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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.64%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$2.3B
AUM Growth
-$1.11B
Cap. Flow
+$21.9M
Cap. Flow %
0.95%
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 Miscellaneous 84.8%
2 Technology 3.82%
3 Consumer Discretionary 2.1%
4 Financials 2.03%
5 Healthcare 2.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
851
CALL
Applied Materials
AMAT
$353B
$283K 0.01%
1,800
-25,500
-93% -$3.69M
CNK icon
852
Cinemark Holdings
CNK
$4.06B
$283K 0.01%
+17,551
New +$328K
CTXS
853
DELISTED
Citrix Systems Inc
CTXS
$283K 0.01%
2,988
-3,318
-53% -$303K
CMCSA icon
854
PUT
Comcast
CMCSA
$80.7B
$282K 0.01%
5,600
-28,900
-84% -$1.51M
VMW
855
DELISTED
VMware, Inc
VMW
$282K 0.01%
+2,433
New +$320K
CZR icon
856
CALL
Caesars Entertainment
CZR
$6.04B
$281K 0.01%
3,000
-9,100
-75% -$923K
GDXJ icon
857
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.23B
$281K 0.01%
6,700
-19,800
-75% -$848K
MRO
858
DELISTED
Marathon Oil Corporation
MRO
$281K 0.01%
17,092
-61,586
-78% -$990K
CABO icon
859
Cable One
CABO
$98.6M
$280K 0.01%
+159
New +$282K
EPD icon
860
Enterprise Products Partners
EPD
$84B
$280K 0.01%
+12,733
New +$286K
FANG icon
861
CALL
Diamondback Energy
FANG
$53.9B
$280K 0.01%
2,600
-18,600
-88% -$2.02M
TGT icon
862
PUT
Target
TGT
$71.9B
$278K 0.01%
1,200
-20,600
-94% -$5.01M
AFL icon
863
Aflac
AFL
$58.3B
$277K 0.01%
+4,747
New +$266K
BDX icon
864
CALL
Becton Dickinson
BDX
$49.3B
$277K 0.01%
+1,128
New +$270K
IVR icon
865
Invesco Mortgage Capital
IVR
$703M
$277K 0.01%
9,959
+6,572
+194% +$204K
CCL icon
866
CALL
Carnival Corporation Ltd
CCL
$29.9B
$276K 0.01%
13,700
-33,200
-71% -$710K
CIEN icon
867
Ciena
CIEN
$49.5B
$275K 0.01%
+3,578
New +$221K
IEI icon
868
iShares 3-7 Year Treasury Bond ETF
IEI
$17.2B
$275K 0.01%
2,134
-984
-32% -$127K
CALX icon
869
Calix
CALX
$2.22B
$274K 0.01%
+3,421
New +$223K
KHC icon
870
The Kraft Heinz Company
KHC
$29B
$274K 0.01%
7,631
-5,727
-43% -$206K
FVRR icon
871
CALL
Fiverr
FVRR
$306M
$273K 0.01%
2,400
-8,400
-78% -$1.31M
YETI icon
872
CALL
Yeti Holdings
YETI
$3.08B
$273K 0.01%
3,300
-13,200
-80% -$1.21M
ATVI
873
CALL
DELISTED
Activision Blizzard
ATVI
$273K 0.01%
4,100
-11,400
-74% -$779K
AFRM icon
874
Affirm
AFRM
$24B
$272K 0.01%
+2,707
New +$358K
SIG icon
875
Signet Jewelers
SIG
$3.85B
$272K 0.01%
+3,123
New +$287K
33 34
35
36 37

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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's Q4 2021 filing shows 717 new, 245 increased, 521 reduced and 719 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 198,588 shares worth $9.7M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $16.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 92% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.