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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 | |
|---|---|---|---|---|---|---|
626
EOG Resources
EOG
$79.2B
| $418K | 0.02% |
4,700
-1,755
| -27% | -$158K |
|
627
PUT
Zscaler
ZS
$24.5B
| $418K | 0.02% |
1,300
-2,200
| -63% | -$693K |
|
628
CALL
Lincoln National
LNC
$8.73B
| $416K | 0.02% |
6,100
| – | – |
|
629
Global X FinTech ETF
FINX
$170M
| $415K | 0.02% |
+10,357
| New | +$491K |
|
630
Burlington
BURL
$23.2B
| $414K | 0.02% |
1,419
+87
| +7% | +$24.5K |
|
631
AbbVie
ABBV
$443B
| $413K | 0.02% |
+3,053
| New | +$361K |
|
632
CALL
MetLife
MET
$61.9B
| $412K | 0.02% |
6,600
-8,400
| -56% | -$527K |
|
633
CALL
Ulta Beauty
ULTA
$22B
| $412K | 0.02% |
1,000
-1,900
| -66% | -$738K |
|
|
AY
634
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $412K | 0.02% |
+11,520
| New | +$432K |
|
635
Sarepta Therapeutics
SRPT
$1.57B
| $408K | 0.02% |
+4,532
| New | +$387K |
|
636
Twilio
TWLO
$30B
| $408K | 0.02% |
1,548
-837
| -35% | -$250K |
|
637
Ball Corp
BALL
$17.3B
| $407K | 0.02% |
+4,232
| New | +$391K |
|
638
W.W. Grainger
GWW
$65.3B
| $407K | 0.02% |
+785
| New | +$370K |
|
639
FIVE9
FIVN
$2.11B
| $406K | 0.02% |
+2,954
| New | +$437K |
|
640
PUT
T-Mobile US
TMUS
$185B
| $406K | 0.02% |
3,500
-2,900
| -45% | -$341K |
|
641
Biogen
BIIB
$30B
| $405K | 0.02% |
+1,689
| New | +$434K |
|
642
Factset
FDS
$9.36B
| $405K | 0.02% |
+834
| New | +$374K |
|
643
Incyte
INCY
$24.2B
| $404K | 0.02% |
+5,505
| New | +$371K |
|
644
3M
MMM
$90.9B
| $404K | 0.02% |
2,723
-1,024
| -27% | -$153K |
|
645
Appian
APPN
$1.98B
| $403K | 0.02% |
+6,181
| New | +$514K |
|
646
CALL
Lumentum
LITE
$55.5B
| $402K | 0.02% |
+3,800
| New | +$346K |
|
647
CALL
PNC Financial Services
PNC
$99.7B
| $401K | 0.02% |
2,000
-900
| -31% | -$183K |
|
|
648
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $400K | 0.02% |
1,100
-72,200
| -98% | -$25.7M |
|
|
CS
649
DELISTED
Credit Suisse Group
CS
| $400K | 0.02% |
+41,541
| New | +$415K |
|
650
First Trust Exchange-Traded Fund II First Trust International Equity Opportunities ETF
FPXI
$274M
| $399K | 0.02% |
+6,930
| New | +$433K |
|
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QIM
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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.