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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
BRSL
426
Brightstar Lottery PLC
BRSL
$1.84B
$628K 0.03%
21,733
-17,732
-45% -$502K
PG icon
427
Procter & Gamble
PG
$336B
$624K 0.03%
+3,814
New +$566K
BAX icon
428
Baxter International
BAX
$13.5B
$621K 0.03%
+7,236
New +$582K
VNLA icon
429
Janus Henderson Short Duration Income ETF
VNLA
$3.32B
$621K 0.03%
+12,536
New +$626K
RSP icon
430
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$618K 0.03%
+3,800
New +$600K
XLP icon
431
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$618K 0.03%
8,010
-40,040
-83% -$2.9M
BIDU icon
432
Baidu
BIDU
$37.7B
$615K 0.03%
+4,133
New +$645K
DLTR icon
433
Dollar Tree
DLTR
$24.4B
$615K 0.03%
4,378
+1,412
+48% +$171K
KMB icon
434
CALL
Kimberly-Clark
KMB
$36.3B
$615K 0.03%
4,300
-2,300
-35% -$310K
MPC icon
435
PUT
Marathon Petroleum
MPC
$92.4B
$614K 0.03%
9,600
-18,500
-66% -$1.19M
VTIP icon
436
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$613K 0.03%
11,918
-973
-8% -$50.6K
LYFT icon
437
CALL
Lyft
LYFT
$6.02B
$611K 0.03%
14,300
-1,100
-7% -$51.5K
GLW icon
438
Corning
GLW
$119B
$610K 0.03%
+16,389
New +$614K
GRMN
439
Garmin
GRMN
$56.7B
$610K 0.03%
+4,477
New +$647K
BABA icon
440
PUT
Alibaba
BABA
$293B
$606K 0.03%
5,100
+1,600
+46% +$233K
UVXY icon
441
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
$606K 0.03%
195
+124
+175% +$530K
EPD icon
442
CALL
Enterprise Products Partners
EPD
$82.3B
$604K 0.03%
27,500
-49,900
-64% -$1.12M
IJR icon
443
iShares Core S&P Small-Cap ETF
IJR
$109B
$603K 0.03%
5,268
-5,750
-52% -$655K
ILMN icon
444
Illumina
ILMN
$31B
$603K 0.03%
1,629
-674
-29% -$255K
VOD icon
445
Vodafone
VOD
$36.3B
$603K 0.03%
40,387
-85,348
-68% -$1.3M
TWM icon
446
ProShares UltraShort Russell2000
TWM
$44.3M
$601K 0.03%
9,293
+29
+0.3% +$1.88K
UBER icon
447
CALL
Uber
UBER
$143B
$600K 0.03%
14,300
-18,700
-57% -$806K
WELL icon
448
CALL
Welltower
WELL
$169B
$600K 0.03%
7,000
+1,900
+37% +$158K
AAL icon
449
PUT
American Airlines Group
AAL
$10.1B
$598K 0.03%
33,300
-107,000
-76% -$2.05M
MCK icon
450
McKesson
MCK
$100B
$597K 0.03%
+2,401
New +$527K
16 17
18
19 20

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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.