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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
COST icon
76
CALL
Costco
COST
$422B
$3.18M 0.14%
5,600
-6,300
-53% -$3.23M
BAC icon
77
PUT
Bank of America
BAC
$435B
$3.16M 0.14%
71,100
+19,600
+38% +$893K
QCOM icon
78
CALL
Qualcomm
QCOM
$155B
$3.13M 0.14%
17,100
-54,200
-76% -$8.68M
SHOP icon
79
CALL
Shopify
SHOP
$152B
$3.03M 0.13%
22,000
-62,000
-74% -$9.06M
TIP icon
80
iShares TIPS Bond ETF
TIP
$14.5B
$3M 0.13%
+23,207
New +$2.99M
AFRM icon
81
PUT
Affirm
AFRM
$23.9B
$2.91M 0.13%
+28,900
New +$3.82M
IYR icon
82
CALL
iShares US Real Estate ETF
IYR
$4.66B
$2.86M 0.12%
24,600
-74,900
-75% -$8.21M
BAC icon
83
Bank of America
BAC
$435B
$2.84M 0.12%
63,800
+51,876
+435% +$2.36M
NCLH icon
84
PUT
Norwegian Cruise Line
NCLH
$8.51B
$2.79M 0.12%
134,400
-800
-0.6% -$19.1K
IWV icon
85
iShares Russell 3000 ETF
IWV
$19.6B
$2.77M 0.12%
9,970
+278
+3% +$75.3K
LOW icon
86
PUT
Lowe's Companies
LOW
$117B
$2.77M 0.12%
10,700
-19,200
-64% -$4.56M
SCHF icon
87
Schwab International Equity ETF
SCHF
$66.6B
$2.76M 0.12%
142,202
+91,096
+178% +$1.79M
LMT icon
88
Lockheed Martin
LMT
$134B
$2.73M 0.12%
+7,695
New +$2.66M
DIS icon
89
PUT
Walt Disney
DIS
$167B
$2.69M 0.12%
17,400
-55,800
-76% -$9.01M
PG icon
90
PUT
Procter & Gamble
PG
$336B
$2.65M 0.12%
16,200
-20,500
-56% -$3.04M
BKNG icon
91
CALL
Booking.com
BKNG
$149B
$2.64M 0.11%
27,500
-7,500
-21% -$711K
UPST icon
92
PUT
Upstart Holdings
UPST
$2.63B
$2.63M 0.11%
+17,400
New +$4.35M
XLU icon
93
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$2.63M 0.11%
73,576
-212,884
-74% -$7.18M
CMG icon
94
CALL
Chipotle Mexican Grill
CMG
$47.2B
$2.62M 0.11%
75,000
-45,000
-38% -$1.58M
GOOG icon
95
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$2.6M 0.11%
18,000
-120,000
-87% -$17.3M
NKE icon
96
PUT
Nike
NKE
$61.9B
$2.57M 0.11%
15,400
-15,600
-50% -$2.57M
FCX icon
97
Freeport-McMoran
FCX
$90B
$2.52M 0.11%
60,353
+39,144
+185% +$1.49M
WMT icon
98
PUT
Walmart Inc
WMT
$885B
$2.52M 0.11%
52,200
-6,600
-11% -$315K
QQQ icon
99
PUT
Invesco QQQ Trust
QQQ
$453B
$2.51M 0.11%
6,300
-137,200
-96% -$53M
PEP icon
100
CALL
PepsiCo
PEP
$190B
$2.5M 0.11%
14,400
-8,100
-36% -$1.32M
2 3
4
5 6

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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.