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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
VXX icon
476
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$550K 0.02%
1,855
+1,329
+253% +$472K
DLTR icon
477
PUT
Dollar Tree
DLTR
$24.4B
$548K 0.02%
3,900
-1,100
-22% -$134K
IBM icon
478
CALL
IBM
IBM
$211B
$548K 0.02%
4,100
-52,907
-93% -$6.64M
WBA
479
CALL
DELISTED
Walgreens Boots Alliance
WBA
$548K 0.02%
10,500
-5,400
-34% -$261K
WING icon
480
Wingstop
WING
$3.53B
$545K 0.02%
+3,153
New +$528K
APTV icon
481
PUT
Aptiv
APTV
$12B
$544K 0.02%
3,300
-4,600
-58% -$768K
IYE icon
482
iShares US Energy ETF
IYE
$1.74B
$544K 0.02%
18,060
-7,933
-31% -$244K
AXON
483
Axon Enterprise
AXON
$42.5B
$543K 0.02%
3,460
-135
-4% -$22.7K
DFS
484
PUT
DELISTED
Discover Financial Services
DFS
$543K 0.02%
+4,700
New +$556K
FDX icon
485
FedEx
FDX
$72.7B
$542K 0.02%
2,095
-3,235
-61% -$776K
TREX icon
486
CALL
Trex
TREX
$4.51B
$540K 0.02%
+4,000
New +$480K
CAR icon
487
PUT
Avis
CAR
$4.86B
$539K 0.02%
+2,600
New +$576K
DDS icon
488
PUT
Dillards
DDS
$9.19B
$539K 0.02%
2,200
+300
+16% +$78.9K
FCX icon
489
CALL
Freeport-McMoran
FCX
$90B
$538K 0.02%
12,900
-119,400
-90% -$4.54M
WGO icon
490
Winnebago Industries
WGO
$856M
$538K 0.02%
+7,176
New +$517K
ETN icon
491
CALL
Eaton
ETN
$161B
$536K 0.02%
3,100
+200
+7% +$33.1K
GS icon
492
CALL
Goldman Sachs
GS
$300B
$536K 0.02%
1,400
-15,300
-92% -$6.06M
HD icon
493
Home Depot
HD
$331B
$536K 0.02%
1,291
+177
+16% +$67.4K
ABNB icon
494
CALL
Airbnb
ABNB
$89.9B
$533K 0.02%
3,200
-5,900
-65% -$1.04M
SBAC icon
495
SBA Communications
SBAC
$19.2B
$533K 0.02%
1,369
+532
+64% +$187K
TMF icon
496
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
$533K 0.02%
+1,896
New +$530K
HUBS icon
497
CALL
HubSpot
HUBS
$12.2B
$527K 0.02%
+800
New +$605K
TOTL icon
498
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.09B
$527K 0.02%
11,126
+6,741
+154% +$322K
VTR icon
499
CALL
Ventas
VTR
$48B
$527K 0.02%
+10,300
New +$538K
AGNC icon
500
CALL
AGNC Investment
AGNC
$12.4B
$525K 0.02%
34,900
+15,700
+82% +$249K
18 19
20
21 22

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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.