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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 | |
|---|---|---|---|---|---|---|
851
CALL
Applied Materials
AMAT
$408B
| $283K | 0.01% |
1,800
-25,500
| -93% | -$3.69M |
|
852
Cinemark Holdings
CNK
$4.38B
| $283K | 0.01% |
+17,551
| New | +$328K |
|
|
CTXS
853
DELISTED
Citrix Systems Inc
CTXS
| $283K | 0.01% |
2,988
-3,318
| -53% | -$303K |
|
854
PUT
Comcast
CMCSA
$87.5B
| $282K | 0.01% |
5,600
-28,900
| -84% | -$1.51M |
|
|
VMW
855
DELISTED
VMware, Inc
VMW
| $282K | 0.01% |
+2,433
| New | +$320K |
|
856
CALL
Caesars Entertainment
CZR
$6.06B
| $281K | 0.01% |
3,000
-9,100
| -75% | -$923K |
|
857
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7B
| $281K | 0.01% |
6,700
-19,800
| -75% | -$848K |
|
|
MRO
858
DELISTED
Marathon Oil Corporation
MRO
| $281K | 0.01% |
17,092
-61,586
| -78% | -$990K |
|
859
Cable One
CABO
$249M
| $280K | 0.01% |
+159
| New | +$282K |
|
860
Enterprise Products Partners
EPD
$81.2B
| $280K | 0.01% |
+12,733
| New | +$286K |
|
861
CALL
Diamondback Energy
FANG
$55.6B
| $280K | 0.01% |
2,600
-18,600
| -88% | -$2.02M |
|
862
PUT
Target
TGT
$68B
| $278K | 0.01% |
1,200
-20,600
| -94% | -$5.01M |
|
863
Aflac
AFL
$64.5B
| $277K | 0.01% |
+4,747
| New | +$266K |
|
864
CALL
Becton Dickinson
BDX
$46.7B
| $277K | 0.01% |
+1,128
| New | +$270K |
|
865
Invesco Mortgage Capital
IVR
$760M
| $277K | 0.01% |
9,959
+6,572
| +194% | +$204K |
|
866
CALL
Carnival Corporation Ltd
CCL
$39.2B
| $276K | 0.01% |
13,700
-33,200
| -71% | -$710K |
|
867
Ciena
CIEN
$54.9B
| $275K | 0.01% |
+3,578
| New | +$221K |
|
868
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
| $275K | 0.01% |
2,134
-984
| -32% | -$127K |
|
869
Calix
CALX
$2.34B
| $274K | 0.01% |
+3,421
| New | +$223K |
|
870
Kraft Heinz
KHC
$31.1B
| $274K | 0.01% |
7,631
-5,727
| -43% | -$206K |
|
871
CALL
Fiverr
FVRR
$343M
| $273K | 0.01% |
2,400
-8,400
| -78% | -$1.31M |
|
872
CALL
Yeti Holdings
YETI
$3.82B
| $273K | 0.01% |
3,300
-13,200
| -80% | -$1.21M |
|
|
ATVI
873
CALL
DELISTED
Activision Blizzard
ATVI
| $273K | 0.01% |
4,100
-11,400
| -74% | -$779K |
|
874
Affirm
AFRM
$25.5B
| $272K | 0.01% |
+2,707
| New | +$358K |
|
875
Signet Jewelers
SIG
$3.7B
| $272K | 0.01% |
+3,123
| New | +$287K |
|
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.