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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 | |
|---|---|---|---|---|---|---|
451
CALL
FedEx
FDX
$72.7B
| $595K | 0.03% |
2,300
-10,000
| -81% | -$2.4M |
|
452
iShares Core S&P Total US Stock Market ETF
ITOT
$94.3B
| $591K | 0.03% |
+5,521
| New | +$577K |
|
453
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $591K | 0.03% |
23,045
+7,638
| +50% | +$195K |
|
454
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
| $589K | 0.03% |
3,536
+1,539
| +77% | +$318K |
|
455
Moderna
MRNA
$21.8B
| $586K | 0.03% |
2,306
-675
| -23% | -$197K |
|
456
iShares Biotechnology ETF
IBB
$9.34B
| $585K | 0.03% |
+3,836
| New | +$594K |
|
457
CALL
Spotify
SPOT
$103B
| $585K | 0.03% |
2,500
-4,600
| -65% | -$1.15M |
|
458
PUT
Digital Realty Trust
DLR
$69.7B
| $584K | 0.03% |
+3,300
| New | +$529K |
|
459
Illinois Tool Works
ITW
$82.6B
| $584K | 0.03% |
+2,368
| New | +$550K |
|
460
Ubiquiti
UI
$33.7B
| $584K | 0.03% |
1,904
+897
| +89% | +$273K |
|
461
PUT
Fiverr
FVRR
$321M
| $580K | 0.03% |
5,100
+2,500
| +96% | +$390K |
|
462
iShares Core MSCI EAFE ETF
IEFA
$190B
| $579K | 0.03% |
7,761
-5,714
| -42% | -$429K |
|
463
CALL
Fastenal
FAST
$54.7B
| $577K | 0.03% |
18,000
-4,200
| -19% | -$124K |
|
464
CALL
Snowflake
SNOW
$102B
| $576K | 0.03% |
1,700
-15,900
| -90% | -$5.54M |
|
465
CALL
Toll Brothers
TOL
$13.6B
| $572K | 0.02% |
7,900
+600
| +8% | +$38.6K |
|
466
KLA
KLAC
$239B
| $566K | 0.02% |
13,170
-24,600
| -65% | -$949K |
|
467
PUT
TSMC
TSM
$2.1T
| $565K | 0.02% |
4,700
-1,200
| -20% | -$141K |
|
468
Abbott
ABT
$183B
| $563K | 0.02% |
3,997
-306
| -7% | -$39.2K |
|
469
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $559K | 0.02% |
+6,430
| New | +$558K |
|
|
XYZ
470
Block Inc
XYZ
$48.4B
| $558K | 0.02% |
+3,457
| New | +$749K |
|
471
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| $555K | 0.02% |
+18,741
| New | +$572K |
|
472
iShares MSCI Spain ETF
EWP
$2.11B
| $555K | 0.02% |
+21,112
| New | +$567K |
|
473
lululemon athletica
LULU
$13.5B
| $554K | 0.02% |
+1,414
| New | +$604K |
|
474
Marvell Technology
MRVL
$168B
| $553K | 0.02% |
+6,323
| New | +$472K |
|
475
Delta Air Lines
DAL
$57.5B
| $551K | 0.02% |
14,092
-12,607
| -47% | -$505K |
|
Similar funds
BCM
OAM
NOCM
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.