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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
SYY icon
776
PUT
Sysco
SYY
$39.3B
$314K 0.01%
4,000
-8,700
-69% -$670K
CF icon
777
CF Industries
CF
$18.4B
$313K 0.01%
+4,423
New +$277K
HES
778
DELISTED
Hess
HES
$313K 0.01%
4,223
+1,167
+38% +$94.6K
RL icon
779
Ralph Lauren
RL
$22.3B
$313K 0.01%
+2,632
New +$316K
DFS
780
CALL
DELISTED
Discover Financial Services
DFS
$312K 0.01%
2,700
-1,200
-31% -$142K
MET icon
781
PUT
MetLife
MET
$61.8B
$312K 0.01%
5,000
-5,700
-53% -$358K
PGF icon
782
Invesco Financial Preferred ETF
PGF
$675M
$312K 0.01%
+16,599
New +$311K
GDXJ icon
783
VanEck Junior Gold Miners ETF
GDXJ
$6.97B
$311K 0.01%
+7,416
New +$318K
GIS icon
784
General Mills
GIS
$19.2B
$311K 0.01%
+4,620
New +$293K
SCHO icon
785
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$311K 0.01%
12,230
-43,520
-78% -$1.11M
SYK icon
786
Stryker
SYK
$130B
$311K 0.01%
1,164
-1,603
-58% -$421K
CCXI
787
DELISTED
ChemoCentryx, Inc.
CCXI
$311K 0.01%
+8,540
New +$300K
FRT icon
788
Federal Realty Investment Trust
FRT
$10.7B
$309K 0.01%
+2,264
New +$287K
HCA icon
789
PUT
HCA Healthcare
HCA
$87.5B
$308K 0.01%
+1,200
New +$294K
BBWI icon
790
CALL
Bath & Body Works
BBWI
$4.12B
$307K 0.01%
+4,400
New +$312K
NSC icon
791
Norfolk Southern
NSC
$75.1B
$307K 0.01%
+1,030
New +$288K
TSCO icon
792
Tractor Supply
TSCO
$16.7B
$307K 0.01%
6,425
-3,190
-33% -$140K
FPE icon
793
First Trust Preferred Securities and Income ETF
FPE
$6.34B
$305K 0.01%
15,025
-2,809
-16% -$57.3K
MCHP icon
794
CALL
Microchip Technology
MCHP
$40.4B
$305K 0.01%
+3,500
New +$283K
DM
795
DELISTED
Desktop Metal, Inc.
DM
$305K 0.01%
+6,168
New +$415K
BC icon
796
Brunswick
BC
$5.11B
$303K 0.01%
+3,005
New +$294K
CACC icon
797
Credit Acceptance
CACC
$5.98B
$303K 0.01%
440
-149
-25% -$95.9K
EA icon
798
PUT
Electronic Arts
EA
$53B
$303K 0.01%
2,300
-13,000
-85% -$1.75M
HBI
799
CALL
DELISTED
Hanesbrands
HBI
$303K 0.01%
18,100
-200
-1% -$3.4K
PDBC icon
800
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.28B
$303K 0.01%
21,568
+3,543
+20% +$69.7K
30 31
32
33 34

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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.