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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
Cap. Flow
-$1.5B
Cap. Flow %
-65.48%
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 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
NKE icon
326
Nike
NKE
$61.9B
$831K 0.04%
4,988
-8,058
-62% -$1.33M
XRT icon
327
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
$831K 0.04%
9,200
+300
+3% +$28.3K
CMI icon
328
Cummins
CMI
$87.5B
$822K 0.04%
+3,768
New +$859K
ALB icon
329
CALL
Albemarle
ALB
$13.9B
$818K 0.04%
3,500
-700
-17% -$173K
SWKS icon
330
Skyworks Solutions
SWKS
$9.37B
$818K 0.04%
+5,270
New +$843K
HUBS icon
331
HubSpot
HUBS
$12.2B
$817K 0.04%
+1,239
New +$937K
QID icon
332
ProShares UltraShort QQQ
QID
$282M
$817K 0.04%
10,450
+3,913
+60% +$332K
ROK icon
333
Rockwell Automation
ROK
$53.4B
$814K 0.04%
+2,334
New +$773K
DOCU
334
DocuSign
DOCU
$10.5B
$808K 0.04%
+5,304
New +$1.21M
JNJ icon
335
Johnson & Johnson
JNJ
$618B
$808K 0.04%
4,726
-16,547
-78% -$2.71M
GM icon
336
CALL
General Motors
GM
$80.4B
$803K 0.03%
13,700
-29,000
-68% -$1.69M
TMO icon
337
CALL
Thermo Fisher Scientific
TMO
$213B
$801K 0.03%
1,200
-11,900
-91% -$7.43M
ROKU icon
338
PUT
Roku
ROKU
$21.5B
$799K 0.03%
3,500
-7,000
-67% -$1.89M
FIVE icon
339
Five Below
FIVE
$12B
$796K 0.03%
3,847
+291
+8% +$57.2K
MRNA icon
340
PUT
Moderna
MRNA
$21.8B
$787K 0.03%
3,100
-11,900
-79% -$3.48M
SO icon
341
Southern Company
SO
$109B
$786K 0.03%
+11,458
New +$730K
BA icon
342
CALL
Boeing
BA
$171B
$785K 0.03%
3,900
-50,800
-93% -$10.7M
COIN icon
343
Coinbase
COIN
$38.6B
$777K 0.03%
+3,077
New +$895K
MT icon
344
ArcelorMittal
MT
$52.9B
$776K 0.03%
24,365
+5,629
+30% +$174K
DRIP icon
345
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$98.4M
$775K 0.03%
1,441
+609
+73% +$311K
MPC icon
346
CALL
Marathon Petroleum
MPC
$92.4B
$774K 0.03%
12,100
-51,200
-81% -$3.29M
ALB icon
347
PUT
Albemarle
ALB
$13.9B
$771K 0.03%
3,300
-1,500
-31% -$371K
JNJ icon
348
PUT
Johnson & Johnson
JNJ
$618B
$770K 0.03%
4,500
-29,900
-87% -$4.9M
RSP icon
349
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$770K 0.03%
4,730
-1,965
-29% -$310K
ENPH icon
350
CALL
Enphase Energy
ENPH
$4.96B
$768K 0.03%
4,200
-4,200
-50% -$876K
12 13
14
15 16

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.