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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 | |
|---|---|---|---|---|---|---|
1001
Scotiabank
BNS
$108B
| $223K | 0.01% |
+3,109
| New | +$205K |
|
1002
AngloGold Ashanti
AU
$41.3B
| $222K | 0.01% |
+10,576
| New | +$206K |
|
1003
Huadi International Group
HUDI
$9.72M
| $222K | 0.01% |
+6,942
| New | +$138K |
|
1004
PUT
Realty Income
O
$59.2B
| $222K | 0.01% |
3,100
-20,223
| -87% | -$1.39M |
|
1005
STAAR Surgical
STAA
$1.21B
| $222K | 0.01% |
+2,433
| New | +$261K |
|
1006
NCR Voyix
VYX
$1.19B
| $222K | 0.01% |
+9,011
| New | +$229K |
|
1007
CALL
Capri Holdings
CPRI
$1.88B
| $221K | 0.01% |
+3,400
| New | +$201K |
|
|
TELL
1008
DELISTED
Tellurian Inc.
TELL
| $221K | 0.01% |
+71,808
| New | +$255K |
|
1009
PUT
FirstEnergy
FE
$28B
| $220K | 0.01% |
+5,300
| New | +$204K |
|
1010
Innovative Industrial Properties
IIPR
$1.7B
| $220K | 0.01% |
+836
| New | +$214K |
|
1011
Sonos
SONO
$1.87B
| $220K | 0.01% |
+7,396
| New | +$235K |
|
1012
PUT
Zoetis
ZTS
$32.3B
| $220K | 0.01% |
+900
| New | +$197K |
|
1013
J.M. Smucker
SJM
$12.6B
| $219K | 0.01% |
1,609
-1,625
| -50% | -$207K |
|
1014
SPS Commerce
SPSC
$2.72B
| $219K | 0.01% |
+1,535
| New | +$230K |
|
1015
PUT
United Airlines
UAL
$41.7B
| $219K | 0.01% |
5,000
-53,500
| -91% | -$2.48M |
|
|
BAND
1016
Bandwidth Inc
BAND
$1.4B
| $218K | 0.01% |
+3,041
| New | +$237K |
|
1017
PUT
CSX Corp
CSX
$92.3B
| $218K | 0.01% |
+5,800
| New | +$205K |
|
1018
CubeSmart
CUBE
$9.47B
| $218K | 0.01% |
+3,828
| New | +$206K |
|
1019
Schwab Fundamental US Large Company Index ETF
FNDX
$27B
| $218K | 0.01% |
+11,139
| New | +$211K |
|
1020
Evercore
EVR
$12.3B
| $217K | 0.01% |
+1,601
| New | +$233K |
|
1021
CALL
Kroger
KR
$35.7B
| $217K | 0.01% |
4,800
-65,800
| -93% | -$2.77M |
|
1022
Occidental Petroleum
OXY
$55.2B
| $217K | 0.01% |
7,476
-30,862
| -80% | -$968K |
|
1023
Primerica
PRI
$9.89B
| $217K | 0.01% |
+1,419
| New | +$225K |
|
1024
Wendy's
WEN
$1.43B
| $217K | 0.01% |
+9,078
| New | +$202K |
|
|
FTCH
1025
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $217K | 0.01% |
+6,500
| New | +$239K |
|
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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.