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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
REGN icon
151
Regeneron Pharmaceuticals
REGN
$78.5B
$1.65M 0.07%
2,611
+1,850
+243% +$1.14M
AWK icon
152
American Water Works
AWK
$26.7B
$1.64M 0.07%
+8,687
New +$1.52M
BND icon
153
Vanguard Total Bond Market
BND
$157B
$1.64M 0.07%
+19,304
New +$1.64M
AAXJ icon
154
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
$1.63M 0.07%
+19,672
New +$1.68M
IVV icon
155
iShares Core S&P 500 ETF
IVV
$878B
$1.62M 0.07%
3,389
+2,628
+345% +$1.21M
DIS icon
156
CALL
Walt Disney
DIS
$167B
$1.61M 0.07%
10,400
-52,200
-83% -$8.43M
VZ icon
157
CALL
Verizon
VZ
$195B
$1.61M 0.07%
31,000
-72,500
-70% -$3.78M
ETSY icon
158
PUT
Etsy
ETSY
$7.75B
$1.6M 0.07%
7,300
+3,600
+97% +$867K
SLV icon
159
iShares Silver Trust
SLV
$28B
$1.6M 0.07%
74,197
+15,841
+27% +$342K
ADBE icon
160
Adobe
ADBE
$99.5B
$1.59M 0.07%
2,810
+641
+30% +$401K
B
161
Barrick Mining
B
$61.5B
$1.59M 0.07%
83,483
+20,631
+33% +$392K
KO icon
162
CALL
Coca-Cola
KO
$377B
$1.58M 0.07%
26,700
-131,700
-83% -$7.33M
PG icon
163
CALL
Procter & Gamble
PG
$336B
$1.57M 0.07%
9,600
-55,000
-85% -$8.17M
WPC icon
164
W.P. Carey
WPC
$16.8B
$1.56M 0.07%
+19,399
New +$1.48M
USMV icon
165
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.53M 0.07%
18,948
-3,428
-15% -$265K
XLF icon
166
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$1.53M 0.07%
39,200
-194,600
-83% -$7.65M
GS icon
167
PUT
Goldman Sachs
GS
$300B
$1.53M 0.07%
4,000
-13,600
-77% -$5.38M
AMD icon
168
CALL
Advanced Micro Devices
AMD
$776B
$1.52M 0.07%
10,600
-73,900
-87% -$9.93M
LMBS icon
169
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.35B
$1.52M 0.07%
+30,431
New +$1.53M
COIN icon
170
PUT
Coinbase
COIN
$38.6B
$1.51M 0.07%
+6,000
New +$1.74M
SPY icon
171
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.5M 0.07%
3,147
-35,848
-92% -$16.5M
C icon
172
PUT
Citigroup
C
$222B
$1.49M 0.06%
24,700
-47,100
-66% -$3.13M
CE icon
173
Celanese
CE
$4.9B
$1.49M 0.06%
+8,852
New +$1.44M
TJX icon
174
CALL
TJX Companies
TJX
$174B
$1.49M 0.06%
19,600
-39,200
-67% -$2.72M
IDXX icon
175
Idexx Laboratories
IDXX
$44.1B
$1.47M 0.06%
2,230
+1,907
+590% +$1.2M
5 6
7
8 9

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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.