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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
BURL icon
26
PUT
Burlington
BURL
$23.2B
$7.43M 0.32%
25,500
– –
NVDA icon
27
CALL
NVIDIA
NVDA
$4.86T
$7.29M 0.32%
248,000
-237,000
-49% -$6.52M
MA icon
28
PUT
Mastercard
MA
$502B
$7.26M 0.32%
20,200
-100
-0.5% -$34.6K
MSFT icon
29
PUT
Microsoft
MSFT
$3.45T
$6.76M 0.29%
20,100
-32,400
-62% -$10.5M
MCD icon
30
PUT
McDonald's
MCD
$192B
$6.35M 0.28%
23,700
-41,800
-64% -$10.6M
NVDA icon
31
NVIDIA
NVDA
$4.86T
$6.05M 0.26%
205,620
+187,860
+1,058% +$5.17M
GOOGL icon
32
Alphabet (Google) Class A
GOOGL
$4.36T
$6.01M 0.26%
41,460
+30,120
+266% +$4.34M
IWM icon
33
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$6.01M 0.26%
27,000
-98,500
-78% -$22.3M
AMD icon
34
PUT
Advanced Micro Devices
AMD
$776B
$5.55M 0.24%
38,600
-32,300
-46% -$4.34M
VEA icon
35
Vanguard FTSE Developed Markets ETF
VEA
$229B
$5.46M 0.24%
106,855
+79,922
+297% +$4.1M
GOOG icon
36
Alphabet (Google) Class C
GOOG
$4.36T
$5.35M 0.23%
36,980
+5,800
+19% +$838K
MU icon
37
Micron Technology
MU
$930B
$5.33M 0.23%
57,199
+50,034
+698% +$3.91M
SE icon
38
CALL
Sea Limited
SE
$65.4B
$5.3M 0.23%
23,700
+4,300
+22% +$1.28M
PFE icon
39
Pfizer
PFE
$143B
$5.13M 0.22%
+86,822
New +$4.3M
NKE icon
40
CALL
Nike
NKE
$61.9B
$5.03M 0.22%
30,200
+5,500
+22% +$907K
XLU icon
41
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$4.93M 0.21%
137,800
-330,400
-71% -$11.1M
VOO icon
42
PUT
Vanguard S&P 500 ETF
VOO
$979B
$4.71M 0.21%
+10,800
New +$4.56M
CCL icon
43
PUT
Carnival Corporation Ltd
CCL
$38.1B
$4.65M 0.2%
231,300
-12,700
-5% -$272K
QQQ icon
44
Invesco QQQ Trust
QQQ
$453B
$4.62M 0.2%
11,612
-22,518
-66% -$8.69M
JNK icon
45
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$4.59M 0.2%
42,262
+18,848
+80% +$2.04M
LRCX icon
46
Lam Research
LRCX
$367B
$4.5M 0.2%
+62,630
New +$3.93M
IVV icon
47
PUT
iShares Core S&P 500 ETF
IVV
$878B
$4.44M 0.19%
+9,300
New +$4.29M
AMD icon
48
Advanced Micro Devices
AMD
$776B
$4.33M 0.19%
+30,066
New +$4.04M
LRCX icon
49
PUT
Lam Research
LRCX
$367B
$4.32M 0.19%
60,000
-12,000
-17% -$752K
IVV icon
50
CALL
iShares Core S&P 500 ETF
IVV
$878B
$4.29M 0.19%
+9,000
New +$4.15M
1
2
3 4 5

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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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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.