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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
DTSS icon
1651
Datasea Intelligent Technology Ltd
DTSS
$7.33M
– –
-1,042
Closed -$33K
DUK icon
1652
CALL
Duke Energy
DUK
$97.8B
– –
-12,400
Closed -$1.21M
DUK icon
1653
Duke Energy
DUK
$97.8B
– –
-3,270
Closed -$319K
DUK icon
1654
PUT
Duke Energy
DUK
$97.8B
– –
-4,000
Closed -$390K
DVN icon
1655
Devon Energy
DVN
$52.1B
– –
-5,839
Closed -$207K
EAT icon
1656
PUT
Brinker International
EAT
$9.17B
– –
-5,400
Closed -$265K
EBAY icon
1657
CALL
eBay
EBAY
$50.6B
– –
-40,400
Closed -$2.81M
EBON icon
1658
Ebang International Holdings
EBON
$12.3M
– –
-619
Closed -$35K
ECL icon
1659
Ecolab
ECL
$78.1B
– –
-1,619
Closed -$338K
EDZ icon
1660
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
– –
-1,923
Closed -$182K
EL icon
1661
CALL
Estee Lauder
EL
$30.4B
– –
-1,700
Closed -$510K
EL icon
1662
Estee Lauder
EL
$30.4B
– –
-902
Closed -$271K
EL icon
1663
PUT
Estee Lauder
EL
$30.4B
– –
-1,700
Closed -$510K
ELV icon
1664
Elevance Health
ELV
$81.5B
– –
-936
Closed -$394K
EM
1665
DELISTED
Smart Share Global Ltd
EM
– –
-11,028
Closed -$37K
EMN icon
1666
Eastman Chemical
EMN
$8B
– –
-2,204
Closed -$222K
EMR icon
1667
Emerson Electric
EMR
$83.9B
– –
-2,542
Closed -$239K
ENSC icon
1668
Ensysce Biosciences
ENSC
$3.89M
– –
-3
Closed -$34K
EOD
1669
Allspring Global Dividend Opportunity Fund
EOD
$279M
– –
-14,773
Closed -$82K
EOG icon
1670
CALL
EOG Resources
EOG
$79.2B
– –
-6,500
Closed -$522K
EOG icon
1671
PUT
EOG Resources
EOG
$79.2B
– –
-11,300
Closed -$907K
EPI icon
1672
WisdomTree India Earnings Fund ETF
EPI
$2.06B
– –
-5,830
Closed -$218K
EQIX icon
1673
Equinix
EQIX
$101B
– –
-379
Closed -$299K
EQIX icon
1674
PUT
Equinix
EQIX
$101B
– –
-300
Closed -$237K
EQR icon
1675
CALL
Equity Residential
EQR
$24.9B
– –
-3,600
Closed -$291K
65 66
67
68 69

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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.