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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
FDX icon
451
CALL
FedEx
FDX
$71.9B
$595K 0.03%
2,300
-10,000
-81% -$2.4M
ITOT icon
452
iShares Core S&P Total US Stock Market ETF
ITOT
$95.8B
$591K 0.03%
+5,521
New +$577K
UUP icon
453
Invesco DB US Dollar Index Bullish Fund
UUP
$324M
$591K 0.03%
23,045
+7,638
+50% +$195K
YINN icon
454
Direxion Daily FTSE China Bull 3X ETF
YINN
$593M
$589K 0.03%
3,536
+1,539
+77% +$318K
MRNA icon
455
Moderna
MRNA
$61.5B
$586K 0.03%
2,306
-675
-23% -$197K
IBB icon
456
iShares Biotechnology ETF
IBB
$10.4B
$585K 0.03%
+3,836
New +$594K
SPOT icon
457
CALL
Spotify
SPOT
$105B
$585K 0.03%
2,500
-4,600
-65% -$1.15M
DLR icon
458
PUT
Digital Realty Trust
DLR
$67.6B
$584K 0.03%
+3,300
New +$529K
ITW icon
459
Illinois Tool Works
ITW
$76.7B
$584K 0.03%
+2,368
New +$550K
UI icon
460
Ubiquiti
UI
$35.7B
$584K 0.03%
1,904
+897
+89% +$273K
FVRR icon
461
PUT
Fiverr
FVRR
$306M
$580K 0.03%
5,100
+2,500
+96% +$390K
IEFA icon
462
iShares Core MSCI EAFE ETF
IEFA
$192B
$579K 0.03%
7,761
-5,714
-42% -$429K
FAST icon
463
CALL
Fastenal
FAST
$56.2B
$577K 0.03%
18,000
-4,200
-19% -$124K
SNOW icon
464
CALL
Snowflake
SNOW
$117B
$576K 0.03%
1,700
-15,900
-90% -$5.54M
TOL icon
465
CALL
Toll Brothers
TOL
$12.3B
$572K 0.02%
7,900
+600
+8% +$38.6K
KLAC icon
466
KLA
KLAC
$231B
$566K 0.02%
13,170
-24,600
-65% -$949K
TSM icon
467
PUT
TSMC
TSM
$2.25T
$565K 0.02%
4,700
-1,200
-20% -$141K
ABT icon
468
Abbott
ABT
$178B
$563K 0.02%
3,997
-306
-7% -$39.2K
HYG icon
469
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$559K 0.02%
+6,430
New +$558K
XYZ
470
Block Inc
XYZ
$45.8B
$558K 0.02%
+3,457
New +$749K
ERX icon
471
Direxion Daily Energy Bull 2X ETF
ERX
$252M
$555K 0.02%
+18,741
New +$572K
EWP icon
472
iShares MSCI Spain ETF
EWP
$2.2B
$555K 0.02%
+21,112
New +$567K
LULU icon
473
lululemon athletica
LULU
$10.9B
$554K 0.02%
+1,414
New +$604K
MRVL icon
474
Marvell Technology
MRVL
$220B
$553K 0.02%
+6,323
New +$472K
DAL icon
475
Delta Air Lines
DAL
$52.4B
$551K 0.02%
14,092
-12,607
-47% -$505K
17 18
19
20 21

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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.