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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
ENPH icon
351
PUT
Enphase Energy
ENPH
$4.96B
$768K 0.03%
4,200
+2,800
+200% +$584K
CVS icon
352
PUT
CVS Health
CVS
$133B
$763K 0.03%
7,400
-7,200
-49% -$665K
XYZ
353
CALL
Block Inc
XYZ
$48.4B
$759K 0.03%
4,700
-50,500
-91% -$10.9M
SPSB icon
354
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$758K 0.03%
+24,477
New +$760K
COF icon
355
Capital One
COF
$128B
$756K 0.03%
5,213
+3,936
+308% +$608K
SKT icon
356
Tanger
SKT
$4.67B
$756K 0.03%
39,221
+19,442
+98% +$370K
EWG icon
357
iShares MSCI Germany ETF
EWG
$1.59B
$754K 0.03%
+23,008
New +$763K
MDT icon
358
Medtronic
MDT
$109B
$753K 0.03%
7,276
+4,049
+125% +$469K
KRE icon
359
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$751K 0.03%
+10,593
New +$758K
XBI icon
360
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$750K 0.03%
6,700
-39,000
-85% -$4.7M
ILF icon
361
iShares Latin America 40 ETF
ILF
$3.85B
$749K 0.03%
+31,921
New +$797K
IGSB icon
362
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$745K 0.03%
13,819
-11,511
-45% -$623K
NXPI icon
363
NXP Semiconductors
NXPI
$57.8B
$741K 0.03%
3,251
+2,209
+212% +$470K
COF icon
364
CALL
Capital One
COF
$128B
$740K 0.03%
5,100
-3,800
-43% -$587K
SPYG icon
365
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.7B
$738K 0.03%
+10,189
New +$711K
IJH icon
366
iShares Core S&P Mid-Cap ETF
IJH
$122B
$736K 0.03%
12,995
-34,985
-73% -$1.95M
DDS icon
367
Dillards
DDS
$9.19B
$731K 0.03%
+2,983
New +$785K
TRIP icon
368
CALL
TripAdvisor
TRIP
$1.65B
$731K 0.03%
26,800
+19,600
+272% +$601K
STZ icon
369
CALL
Constellation Brands
STZ
$22.2B
$728K 0.03%
2,900
-1,100
-28% -$251K
PXD
370
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$728K 0.03%
4,000
-14,900
-79% -$2.74M
ABNB icon
371
Airbnb
ABNB
$89.9B
$727K 0.03%
4,366
-17,455
-80% -$3.07M
GILD icon
372
CALL
Gilead Sciences
GILD
$162B
$726K 0.03%
10,000
-46,900
-82% -$3.23M
COF icon
373
PUT
Capital One
COF
$128B
$725K 0.03%
5,000
+2,900
+138% +$448K
RACE icon
374
CALL
Ferrari
RACE
$69.2B
$725K 0.03%
+2,800
New +$690K
JDST icon
375
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
$724K 0.03%
335
+281
+520% +$626K
13 14
15
16 17

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NOCM
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TIM
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QIM
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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.