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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
UPST icon
126
CALL
Upstart Holdings
UPST
$2.63B
$1.95M 0.09%
+12,900
New +$3.22M
SQQQ icon
127
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$1.94M 0.08%
2,618
+1,087
+71% +$921K
WFC icon
128
CALL
Wells Fargo
WFC
$261B
$1.93M 0.08%
40,200
-32,400
-45% -$1.6M
VRTX icon
129
PUT
Vertex Pharmaceuticals
VRTX
$121B
$1.91M 0.08%
+8,700
New +$1.69M
CVS icon
130
CALL
CVS Health
CVS
$133B
$1.89M 0.08%
18,300
-800
-4% -$73.9K
OIH icon
131
CALL
VanEck Oil Services ETF
OIH
$2.06B
$1.89M 0.08%
10,200
-10,900
-52% -$2.2M
PFE icon
132
PUT
Pfizer
PFE
$143B
$1.88M 0.08%
31,800
-21,000
-40% -$1.04M
F icon
133
PUT
Ford
F
$58.5B
$1.87M 0.08%
90,000
+45,100
+100% +$830K
AVGO icon
134
CALL
Broadcom
AVGO
$1.85T
$1.86M 0.08%
28,000
-23,000
-45% -$1.29M
DIS icon
135
Walt Disney
DIS
$167B
$1.84M 0.08%
11,860
+5,542
+88% +$895K
GS icon
136
Goldman Sachs
GS
$300B
$1.83M 0.08%
4,778
+148
+3% +$58.6K
AVGO icon
137
Broadcom
AVGO
$1.85T
$1.83M 0.08%
27,460
-1,050
-4% -$59K
JPST icon
138
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$1.83M 0.08%
36,166
+10,876
+43% +$550K
XLK icon
139
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.78M 0.08%
20,488
+12,400
+153% +$1.02M
ASML icon
140
PUT
ASML
ASML
$626B
$1.75M 0.08%
2,200
+1,500
+214% +$1.19M
BKNG icon
141
Booking.com
BKNG
$149B
$1.75M 0.08%
+18,225
New +$1.73M
GLD icon
142
SPDR Gold Trust
GLD
$131B
$1.75M 0.08%
10,205
+8,153
+397% +$1.37M
LOW icon
143
Lowe's Companies
LOW
$117B
$1.73M 0.08%
+6,703
New +$1.59M
AVGO icon
144
PUT
Broadcom
AVGO
$1.85T
$1.73M 0.08%
26,000
-89,000
-77% -$5M
SMH icon
145
PUT
VanEck Semiconductor ETF
SMH
$65.2B
$1.73M 0.08%
11,200
-42,200
-79% -$6.1M
KRE icon
146
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.72M 0.07%
24,300
-66,900
-73% -$4.79M
IEF icon
147
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.71M 0.07%
+14,869
New +$1.71M
XOP icon
148
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$1.7M 0.07%
17,733
-7,962
-31% -$816K
SPTS icon
149
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$1.68M 0.07%
55,140
+15,070
+38% +$460K
T icon
150
AT&T
T
$159B
$1.66M 0.07%
89,498
-20,652
-19% -$386K
4 5
6
7 8

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NOCM
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TIM
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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.