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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
GILD icon
651
PUT
Gilead Sciences
GILD
$162B
$399K 0.02%
5,500
-2,400
-30% -$165K
PLNT icon
652
PUT
Planet Fitness
PLNT
$4.42B
$399K 0.02%
4,400
-900
-17% -$76.8K
WYNN icon
653
Wynn Resorts
WYNN
$10.3B
$399K 0.02%
4,689
-10,566
-69% -$936K
ENTG icon
654
Entegris
ENTG
$18.1B
$398K 0.02%
+2,874
New +$402K
URTY icon
655
ProShares UltraPro Russell2000
URTY
$322M
$398K 0.02%
+3,934
New +$424K
SWK icon
656
PUT
Stanley Black & Decker
SWK
$14.3B
$396K 0.02%
+2,100
New +$388K
FTNT icon
657
CALL
Fortinet
FTNT
$119B
$395K 0.02%
+5,500
New +$362K
LUV icon
658
Southwest Airlines
LUV
$22B
$395K 0.02%
9,232
-1,952
-17% -$91.6K
SLQD icon
659
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
$395K 0.02%
+7,746
New +$397K
ADSK icon
660
PUT
Autodesk
ADSK
$49.5B
$394K 0.02%
1,400
-2,400
-63% -$700K
ALGN icon
661
CALL
Align Technology
ALGN
$12.1B
$394K 0.02%
+600
New +$386K
INFO
662
DELISTED
IHS Markit Ltd. Common Shares
INFO
$394K 0.02%
+2,966
New +$378K
ARKG icon
663
ARK Genomic Revolution ETF
ARKG
$1.55B
$393K 0.02%
+6,424
New +$444K
BMY icon
664
CALL
Bristol-Myers Squibb
BMY
$133B
$393K 0.02%
6,300
+2,100
+50% +$123K
FCNCA icon
665
First Citizens BancShares
FCNCA
$24.9B
$391K 0.02%
471
-43
-8% -$35.9K
FISV
666
Fiserv Inc
FISV
$28.8B
$391K 0.02%
3,768
+1,876
+99% +$194K
BGS icon
667
CALL
B&G Foods
BGS
$287M
$387K 0.02%
12,600
-28,700
-69% -$878K
BNTX icon
668
CALL
BioNTech
BNTX
$22.9B
$387K 0.02%
1,500
-10,800
-88% -$2.96M
SYNA icon
669
Synaptics
SYNA
$4.19B
$386K 0.02%
+1,333
New +$318K
ESTC icon
670
Elastic
ESTC
$6.84B
$385K 0.02%
+3,128
New +$473K
MAC icon
671
CALL
Macerich
MAC
$7.33B
$385K 0.02%
22,300
-800
-3% -$15K
VALE icon
672
Vale
VALE
$64.1B
$385K 0.02%
27,464
+3,475
+14% +$46.2K
TD icon
673
CALL
Toronto Dominion Bank
TD
$198B
$383K 0.02%
5,000
-7,400
-60% -$539K
XME icon
674
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$383K 0.02%
8,546
-8,219
-49% -$360K
XOP icon
675
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$383K 0.02%
4,000
-44,200
-92% -$4.53M
25 26
27
28 29

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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.