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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
MU icon
101
PUT
Micron Technology
MU
$930B
$2.48M 0.11%
26,600
-21,600
-45% -$1.69M
UBER icon
102
Uber
UBER
$143B
$2.47M 0.11%
58,996
-2,630
-4% -$113K
XLK icon
103
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$2.43M 0.11%
28,000
-82,800
-75% -$6.82M
ASML icon
104
CALL
ASML
ASML
$626B
$2.39M 0.1%
3,000
-600
-17% -$477K
PFE icon
105
CALL
Pfizer
PFE
$143B
$2.33M 0.1%
39,500
-67,500
-63% -$3.34M
DIA icon
106
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$2.33M 0.1%
6,400
-4,400
-41% -$1.56M
HD icon
107
CALL
Home Depot
HD
$331B
$2.32M 0.1%
5,600
-9,900
-64% -$3.77M
ADBE icon
108
CALL
Adobe
ADBE
$99.5B
$2.27M 0.1%
4,000
-11,100
-74% -$6.94M
BA icon
109
PUT
Boeing
BA
$171B
$2.23M 0.1%
11,100
-48,600
-81% -$10.3M
MA icon
110
Mastercard
MA
$502B
$2.23M 0.1%
6,216
+4,705
+311% +$1.63M
BKNG icon
111
PUT
Booking.com
BKNG
$149B
$2.16M 0.09%
22,500
-10,000
-31% -$948K
BKLN icon
112
Invesco Senior Loan ETF
BKLN
$6.97B
$2.15M 0.09%
+97,423
New +$2.15M
C icon
113
CALL
Citigroup
C
$222B
$2.11M 0.09%
35,000
-17,400
-33% -$1.16M
SHY icon
114
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$2.04M 0.09%
+23,836
New +$2.04M
CSCO icon
115
Cisco
CSCO
$457B
$2.04M 0.09%
32,119
-28,994
-47% -$1.66M
AMAT icon
116
Applied Materials
AMAT
$403B
$2.03M 0.09%
+12,882
New +$1.87M
XLI icon
117
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$2.02M 0.09%
19,100
-77,100
-80% -$8.01M
XLI icon
118
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$2.01M 0.09%
19,000
-59,500
-76% -$6.18M
IWB icon
119
iShares Russell 1000 ETF
IWB
$48.2B
$1.98M 0.09%
7,488
+3,387
+83% +$872K
AMAT icon
120
PUT
Applied Materials
AMAT
$403B
$1.97M 0.09%
12,500
+6,900
+123% +$1,000K
F icon
121
Ford
F
$58.5B
$1.97M 0.09%
94,612
+55,907
+144% +$1.03M
SBUX icon
122
CALL
Starbucks
SBUX
$120B
$1.97M 0.09%
16,800
-64,800
-79% -$7.31M
SDS icon
123
ProShares UltraShort S&P500
SDS
$415M
$1.97M 0.09%
+11,131
New +$2.14M
SHOP icon
124
Shopify
SHOP
$152B
$1.96M 0.09%
14,220
-10,780
-43% -$1.58M
XLE icon
125
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.95M 0.09%
70,400
-159,200
-69% -$4.5M
3 4
5
6 7

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NOCM
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QIM
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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.