We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
726
CALL
Vanguard S&P 500 ETF
VOO
$989B
| $349K | 0.02% |
800
-1,800
| -69% | -$760K |
|
727
Markel Group
MKL
$23B
| $348K | 0.02% |
+282
| New | +$356K |
|
728
CALL
Plug Power
PLUG
$2.9B
| $347K | 0.02% |
12,300
-29,100
| -70% | -$1.01M |
|
|
IAA
729
DELISTED
IAA, Inc. Common Stock
IAA
| $346K | 0.02% |
6,830
-11,070
| -62% | -$588K |
|
730
CALL
Dick's Sporting Goods
DKS
$17.7B
| $345K | 0.02% |
3,000
-4,700
| -61% | -$563K |
|
|
BTX
731
BlackRock Technology and Private Equity Term Trust
BTX
$957M
| $345K | 0.02% |
+23,721
| New | +$393K |
|
732
Globe Life
GL
$14.4B
| $344K | 0.02% |
+3,666
| New | +$339K |
|
733
Chipotle Mexican Grill
CMG
$47.1B
| $343K | 0.01% |
9,800
-64,050
| -87% | -$2.26M |
|
734
Energizer
ENR
$1.48B
| $343K | 0.01% |
+8,560
| New | +$329K |
|
735
Carrier Global
CARR
$51.7B
| $340K | 0.01% |
+6,275
| New | +$339K |
|
736
Dimensional US Targeted Value ETF
DFAT
$14.6B
| $340K | 0.01% |
+7,154
| New | +$336K |
|
737
iShares Floating Rate Bond ETF
FLOT
$10.3B
| $339K | 0.01% |
+6,685
| New | +$339K |
|
738
Crocs
CROX
$6.45B
| $338K | 0.01% |
2,639
+754
| +40% | +$116K |
|
739
CALL
Okta
OKTA
$24.9B
| $336K | 0.01% |
1,500
-7,900
| -84% | -$1.88M |
|
740
Star Bulk Carriers
SBLK
$3.2B
| $336K | 0.01% |
+14,806
| New | +$311K |
|
741
CALL
Simon Property Group
SPG
$74.3B
| $336K | 0.01% |
2,100
-22,800
| -92% | -$3.48M |
|
|
PXD
742
DELISTED
Pioneer Natural Resource Co.
PXD
| $336K | 0.01% |
1,848
-3,058
| -62% | -$563K |
|
|
TWTR
743
DELISTED
Twitter, Inc.
TWTR
| $336K | 0.01% |
7,784
+3,285
| +73% | +$171K |
|
|
DOCU
744
CALL
DocuSign
DOCU
$10.6B
| $335K | 0.01% |
2,200
-18,100
| -89% | -$4.13M |
|
745
CALL
Newmont
NEM
$99.5B
| $335K | 0.01% |
5,400
-30,800
| -85% | -$1.75M |
|
746
PUT
Verizon
VZ
$198B
| $333K | 0.01% |
6,400
-93,900
| -94% | -$4.9M |
|
747
Yum! Brands
YUM
$41.3B
| $332K | 0.01% |
+2,394
| New | +$306K |
|
748
Intuitive Surgical
ISRG
$133B
| $331K | 0.01% |
+920
| New | +$317K |
|
749
EPAM Systems
EPAM
$5.41B
| $330K | 0.01% |
493
+35
| +8% | +$22.5K |
|
|
AYX
750
DELISTED
Alteryx Inc
AYX
| $330K | 0.01% |
5,450
-2,372
| -30% | -$164K |
|
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.