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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 | |
|---|---|---|---|---|---|---|
951
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.29B
| $240K | 0.01% |
+3,952
| New | +$242K |
|
952
LendingTree
TREE
$448M
| $239K | 0.01% |
+1,948
| New | +$259K |
|
953
CALL
JPMorgan Chase
JPM
$937B
| $238K | 0.01% |
1,500
-62,700
| -98% | -$10.3M |
|
954
Regal Rexnord
RRX
$14.1B
| $238K | 0.01% |
+1,400
| New | +$222K |
|
955
ProShares UltraShort Bloomberg Crude Oil
SCO
$717M
| $238K | 0.01% |
+932
| New | +$256K |
|
956
PUT
Trade Desk
TTD
$8.6B
| $238K | 0.01% |
2,600
-7,800
| -75% | -$683K |
|
957
Ericsson
ERIC
$33.1B
| $237K | 0.01% |
21,826
-14,595
| -40% | -$160K |
|
958
State Street SPDR S&P China ETF
GXC
$476M
| $237K | 0.01% |
+2,293
| New | +$252K |
|
959
Intellia Therapeutics
NTLA
$1.5B
| $237K | 0.01% |
+2,006
| New | +$251K |
|
960
CALL
Seagate
STX
$189B
| $237K | 0.01% |
+2,100
| New | +$204K |
|
961
SunCoke Energy
SXC
$714M
| $237K | 0.01% |
+35,964
| New | +$238K |
|
962
PUT
Newmont
NEM
$100B
| $236K | 0.01% |
3,800
-5,600
| -60% | -$317K |
|
963
Pool Corp
POOL
$7.11B
| $236K | 0.01% |
+417
| New | +$219K |
|
964
Targa Resources
TRGP
$56.8B
| $236K | 0.01% |
+4,513
| New | +$242K |
|
|
DISCK
965
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $236K | 0.01% |
10,315
-2,620
| -20% | -$63.1K |
|
966
Johnson Controls International
JCI
$88.7B
| $235K | 0.01% |
2,887
-542
| -16% | -$41K |
|
967
PUT
State Street SPDR S&P Bank ETF
KBE
$1.67B
| $235K | 0.01% |
+4,300
| New | +$238K |
|
968
PUT
TJX Companies
TJX
$174B
| $235K | 0.01% |
3,100
-12,100
| -80% | -$839K |
|
|
TRTN
969
CALL
DELISTED
Triton International Limited
TRTN
| $235K | 0.01% |
+3,900
| New | +$227K |
|
970
Arista Networks
ANET
$233B
| $234K | 0.01% |
+6,524
| New | +$195K |
|
971
Dominion Energy
D
$60.5B
| $234K | 0.01% |
2,973
-12,020
| -80% | -$904K |
|
|
RAD
972
DELISTED
Rite Aid Corporation
RAD
| $234K | 0.01% |
+15,896
| New | +$214K |
|
973
CALL
Valero Energy
VLO
$88.5B
| $233K | 0.01% |
3,100
-17,600
| -85% | -$1.31M |
|
974
CALL
Elevance Health
ELV
$83B
| $232K | 0.01% |
500
-2,300
| -82% | -$968K |
|
975
American Tower
AMT
$80.6B
| $230K | 0.01% |
788
-75
| -9% | -$20.5K |
|
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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.