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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.64%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$2.3B
AUM Growth
-$1.11B
Cap. Flow
+$21.9M
Cap. Flow %
0.95%
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 Miscellaneous 84.8%
2 Technology 3.82%
3 Consumer Discretionary 2.1%
4 Financials 2.03%
5 Healthcare 2.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SO icon
2001
CALL
Southern Company
SO
$98.4B
– –
-26,600
Closed -$1.65M
SO icon
2002
PUT
Southern Company
SO
$98.4B
– –
-4,400
Closed -$273K
SONO icon
2003
CALL
Sonos
SONO
$1.84B
– –
-8,400
Closed -$272K
SONY icon
2004
Sony
SONY
$137B
– –
-12,270
Closed -$271K
SOXX icon
2005
PUT
iShares Semiconductor ETF
SOXX
$45.5B
– –
-12,600
Closed -$1.87M
SPCE icon
2006
Virgin Galactic
SPCE
$465M
– –
-1,770
Closed -$639K
SPCE icon
2007
PUT
Virgin Galactic
SPCE
$465M
– –
-1,470
Closed -$744K
SPGI icon
2008
S&P Global
SPGI
$119B
– –
-642
Closed -$273K
SPYM
2009
State Street SPDR Portfolio S&P 500 ETF
SPYM
$162B
– –
-13,545
Closed -$683K
SPLV icon
2010
Invesco S&P 500 Low Volatility ETF
SPLV
$7B
– –
-13,323
Closed -$811K
SPOT icon
2011
Spotify
SPOT
$105B
– –
-4,585
Closed -$1.15M
SPTI icon
2012
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-12,328
Closed -$398K
SPXL icon
2013
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.93B
– –
-13,163
Closed -$1.41M
SPXS icon
2014
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$366M
– –
-1,305
Closed -$303K
SPXU icon
2015
ProShares UltraPro Short S&P 500
SPXU
$437M
– –
-676
Closed -$237K
STE icon
2016
Steris
STE
$20B
– –
-1,629
Closed -$333K
STLD icon
2017
Steel Dynamics
STLD
$33.7B
– –
-5,277
Closed -$309K
STRR
2018
DELISTED
Star Equity Holdings
STRR
– –
-2,542
Closed -$35K
STWD icon
2019
CALL
Starwood Property Trust
STWD
$5.53B
– –
-10,700
Closed -$261K
SU icon
2020
Suncor Energy
SU
$81.2B
– –
-19,447
Closed -$403K
SUPV
2021
Grupo Supervielle
SUPV
$704M
– –
-32,904
Closed -$74K
SXTC icon
2022
China SXT Pharmaceuticals
SXTC
$3.17M
– –
0
– -$11K
T icon
2023
CALL
AT&T
T
$174B
– –
-69,113
Closed -$1.41M
TDC icon
2024
CALL
Teradata
TDC
$2.69B
– –
-3,800
Closed -$218K
TDC icon
2025
Teradata
TDC
$2.69B
– –
-26,510
Closed -$1.52M
79 80
81
82 83

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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's Q4 2021 filing shows 717 new, 245 increased, 521 reduced and 719 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 198,588 shares worth $9.7M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $16.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 92% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.