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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 | |
|---|---|---|---|---|---|---|
751
CALL
Chubb
CB
$134B
| $329K | 0.01% |
+1,700
| New | +$319K |
|
752
CALL
Danaher
DHR
$138B
| $329K | 0.01% |
1,128
-1,918
| -63% | -$528K |
|
753
Philip Morris
PM
$295B
| $329K | 0.01% |
3,460
-13,938
| -80% | -$1.3M |
|
754
CALL
Akamai
AKAM
$16.9B
| $328K | 0.01% |
2,800
-3,400
| -55% | -$374K |
|
755
Copart
CPRT
$27B
| $328K | 0.01% |
8,660
+1,688
| +24% | +$62.6K |
|
756
BlackRock ESG Capital Allocation Term Trust
ECAT
$1.51B
| $326K | 0.01% |
+17,474
| New | +$338K |
|
757
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
| $324K | 0.01% |
+6,587
| New | +$325K |
|
758
CALL
Wendy's
WEN
$1.42B
| $324K | 0.01% |
+13,600
| New | +$302K |
|
759
Charles River Laboratories
CRL
$11.1B
| $323K | 0.01% |
+856
| New | +$333K |
|
760
PUT
Nutrien
NTR
$32.5B
| $323K | 0.01% |
+4,300
| New | +$301K |
|
|
X
761
DELISTED
US Steel
X
| $323K | 0.01% |
13,568
-30,265
| -69% | -$713K |
|
762
CALL
Intuit
INTU
$87.2B
| $322K | 0.01% |
500
-300
| -38% | -$185K |
|
763
CALL
Tyson Foods
TSN
$20.9B
| $322K | 0.01% |
3,700
-39,300
| -91% | -$3.23M |
|
|
NTP
764
DELISTED
Nam Tai Property Inc.
NTP
| $321K | 0.01% |
+31,849
| New | +$634K |
|
765
Alcon
ALC
$33.9B
| $320K | 0.01% |
+3,668
| New | +$302K |
|
766
Domino's
DPZ
$11.9B
| $320K | 0.01% |
567
-1,600
| -74% | -$813K |
|
767
First Trust Technology AlphaDEX Fund
FXL
$2.61B
| $320K | 0.01% |
+2,422
| New | +$317K |
|
|
HZNP
768
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $320K | 0.01% |
2,968
-4,476
| -60% | -$488K |
|
769
CALL
MongoDB
MDB
$28.5B
| $318K | 0.01% |
600
-3,500
| -85% | -$1.79M |
|
|
770
MongoDB
MDB
$28.5B
| $318K | 0.01% |
600
-421
| -41% | -$216K |
|
771
T. Rowe Price
TROW
$24.2B
| $318K | 0.01% |
+1,617
| New | +$328K |
|
|
AMJ
772
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $315K | 0.01% |
+17,693
| New | +$327K |
|
773
Boot Barn
BOOT
$4.85B
| $314K | 0.01% |
+2,552
| New | +$288K |
|
774
CALL
Gogo Inc
GOGO
$611M
| $314K | 0.01% |
23,200
-45,400
| -66% | -$675K |
|
775
PUT
Paychex
PAYX
$41.7B
| $314K | 0.01% |
+2,300
| New | +$284K |
|
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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.