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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
+4.64%
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
$2.3B
AUM Growth
-$1.11B
(-33%)
Cap. Flow
-$1.5B
Cap. Flow
% of AUM
-65.48%
Top 10 Holdings %
Top 10 Hldgs %
53.43%
Holding
2,226
New
717
Increased
245
Reduced
521
Closed
719
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$15.5M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$9.99M |
| 3 |
Meta Platforms (Facebook)
META
|
+$8.41M |
| 4 |
Microsoft
MSFT
|
+$7.16M |
| 5 |
NVIDIA
NVDA
|
+$5.17M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$16.5M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$8.69M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$8.07M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$7.18M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$5.01M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 3.77% |
| 2 | Consumer Discretionary | 2.1% |
| 3 | Financials | 2.02% |
| 4 | Healthcare | 2% |
| 5 | Communication Services | 1.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
Synopsys
SNPS
$74.4B
| $668K | 0.03% |
1,814
+542
| +43% | +$183K |
|
402
iShares National Muni Bond ETF
MUB
$45.1B
| $662K | 0.03% |
+5,689
| New | +$661K |
|
403
ProShares Short Russell2000
RWM
$132M
| $662K | 0.03% |
31,740
+16,153
| +104% | +$336K |
|
404
CALL
Salesforce
CRM
$151B
| $661K | 0.03% |
2,600
-29,300
| -92% | -$8.23M |
|
405
CALL
Moderna
MRNA
$21.8B
| $660K | 0.03% |
2,600
-15,700
| -86% | -$4.59M |
|
406
iShares S&P 500 Value ETF
IVE
$49B
| $658K | 0.03% |
4,203
+11
| +0.3% | +$1.67K |
|
407
Carnival Corporation Ltd
CCL
$38.1B
| $655K | 0.03% |
+32,576
| New | +$697K |
|
408
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $654K | 0.03% |
6,400
-84,400
| -93% | -$8.41M |
|
409
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $652K | 0.03% |
2,226
-400
| -15% | -$121K |
|
410
CALL
Cleveland-Cliffs
CLF
$6.57B
| $651K | 0.03% |
29,900
+12,700
| +74% | +$274K |
|
411
CALL
FirstEnergy
FE
$28B
| $649K | 0.03% |
15,600
+4,700
| +43% | +$181K |
|
412
Vail Resorts
MTN
$5.32B
| $648K | 0.03% |
1,977
-888
| -31% | -$303K |
|
413
Toronto Dominion Bank
TD
$198B
| $648K | 0.03% |
+8,451
| New | +$616K |
|
414
Aptiv
APTV
$12B
| $647K | 0.03% |
+3,920
| New | +$654K |
|
415
DuPont de Nemours
DD
$18.5B
| $646K | 0.03% |
6,371
-3,010
| -32% | -$286K |
|
416
PUT
MP Materials
MP
$7.36B
| $645K | 0.03% |
+14,200
| New | +$560K |
|
417
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $645K | 0.03% |
+20,483
| New | +$643K |
|
418
CALL
United Parcel Service
UPS
$88.6B
| $643K | 0.03% |
3,000
-7,500
| -71% | -$1.53M |
|
419
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $643K | 0.03% |
+7,500
| New | +$601K |
|
420
PUT
DoorDash
DASH
$85.5B
| $640K | 0.03% |
4,300
-3,200
| -43% | -$606K |
|
421
CALL
Roku
ROKU
$21.5B
| $639K | 0.03% |
2,800
-13,600
| -83% | -$3.67M |
|
422
PUT
American Express
AXP
$227B
| $638K | 0.03% |
+3,900
| New | +$665K |
|
423
ServiceNow
NOW
$115B
| $637K | 0.03% |
+4,905
| New | +$644K |
|
424
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
| $636K | 0.03% |
20,666
+4,004
| +24% | +$119K |
|
|
SCHW
425
Charles Schwab
SCHW
$183B
| $633K | 0.03% |
7,524
-4,898
| -39% | -$396K |
|
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TIM
QIM
RB
OMG
MCM
Two Sigma Securities's Q4 2021 Portfolio in Review
As of Q4 2021, Two Sigma Securities held 2,226 positions worth $2.3B, down 33% from $3.41B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Two Sigma Securities withdrew a net $1.5B in Q4 2021, closing 719 positions and reducing 521 holdings. Its most notable exit was State Street SPDR Dow Jones Industrial Average ETF Trust, an estimated $8.07M position sold in full.
By sector, the portfolio is most concentrated in Technology at 3.8% of assets, up from 1.6% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Two Sigma Securities opened a new position in iShares MSCI Emerging Markets ETF worth $9.7M.
- Two Sigma Securities's largest Q4 2021 buy was iShares MSCI Emerging Markets ETF: 198,588 shares worth $9.7M.
- Two Sigma Securities added most to Amazon in Q4 2021, an estimated $15.5M increase.
- Two Sigma Securities's biggest Q4 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $16.5M.
- Two Sigma Securities fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q4 2021, selling an estimated $8.07M.
- Two Sigma Securities's ten largest holdings make up 53% of its $2.3B portfolio in Q4 2021.
- Two Sigma Securities opened 717 new positions and closed 719 in Q4 2021.
- Two Sigma Securities's portfolio value fell 33% quarter-over-quarter to $2.3B.
Based on Two Sigma Securities's 13F filing for Q4 2021, filed 14 Feb 2022.