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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
ROP icon
1976
Roper Technologies
ROP
$38.8B
– –
-557
Closed -$248K
ROST icon
1977
Ross Stores
ROST
$80.5B
– –
-3,850
Closed -$431K
ROST icon
1978
PUT
Ross Stores
ROST
$80.5B
– –
-5,700
Closed -$620K
RUN icon
1979
CALL
Sunrun
RUN
$2.34B
– –
-28,400
Closed -$1.25M
RVTY icon
1980
PUT
Revvity
RVTY
$12.6B
– –
-2,100
Closed -$364K
RWR icon
1981
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
– –
-1,927
Closed -$203K
RWX icon
1982
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
– –
-10,304
Closed -$366K
RY icon
1983
Royal Bank of Canada
RY
$291B
– –
-5,943
Closed -$617K
SAM icon
1984
CALL
Boston Beer
SAM
$1.91B
– –
-2,000
Closed -$1.02M
SAM icon
1985
PUT
Boston Beer
SAM
$1.91B
– –
-1,800
Closed -$918K
SAP icon
1986
SAP
SAP
$212B
– –
-1,766
Closed -$238K
SBUX icon
1987
Starbucks
SBUX
$120B
– –
-5,692
Closed -$642K
SCHW
1988
CALL
Charles Schwab
SCHW
$183B
– –
-5,300
Closed -$386K
SCHZ icon
1989
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
– –
-10,030
Closed -$272K
SDOW icon
1990
ProShares UltraPro Short Dow 30
SDOW
$162M
– –
-8,277
Closed -$1.11M
SENS icon
1991
Senseonics Holdings Inc
SENS
$263M
– –
-1,584
Closed -$107K
SFIX
1992
CALL
Stitch Fix
SFIX
$536M
– –
-9,100
Closed -$364K
SHV icon
1993
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-31,074
Closed -$3.43M
SILJ icon
1994
Amplify Junior Silver Miners ETF
SILJ
$3.18B
– –
-28,886
Closed -$341K
SJNK icon
1995
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
– –
-125,787
Closed -$3.44M
SKT icon
1996
CALL
Tanger
SKT
$4.67B
– –
-16,500
Closed -$269K
SLV icon
1997
CALL
iShares Silver Trust
SLV
$28B
– –
-14,200
Closed -$291K
SNAP icon
1998
CALL
Snap
SNAP
$7.89B
– –
-23,200
Closed -$1.71M
SNGX icon
1999
Soligenix
SNGX
$5.54M
– –
-245
Closed -$62K
SNT
2000
Senstar Technologies
SNT
$38M
– –
-26,877
Closed -$106K
78 79
80
81 82

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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.