
+1,220
| New | +$205K |
|
|
BBBY
1131
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $175K | ﹤0.01% |
11,700
-28,000
| -71% | -$324K |
|
1132
PUT
Devon Energy
DVN
$51.3B
| $171K | ﹤0.01% |
+18,100
| New | +$191K |
|
1133
First Majestic Silver
AG
$7.52B
| $162K | ﹤0.01% |
+17,021
| New | +$198K |
|
|
X
1134
DELISTED
US Steel
X
| $161K | ﹤0.01% |
21,884
-108,318
| -83% | -$821K |
|
|
X
1135
CALL
DELISTED
US Steel
X
| $160K | ﹤0.01% |
21,800
+11,300
| +108% | +$85.6K |
|
|
FLG
1136
Flagstar Bank National Association
FLG
$5.87B
| $159K | ﹤0.01% |
+6,413
| New | +$183K |
|
1137
America Movil
AMX
$74.6B
| $157K | ﹤0.01% |
12,598
-767
| -6% | -$9.73K |
|
1138
Suncor Energy
SU
$77.7B
| $157K | ﹤0.01% |
12,804
-10,733
| -46% | -$168K |
|
1139
CALL
Host Hotels & Resorts
HST
$17.5B
| $155K | ﹤0.01% |
14,400
| – | – |
|
1140
PUT
BlackBerry
BB
$4.58B
| $154K | ﹤0.01% |
+33,500
| New | +$162K |
|
|
1141
CALL
First Majestic Silver
AG
$7.52B
| $150K | ﹤0.01% |
+15,800
| New | +$184K |
|
1142
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$362M
| $150K | ﹤0.01% |
261
+45
| +21% | +$28K |
|
1143
Invesco Mortgage Capital
IVR
$759M
| $149K | ﹤0.01% |
5,481
+3,354
| +158% | +$103K |
|
1144
Aegon
AEG
$13.3B
| $147K | ﹤0.01% |
62,391
-18,444
| -23% | -$49K |
|
1145
Manulife Financial
MFC
$73B
| $146K | ﹤0.01% |
+10,528
| New | +$151K |
|
1146
CALL
Occidental Petroleum
OXY
$55.7B
| $145K | ﹤0.01% |
14,500
-10,000
| -41% | -$141K |
|
|
TWO
1147
Two Harbors Investment
TWO
$1.27B
| $144K | ﹤0.01% |
7,086
-1,817
| -20% | -$38.6K |
|
1148
ProShares UltraShort Russell2000
TWM
$45M
| $144K | ﹤0.01% |
800
-107
| -12% | -$19.8K |
|
1149
Transocean
RIG
$5.48B
| $143K | ﹤0.01% |
177,460
+74,398
| +72% | +$122K |
|
1150
Ford
F
$60.9B
| $141K | ﹤0.01% |
+21,205
| New | +$144K |
|
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RB
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.