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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
+6.87%
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
$14.8B
AUM Growth
+$3.87B
(+35%)
Cap. Flow
+$2.55B
Cap. Flow
% of AUM
17.18%
Top 10 Holdings %
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$368M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$43.8M |
| 3 |
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
|
+$14.8M |
| 4 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$12.5M |
| 5 |
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
|
+$10.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$13.8M |
| 2 |
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
|
+$11.7M |
| 3 |
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
|
+$10.7M |
| 4 |
iShares Russell 1000 Value ETF
IWD
|
+$10.1M |
| 5 |
iShares Core S&P Small-Cap ETF
IJR
|
+$9.54M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.26% |
| 2 | Technology | 0.23% |
| 3 | Healthcare | 0.2% |
| 4 | Consumer Discretionary | 0.16% |
| 5 | Utilities | 0.15% |
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Two Sigma Securities's Q4 2019 Portfolio in Review
As of Q4 2019, Two Sigma Securities held 2,801 positions worth $14.8B, up 35% from $11B the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Two Sigma Securities deployed $2.55B of net new capital in Q4 2019, opening 779 new positions and adding to 908 existing holdings. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M.
By sector, the portfolio is most concentrated in Financials at 0.26% of assets, down from 0.51% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Amazon, an estimated $13.8M trimmed.
- Two Sigma Securities's largest Q4 2019 buy was Invesco QQQ Trust: 218,534 shares worth $46.5M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $368M increase.
- Two Sigma Securities's biggest Q4 2019 reduction was Amazon, cutting an estimated $13.8M.
- Two Sigma Securities fully exited Avantor, Inc. Series A Mandatory Convertible Preferred Stock in Q4 2019, selling an estimated $10.7M.
- Two Sigma Securities's ten largest holdings make up 38% of its $14.8B portfolio in Q4 2019.
- Two Sigma Securities opened 779 new positions and closed 508 in Q4 2019.
- Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $14.8B.
Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.