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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.64%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$2.3B
AUM Growth
-$1.11B
Cap. Flow
+$21.9M
Cap. Flow %
0.95%
Top 10 Hldgs %
53.43%
Holding
2,226
New
717
Increased
245
Reduced
521
Closed
719

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$15.5M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.99M
3
META icon
Meta Platforms (Facebook)
META
+$8.41M
4
MSFT icon
Microsoft
MSFT
+$7.16M
5
NVDA icon
NVIDIA
NVDA
+$5.17M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$16.5M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$8.69M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$8.07M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$7.18M
5
EWJ icon
iShares MSCI Japan ETF
EWJ
+$5.01M

Sector Composition

Rank Sector Weight
1 Miscellaneous 84.8%
2 Technology 3.82%
3 Consumer Discretionary 2.1%
4 Financials 2.03%
5 Healthcare 2.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SAM icon
301
Boston Beer
SAM
$1.77B
$890K 0.04%
1,763
-221
-11% -$110K
MRK icon
302
CALL
Merck
MRK
$362B
$889K 0.04%
11,600
-48,400
-81% -$3.86M
V icon
303
PUT
Visa
V
$691B
$889K 0.04%
4,100
-10,400
-72% -$2.23M
D icon
304
CALL
Dominion Energy
D
$55.9B
$880K 0.04%
11,200
+7,400
+195% +$557K
SRLN icon
305
State Street Blackstone Senior Loan ETF
SRLN
$5.59B
$880K 0.04%
+19,296
New +$882K
VZ icon
306
Verizon
VZ
$200B
$879K 0.04%
16,925
-14,891
-47% -$777K
GOVT icon
307
iShares US Treasury Bond ETF
GOVT
$41.3B
$877K 0.04%
32,875
+21,827
+198% +$578K
CMG icon
308
PUT
Chipotle Mexican Grill
CMG
$42.3B
$874K 0.04%
25,000
-85,000
-77% -$2.99M
C icon
309
Citigroup
C
$221B
$871K 0.04%
14,418
+1,908
+15% +$127K
XLP icon
310
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$871K 0.04%
11,300
-15,300
-58% -$1.11M
KO icon
311
PUT
Coca-Cola
KO
$380B
$870K 0.04%
14,700
-33,700
-70% -$1.88M
WFC icon
312
PUT
Wells Fargo
WFC
$260B
$864K 0.04%
18,000
-24,400
-58% -$1.2M
ALB icon
313
Albemarle
ALB
$13.1B
$862K 0.04%
3,689
+2,630
+248% +$651K
MP icon
314
MP Materials
MP
$8.42B
$862K 0.04%
+18,969
New +$748K
MRK icon
315
Merck
MRK
$362B
$862K 0.04%
11,249
-992
-8% -$79K
VRSN icon
316
VeriSign
VRSN
$27.4B
$859K 0.04%
+3,383
New +$782K
EFX icon
317
Equifax
EFX
$18.7B
$850K 0.04%
+2,903
New +$808K
ASML icon
318
ASML
ASML
$645B
$849K 0.04%
1,066
-467
-30% -$371K
PYPL icon
319
CALL
PayPal
PYPL
$44.8B
$849K 0.04%
4,500
-13,700
-75% -$2.96M
PSQ icon
320
ProShares Short QQQ
PSQ
$759M
$842K 0.04%
15,552
+3,474
+29% +$196K
HUM icon
321
CALL
Humana
HUM
$46.4B
$835K 0.04%
+1,800
New +$797K
RTX icon
322
PUT
RTX Corp
RTX
$261B
$835K 0.04%
9,700
-42,600
-81% -$3.71M
TTD icon
323
CALL
Trade Desk
TTD
$6.58B
$834K 0.04%
9,100
-11,300
-55% -$990K
VEU icon
324
Vanguard FTSE All-World ex-US ETF
VEU
$69.2B
$834K 0.04%
+13,605
New +$842K
GNRC icon
325
Generac Holdings
GNRC
$12.3B
$833K 0.04%
2,368
+1,686
+247% +$699K
11 12
13
14 15

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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's Q4 2021 filing shows 717 new, 245 increased, 521 reduced and 719 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 198,588 shares worth $9.7M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $16.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 92% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.