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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
CC icon
676
Chemours
CC
$2.5B
$382K 0.02%
+11,378
New +$354K
CSX icon
677
CALL
CSX Corp
CSX
$93.4B
$380K 0.02%
10,100
-1,000
-9% -$35.3K
MAR icon
678
PUT
Marriott International
MAR
$98.3B
$380K 0.02%
2,300
-14,700
-86% -$2.31M
BSJM
679
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$380K 0.02%
+16,370
New +$380K
LITE icon
680
Lumentum
LITE
$55.5B
$379K 0.02%
3,581
-5,868
-62% -$534K
XHE icon
681
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$379K 0.02%
+3,231
New +$391K
FANG icon
682
PUT
Diamondback Energy
FANG
$57.1B
$377K 0.02%
3,500
-7,600
-68% -$824K
SLB icon
683
CALL
SLB Ltd
SLB
$73.6B
$377K 0.02%
+12,600
New +$397K
WTM icon
684
White Mountains Insurance
WTM
$5.2B
$376K 0.02%
+371
New +$392K
COTY icon
685
Coty
COTY
$2.42B
$375K 0.02%
+35,674
New +$335K
BILL icon
686
PUT
BILL Holdings
BILL
$4.49B
$374K 0.02%
1,500
-1,700
-53% -$481K
KMX icon
687
CarMax
KMX
$8.13B
$372K 0.02%
+2,856
New +$400K
U icon
688
PUT
Unity
U
$13.8B
$372K 0.02%
2,600
-7,200
-73% -$1.1M
UWM icon
689
ProShares Ultra Russell2000
UWM
$245M
$372K 0.02%
+6,698
New +$385K
CVNA icon
690
CALL
Carvana
CVNA
$68.6B
$371K 0.02%
8,000
-25,500
-76% -$1.4M
PGR icon
691
Progressive
PGR
$123B
$371K 0.02%
3,617
-2,166
-37% -$207K
USB icon
692
US Bancorp
USB
$98.2B
$370K 0.02%
6,592
-16,940
-72% -$1M
EA icon
693
CALL
Electronic Arts
EA
$53B
$369K 0.02%
2,800
-11,600
-81% -$1.56M
IQV icon
694
IQVIA
IQV
$38.7B
$369K 0.02%
+1,309
New +$340K
RCL icon
695
CALL
Royal Caribbean
RCL
$85.1B
$369K 0.02%
4,800
-25,200
-84% -$2.05M
RCL icon
696
PUT
Royal Caribbean
RCL
$85.1B
$369K 0.02%
4,800
-13,400
-74% -$1.09M
EWA icon
697
iShares MSCI Australia ETF
EWA
$1.39B
$366K 0.02%
+14,749
New +$376K
TSN icon
698
PUT
Tyson Foods
TSN
$20.4B
$366K 0.02%
4,200
-17,200
-80% -$1.41M
XLU icon
699
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$365K 0.02%
10,200
-456,200
-98% -$15.4M
EMR icon
700
CALL
Emerson Electric
EMR
$83.9B
$363K 0.02%
3,900
+500
+15% +$47.1K
26 27
28
29 30

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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.