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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
XLF icon
376
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$722K 0.03%
18,500
-64,800
-78% -$2.55M
DVY icon
377
iShares Select Dividend ETF
DVY
$23.5B
$719K 0.03%
5,865
+700
+14% +$83.4K
AXP icon
378
American Express
AXP
$227B
$718K 0.03%
4,390
+1,133
+35% +$193K
UCO icon
379
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
$716K 0.03%
33,020
-21,348
-39% -$473K
OLLI icon
380
Ollie's Bargain Outlet
OLLI
$4.44B
$715K 0.03%
+13,962
New +$851K
IXUS icon
381
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
$710K 0.03%
+10,007
New +$719K
SHW icon
382
Sherwin-Williams
SHW
$82.7B
$710K 0.03%
+2,015
New +$651K
USB icon
383
PUT
US Bancorp
USB
$98.2B
$708K 0.03%
12,600
-6,500
-34% -$384K
CSCO icon
384
CALL
Cisco
CSCO
$457B
$703K 0.03%
11,100
-46,500
-81% -$2.66M
DUST icon
385
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
$703K 0.03%
371
+104
+39% +$210K
DB icon
386
Deutsche Bank
DB
$69B
$699K 0.03%
+55,942
New +$713K
VOO icon
387
Vanguard S&P 500 ETF
VOO
$979B
$699K 0.03%
1,600
-219
-12% -$92.4K
NOC icon
388
PUT
Northrop Grumman
NOC
$77.1B
$697K 0.03%
+1,800
New +$670K
UBER icon
389
PUT
Uber
UBER
$143B
$696K 0.03%
16,600
-59,400
-78% -$2.56M
RBLX icon
390
Roblox
RBLX
$25.4B
$693K 0.03%
+6,715
New +$652K
RBLX icon
391
PUT
Roblox
RBLX
$25.4B
$691K 0.03%
+6,700
New +$651K
CLF icon
392
PUT
Cleveland-Cliffs
CLF
$6.57B
$690K 0.03%
31,700
+9,600
+43% +$207K
GE icon
393
GE Aerospace
GE
$374B
$690K 0.03%
11,720
-1,533
-12% -$96.3K
CHGG icon
394
Chegg
CHGG
$110M
$689K 0.03%
+22,448
New +$911K
STX icon
395
PUT
Seagate
STX
$194B
$689K 0.03%
+6,100
New +$593K
AFL icon
396
CALL
Aflac
AFL
$64.9B
$683K 0.03%
11,700
+7,700
+193% +$432K
WDAY icon
397
CALL
Workday
WDAY
$39.6B
$683K 0.03%
2,500
-2,500
-50% -$694K
CSX icon
398
CSX Corp
CSX
$93.4B
$682K 0.03%
+18,128
New +$639K
NUGT icon
399
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$677K 0.03%
13,246
-6,017
-31% -$300K
ACWX icon
400
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$669K 0.03%
+12,038
New +$677K
14 15
16
17 18

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NOCM
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TIM
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QIM
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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.