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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
JNPR
1801
DELISTED
Juniper Networks
JNPR
– –
-9,575
Closed -$264K
JQC icon
1802
Nuveen Credit Strategies Income Fund
JQC
$704M
– –
-37,378
Closed -$245K
JWN
1803
PUT
DELISTED
Nordstrom
JWN
– –
-9,500
Closed -$251K
KBE icon
1804
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-7,864
Closed -$436K
KDP icon
1805
Keurig Dr Pepper
KDP
$42.3B
– –
-13,213
Closed -$451K
KMX icon
1806
CALL
CarMax
KMX
$8.13B
– –
-3,800
Closed -$486K
KO icon
1807
Coca-Cola
KO
$377B
– –
-9,801
Closed -$546K
KOS icon
1808
Kosmos Energy
KOS
$1.6B
– –
-41,475
Closed -$123K
KPLT icon
1809
Katapult Holdings
KPLT
$30.4M
– –
-680
Closed -$92K
KR icon
1810
PUT
Kroger
KR
$35.4B
– –
-16,000
Closed -$647K
KSS icon
1811
CALL
Kohl's
KSS
$2.17B
– –
-30,300
Closed -$1.43M
KTTA icon
1812
Pasithea Therapeutics
KTTA
$15.4M
– –
-522
Closed -$32K
KULR icon
1813
KULR Technology Group
KULR
$123M
– –
-1,609
Closed -$27K
LBTYK icon
1814
Liberty Global Class C
LBTYK
$3.53B
– –
-10,856
Closed -$320K
LCTX icon
1815
Lineage Cell Therapeutics
LCTX
$269M
– –
-96,762
Closed -$244K
LDTC
1816
DELISTED
LeddarTech
LDTC
– –
-20,932
Closed -$102K
LEN icon
1817
CALL
Lennar Class A
LEN
$19.8B
– –
-4,132
Closed -$375K
LLY icon
1818
CALL
Eli Lilly
LLY
$1.02T
– –
-6,900
Closed -$1.59M
LLY icon
1819
PUT
Eli Lilly
LLY
$1.02T
– –
-7,600
Closed -$1.76M
LMND icon
1820
CALL
Lemonade
LMND
$3.74B
– –
-13,700
Closed -$918K
LMND icon
1821
PUT
Lemonade
LMND
$3.74B
– –
-8,000
Closed -$536K
LNC icon
1822
PUT
Lincoln National
LNC
$8.73B
– –
-13,600
Closed -$935K
LNG icon
1823
CALL
Cheniere Energy
LNG
$55.2B
– –
-13,600
Closed -$1.33M
LNG icon
1824
PUT
Cheniere Energy
LNG
$55.2B
– –
-4,000
Closed -$391K
LOGI icon
1825
Logitech
LOGI
$14.7B
– –
-48,400
Closed -$4.27M
71 72
73
74 75

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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.