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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
SUI icon
801
Sun Communities
SUI
$15.1B
$303K 0.01%
1,443
-577
-29% -$114K
AEP icon
802
PUT
American Electric Power
AEP
$69.7B
$302K 0.01%
3,400
-2,100
-38% -$177K
UNP icon
803
PUT
Union Pacific
UNP
$172B
$302K 0.01%
1,200
-2,300
-66% -$545K
XLB icon
804
State Street Materials Select Sector SPDR ETF
XLB
$8.3B
$302K 0.01%
6,660
-16,386
-71% -$708K
FUV
805
DELISTED
Arcimoto, Inc. Common Stock
FUV
$302K 0.01%
+1,940
New +$396K
FISV
806
PUT
Fiserv Inc
FISV
$29.1B
$301K 0.01%
2,900
-900
-24% -$93.1K
MSTR icon
807
Strategy Inc
MSTR
$34.6B
$301K 0.01%
5,530
-9,470
-63% -$651K
SNAP icon
808
PUT
Snap
SNAP
$8.39B
$301K 0.01%
6,400
-21,200
-77% -$1.19M
DLR icon
809
Digital Realty Trust
DLR
$70.7B
$300K 0.01%
+1,696
New +$272K
ON icon
810
ON Semiconductor
ON
$31.4B
$300K 0.01%
+4,414
New +$250K
KGC icon
811
Kinross Gold
KGC
$27.5B
$299K 0.01%
+51,537
New +$308K
NCLH icon
812
Norwegian Cruise Line
NCLH
$8.89B
$299K 0.01%
+14,406
New +$345K
SPLB icon
813
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.16B
$299K 0.01%
+9,505
New +$301K
SPTL icon
814
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$299K 0.01%
7,086
-71,072
-91% -$2.98M
CSIQ icon
815
Canadian Solar
CSIQ
$1.06B
$298K 0.01%
9,522
+990
+12% +$35.5K
SNAP icon
816
Snap
SNAP
$8.39B
$298K 0.01%
6,343
-11,921
-65% -$671K
VXUS icon
817
Vanguard Total International Stock ETF
VXUS
$155B
$298K 0.01%
+4,691
New +$301K
INMD icon
818
InMode
INMD
$883M
$296K 0.01%
4,191
+31
+0.7% +$2.49K
XLV icon
819
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$296K 0.01%
2,100
-55,000
-96% -$7.3M
XPO icon
820
XPO
XPO
$23B
$296K 0.01%
+6,441
New +$299K
HCA icon
821
HCA Healthcare
HCA
$87.5B
$294K 0.01%
1,143
-2,561
-69% -$627K
PINS icon
822
PUT
Pinterest
PINS
$13.5B
$294K 0.01%
8,100
-23,400
-74% -$1.04M
PKG icon
823
Packaging Corp of America
PKG
$22B
$294K 0.01%
+2,156
New +$290K
CVX icon
824
CALL
Chevron
CVX
$387B
$293K 0.01%
2,500
-21,000
-89% -$2.39M
B
825
PUT
Barrick Mining
B
$62.2B
$293K 0.01%
15,400
-29,600
-66% -$562K
31 32
33
34 35

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NOCM
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QIM
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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.