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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
EQR icon
1676
PUT
Equity Residential
EQR
$24.9B
– –
-4,300
Closed -$348K
ERC
1677
Allspring Multi-Sector Income Fund
ERC
$256M
– –
-14,369
Closed -$194K
ERY icon
1678
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
– –
-1,742
Closed -$236K
ESS icon
1679
Essex Property Trust
ESS
$18.3B
– –
-1,185
Closed -$379K
ESTC icon
1680
CALL
Elastic
ESTC
$6.84B
– –
-9,200
Closed -$1.37M
ET icon
1681
CALL
Energy Transfer Partners
ET
$70.1B
– –
-10,300
Closed -$99K
ET icon
1682
Energy Transfer Partners
ET
$70.1B
– –
-43,963
Closed -$421K
ETN icon
1683
Eaton
ETN
$161B
– –
-1,622
Closed -$269K
ETN icon
1684
PUT
Eaton
ETN
$161B
– –
-2,500
Closed -$373K
ETSY icon
1685
Etsy
ETSY
$7.75B
– –
-3,585
Closed -$864K
EUFN icon
1686
iShares MSCI Europe Financials ETF
EUFN
$4.14B
– –
-19,986
Closed -$392K
EVOK
1687
DELISTED
Evoke Pharma
EVOK
– –
-112
Closed -$21K
EWH icon
1688
iShares MSCI Hong Kong ETF
EWH
$1.24B
– –
-11,981
Closed -$287K
EWJ icon
1689
iShares MSCI Japan ETF
EWJ
$21.9B
– –
-71,350
Closed -$5.01M
EWT icon
1690
iShares MSCI Taiwan ETF
EWT
$9.86B
– –
-26,158
Closed -$1.62M
EWY icon
1691
iShares MSCI South Korea ETF
EWY
$21.9B
– –
-11,585
Closed -$934K
EWZ icon
1692
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-24,844
Closed -$798K
EXC icon
1693
Exelon
EXC
$47.2B
– –
-8,165
Closed -$282K
EXPE icon
1694
CALL
Expedia Group
EXPE
$35.4B
– –
-16,500
Closed -$2.7M
EXR icon
1695
Extra Space Storage
EXR
$31.3B
– –
-1,639
Closed -$275K
FAST icon
1696
PUT
Fastenal
FAST
$54.7B
– –
-42,600
Closed -$1.1M
FAZ
1697
DELISTED
Direxion Daily Financial Bear 3x ETF
FAZ
– –
-2,443
Closed -$571K
FBIO icon
1698
Fortress Biotech
FBIO
$104M
– –
-675
Closed -$33K
FBT icon
1699
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.78B
– –
-2,584
Closed -$429K
FBRX icon
1700
Forte Biosciences
FBRX
$1.57B
– –
-774
Closed -$57K
66 67
68
69 70

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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.