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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 | |
|---|---|---|---|---|---|---|
1076
BlackRock Capital Allocation Term Trust
BCAT
$1.66B
| $205K | 0.01% |
+10,557
| New | +$205K |
|
1077
CALL
Consolidated Edison
ED
$39.8B
| $205K | 0.01% |
+2,400
| New | +$189K |
|
|
GENZ
1078
VanEck Digital Native Economy ETF
GENZ
$16.9M
| $204K | 0.01% |
+4,587
| New | +$214K |
|
1079
CALL
Dow Inc
DOW
$21.6B
| $204K | 0.01% |
3,600
-7,700
| -68% | -$439K |
|
1080
Palo Alto Networks
PANW
$283B
| $203K | 0.01% |
+2,190
| New | +$189K |
|
1081
Apple
AAPL
$4.46T
| $202K | 0.01% |
1,136
-21,230
| -95% | -$3.36M |
|
1082
iShares MSCI EAFE ETF
EFA
$78.4B
| $202K | 0.01% |
+2,571
| New | +$204K |
|
1083
Prologis
PLD
$135B
| $202K | 0.01% |
+1,197
| New | +$179K |
|
|
SCHW
1084
PUT
Charles Schwab
SCHW
$184B
| $202K | 0.01% |
+2,400
| New | +$194K |
|
1085
PUT
Kraft Heinz
KHC
$31.3B
| $201K | 0.01% |
5,600
-7,600
| -58% | -$273K |
|
1086
CALL
Marvell Technology
MRVL
$174B
| $201K | 0.01% |
2,300
-22,000
| -91% | -$1.64M |
|
1087
Repligen
RGEN
$8.3B
| $201K | 0.01% |
+759
| New | +$204K |
|
1088
Canadian Pacific Kansas City
CP
$79.7B
| $200K | 0.01% |
+2,781
| New | +$203K |
|
1089
iShares Global Energy ETF
IXC
$2.83B
| $200K | 0.01% |
7,284
-9,451
| -56% | -$268K |
|
1090
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.07B
| $200K | 0.01% |
+3,562
| New | +$200K |
|
1091
Pinterest
PINS
$13.5B
| $200K | 0.01% |
5,513
-1,894
| -26% | -$84.2K |
|
1092
Robinhood
HOOD
$81.2B
| $199K | 0.01% |
+11,216
| New | +$345K |
|
1093
Hecla Mining
HL
$9.68B
| $197K | 0.01% |
37,714
-1,180
| -3% | -$6.59K |
|
|
PR
1094
Permian Resources
PR
$17.5B
| $191K | 0.01% |
31,872
-1,748
| -5% | -$11.9K |
|
|
OPTU
1095
Optimum Communications Inc
OPTU
$336M
| $188K | 0.01% |
+11,645
| New | +$197K |
|
1096
CALL
American Airlines Group
AAL
$10.6B
| $187K | 0.01% |
10,400
-125,400
| -92% | -$2.41M |
|
|
AMRN
1097
Amarin Corp
AMRN
$297M
| $187K | 0.01% |
+2,768
| New | +$229K |
|
1098
CEMIG Preferred Shares
CIG
$6.24B
| $182K | 0.01% |
126,813
-37,712
| -23% | -$54.2K |
|
1099
B2Gold
BTG
$5.13B
| $181K | 0.01% |
46,014
-41,019
| -47% | -$165K |
|
1100
FNB Corp
FNB
$6.83B
| $181K | 0.01% |
14,913
+1,470
| +11% | +$17.8K |
|
Similar funds
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QIM
RB
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MCM
NEPWA
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.