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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
UDOW icon
501
ProShares UltraPro Dow 30
UDOW
$841M
$525K 0.02%
+12,418
New +$493K
CLX icon
502
Clorox
CLX
$11.6B
$523K 0.02%
3,001
-16,331
-84% -$2.72M
FAST icon
503
Fastenal
FAST
$54.7B
$521K 0.02%
16,262
+5,466
+51% +$161K
MTUM icon
504
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
$521K 0.02%
+2,867
New +$528K
PRU icon
505
PUT
Prudential Financial
PRU
$42.4B
$520K 0.02%
4,800
-1,900
-28% -$206K
MDY icon
506
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$518K 0.02%
+1,000
New +$509K
CCJ icon
507
Cameco
CCJ
$37.6B
$517K 0.02%
23,693
-13,617
-36% -$329K
DECK icon
508
Deckers Outdoor
DECK
$13.2B
$517K 0.02%
8,472
+3,804
+81% +$245K
FDX icon
509
PUT
FedEx
FDX
$72.7B
$517K 0.02%
2,000
-14,000
-88% -$3.36M
CVX icon
510
Chevron
CVX
$392B
$516K 0.02%
4,393
-16,082
-79% -$1.83M
F icon
511
CALL
Ford
F
$58.5B
$515K 0.02%
24,800
-308,200
-93% -$5.67M
SPYD icon
512
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.62B
$514K 0.02%
12,217
+6,150
+101% +$251K
W icon
513
CALL
Wayfair
W
$11.2B
$513K 0.02%
2,700
-4,300
-61% -$1.01M
JNUG icon
514
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$349M
$512K 0.02%
+7,991
New +$527K
SAFM
515
DELISTED
Sanderson Farms Inc
SAFM
$511K 0.02%
+2,676
New +$504K
KEYS icon
516
Keysight
KEYS
$54.5B
$509K 0.02%
+2,463
New +$461K
KNX icon
517
Knight Transportation
KNX
$11.3B
$509K 0.02%
+8,354
New +$473K
LULU icon
518
PUT
lululemon athletica
LULU
$13.5B
$509K 0.02%
1,300
+300
+30% +$128K
ABT icon
519
CALL
Abbott
ABT
$183B
$507K 0.02%
3,600
-21,000
-85% -$2.69M
LNG icon
520
Cheniere Energy
LNG
$55.2B
$506K 0.02%
+4,989
New +$520K
WIX icon
521
WIX.com
WIX
$2.3B
$506K 0.02%
3,206
+70
+2% +$12.1K
AVB icon
522
CALL
AvalonBay Communities
AVB
$26.5B
$505K 0.02%
2,000
+800
+67% +$191K
SEDG icon
523
CALL
SolarEdge
SEDG
$2.51B
$505K 0.02%
1,800
+700
+64% +$221K
THC icon
524
Tenet Healthcare
THC
$20.5B
$505K 0.02%
+6,185
New +$452K
UPST icon
525
Upstart Holdings
UPST
$2.63B
$504K 0.02%
3,334
+1,411
+73% +$352K
19 20
21
22 23

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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.