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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 | |
|---|---|---|---|---|---|---|
701
Teleflex
TFX
$6.05B
| $363K | 0.02% |
+1,105
| New | +$376K |
|
|
NBIS
702
CALL
Nebius Group N.V.
NBIS
$48.3B
| $363K | 0.02% |
+6,000
| New | +$442K |
|
703
HP
HPQ
$24.9B
| $362K | 0.02% |
+9,614
| New | +$314K |
|
704
Ally Financial
ALLY
$13.2B
| $361K | 0.02% |
+7,590
| New | +$376K |
|
705
HSBC
HSBC
$365B
| $361K | 0.02% |
11,979
-11,346
| -49% | -$331K |
|
706
PUT
Royal Bank of Canada
RY
$291B
| $361K | 0.02% |
3,400
-2,600
| -43% | -$270K |
|
707
Alnylam Pharmaceuticals
ALNY
$27.5B
| $360K | 0.02% |
+2,125
| New | +$395K |
|
708
General Dynamics
GD
$104B
| $360K | 0.02% |
1,726
-1,781
| -51% | -$360K |
|
709
Houlihan Lokey
HLI
$8.77B
| $360K | 0.02% |
+3,479
| New | +$371K |
|
710
Target
TGT
$65.6B
| $357K | 0.02% |
1,544
-771
| -33% | -$187K |
|
711
Vanguard Morningstar Large-Cap ETF
VV
$52.4B
| $356K | 0.02% |
+1,609
| New | +$345K |
|
712
CALL
Lockheed Martin
LMT
$134B
| $355K | 0.02% |
1,000
-8,800
| -90% | -$3.04M |
|
713
GoodRx Holdings
GDRX
$1.04B
| $354K | 0.02% |
+10,835
| New | +$436K |
|
714
CALL
Honeywell
HON
$77B
| $354K | 0.02% |
1,804
| – | – |
|
715
CALL
ON Semiconductor
ON
$31.8B
| $353K | 0.02% |
+5,200
| New | +$295K |
|
716
CALL
Pinterest
PINS
$13.4B
| $353K | 0.02% |
9,700
-57,300
| -86% | -$2.55M |
|
717
PUT
Analog Devices
ADI
$179B
| $352K | 0.02% |
2,000
-8,600
| -81% | -$1.52M |
|
718
PUT
Generac Holdings
GNRC
$11.6B
| $352K | 0.02% |
1,000
-2,100
| -68% | -$871K |
|
719
McDonald's
MCD
$192B
| $352K | 0.02% |
1,314
-2,940
| -69% | -$742K |
|
720
Williams-Sonoma
WSM
$26.9B
| $352K | 0.02% |
+4,162
| New | +$388K |
|
721
Agnico Eagle Mines
AEM
$73.6B
| $351K | 0.02% |
+6,598
| New | +$351K |
|
722
PUT
Global Payments
GPN
$23B
| $351K | 0.02% |
2,600
-4,300
| -62% | -$593K |
|
|
TWTR
723
PUT
DELISTED
Twitter, Inc.
TWTR
| $350K | 0.02% |
8,100
-19,400
| -71% | -$1.01M |
|
724
Asana
ASAN
$1.92B
| $349K | 0.02% |
+4,682
| New | +$496K |
|
725
CALL
KB Home
KBH
$3.37B
| $349K | 0.02% |
7,800
-15,200
| -66% | -$636K |
|
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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.