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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
PRU icon
601
Prudential Financial
PRU
$42.4B
$442K 0.02%
+4,087
New +$444K
MLM icon
602
PUT
Martin Marietta Materials
MLM
$31.5B
$441K 0.02%
+1,000
New +$405K
PENN icon
603
PENN Entertainment
PENN
$2.75B
$439K 0.02%
+8,472
New +$514K
BNTX icon
604
PUT
BioNTech
BNTX
$22.9B
$438K 0.02%
1,700
-10,800
-86% -$2.96M
BP icon
605
BP
BP
$116B
$437K 0.02%
16,397
+7,068
+76% +$196K
WMB icon
606
CALL
Williams Companies
WMB
$87.5B
$437K 0.02%
+16,800
New +$464K
PLNT icon
607
CALL
Planet Fitness
PLNT
$4.42B
$435K 0.02%
4,800
-4,200
-47% -$358K
DAL icon
608
PUT
Delta Air Lines
DAL
$57.5B
$434K 0.02%
11,100
-7,900
-42% -$316K
NXPI icon
609
PUT
NXP Semiconductors
NXPI
$57.8B
$433K 0.02%
1,900
-1,700
-47% -$362K
DASH icon
610
CALL
DoorDash
DASH
$85.5B
$432K 0.02%
2,900
-2,200
-43% -$417K
DELL icon
611
Dell
DELL
$262B
$432K 0.02%
7,683
-18,937
-71% -$1.06M
IWF icon
612
iShares Russell 1000 Growth ETF
IWF
$121B
$431K 0.02%
5,648
-7,600
-57% -$563K
WDC icon
613
Western Digital
WDC
$188B
$431K 0.02%
8,750
-19,560
-69% -$850K
ROKU icon
614
Roku
ROKU
$21.5B
$429K 0.02%
+1,881
New +$507K
AEP icon
615
American Electric Power
AEP
$69.6B
$428K 0.02%
+4,811
New +$406K
SPG icon
616
Simon Property Group
SPG
$74.4B
$428K 0.02%
+2,678
New +$409K
APD icon
617
Air Products & Chemicals
APD
$65.7B
$426K 0.02%
+1,399
New +$411K
PLTR icon
618
CALL
Palantir
PLTR
$295B
$426K 0.02%
23,400
-68,100
-74% -$1.5M
CLVT icon
619
Clarivate
CLVT
$1.27B
$425K 0.02%
+18,085
New +$419K
SCHG icon
620
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
$424K 0.02%
+20,728
New +$414K
CVX icon
621
PUT
Chevron
CVX
$392B
$422K 0.02%
3,600
-28,600
-89% -$3.25M
SPOT icon
622
PUT
Spotify
SPOT
$103B
$421K 0.02%
1,800
-7,300
-80% -$1.83M
THO icon
623
Thor Industries
THO
$3.9B
$421K 0.02%
4,060
+2,357
+138% +$256K
HOLX
624
DELISTED
Hologic
HOLX
$419K 0.02%
+5,472
New +$402K
CRSP icon
625
CRISPR Therapeutics
CRSP
$4.73B
$418K 0.02%
+5,518
New +$482K
23 24
25
26 27

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QIM
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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.