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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
MOHO
1501
DELISTED
ECMOHO Limited American Depositary Shares
MOHO
$4K ﹤0.01%
+10,009
New +$5.45K
HSTO
1502
DELISTED
Histogen Inc. Common Stock
HSTO
$4K ﹤0.01%
649
-1,965
-75% -$22.5K
LGHLW
1503
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$3K ﹤0.01%
29,865
-42,113
-59% -$6.5K
AA icon
1504
Alcoa
AA
$11.9B
– –
-8,923
Closed -$447K
AA icon
1505
PUT
Alcoa
AA
$11.9B
– –
-33,700
Closed -$1.65M
A icon
1506
CALL
Agilent Technologies
A
$39.1B
– –
-4,100
Closed -$646K
A icon
1507
Agilent Technologies
A
$39.1B
– –
-3,288
Closed -$518K
A icon
1508
PUT
Agilent Technologies
A
$39.1B
– –
-6,000
Closed -$945K
AAP icon
1509
Advance Auto Parts
AAP
$3.35B
– –
-4,888
Closed -$1.02M
ABBV icon
1510
CALL
AbbVie
ABBV
$443B
– –
-33,800
Closed -$3.65M
ACB
1511
Aurora Cannabis
ACB
$173M
– –
-1,940
Closed -$134K
ACIU icon
1512
AC Immune
ACIU
$223M
– –
-11,276
Closed -$76K
ADI icon
1513
Analog Devices
ADI
$179B
– –
-3,085
Closed -$547K
ADP icon
1514
CALL
Automatic Data Processing
ADP
$106B
– –
-2,700
Closed -$540K
ADP icon
1515
Automatic Data Processing
ADP
$106B
– –
-4,807
Closed -$961K
ADP icon
1516
PUT
Automatic Data Processing
ADP
$106B
– –
-3,400
Closed -$680K
ADSK icon
1517
CALL
Autodesk
ADSK
$49.5B
– –
-6,500
Closed -$1.85M
AG icon
1518
CALL
First Majestic Silver
AG
$7.41B
– –
-24,700
Closed -$279K
AG icon
1519
First Majestic Silver
AG
$7.41B
– –
-12,484
Closed -$141K
AG icon
1520
PUT
First Majestic Silver
AG
$7.41B
– –
-13,300
Closed -$150K
AGNC icon
1521
AGNC Investment
AGNC
$12.4B
– –
-18,439
Closed -$292K
ALK icon
1522
CALL
Alaska Air
ALK
$5.29B
– –
-3,800
Closed -$223K
ALL icon
1523
CALL
Allstate
ALL
$68B
– –
-2,600
Closed -$331K
AMBA icon
1524
Ambarella
AMBA
$3.77B
– –
-4,616
Closed -$719K
AMGN icon
1525
PUT
Amgen
AMGN
$208B
– –
-2,200
Closed -$468K
59 60
61
62 63

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NOCM
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TIM
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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.