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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
UTHR icon
2076
United Therapeutics
UTHR
$25.8B
– –
-1,174
Closed -$217K
VATE icon
2077
INNOVATE Corp
VATE
$111M
– –
-2,434
Closed -$100K
VAW icon
2078
Vanguard Materials ETF
VAW
$2.95B
– –
-1,286
Closed -$223K
VCR icon
2079
Vanguard Consumer Discretionary ETF
VCR
$6.15B
– –
-720
Closed -$223K
VCSH icon
2080
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
– –
-15,171
Closed -$1.25M
VEEV icon
2081
CALL
Veeva Systems
VEEV
$33.1B
– –
-5,900
Closed -$1.7M
VEEV icon
2082
PUT
Veeva Systems
VEEV
$33.1B
– –
-5,100
Closed -$1.47M
VGIT icon
2083
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
– –
-5,020
Closed -$339K
VGK icon
2084
Vanguard FTSE Europe ETF
VGK
$30.7B
– –
-36,056
Closed -$2.37M
VGT icon
2085
Vanguard Information Technology ETF
VGT
$139B
– –
-19,984
Closed -$1M
VLN icon
2086
Valens Semiconductor
VLN
$170M
– –
-23,278
Closed -$172K
VLO icon
2087
Valero Energy
VLO
$90.1B
– –
-5,552
Closed -$413K
VLO icon
2088
PUT
Valero Energy
VLO
$90.1B
– –
-11,200
Closed -$790K
VLUE icon
2089
iShares MSCI USA Value Factor ETF
VLUE
$9.17B
– –
-3,649
Closed -$367K
VMBS icon
2090
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
– –
-7,811
Closed -$416K
VSXY
2091
Victoria's Secret
VSXY
$7.05B
– –
-4,610
Closed -$255K
VT icon
2092
Vanguard Total World Stock ETF
VT
$77.1B
– –
-28,332
Closed -$2.88M
VWO icon
2093
Vanguard FTSE Emerging Markets ETF
VWO
$121B
– –
-85,795
Closed -$4.29M
WBA
2094
DELISTED
Walgreens Boots Alliance
WBA
– –
-5,556
Closed -$269K
WBA
2095
PUT
DELISTED
Walgreens Boots Alliance
WBA
– –
-9,000
Closed -$423K
WDAY icon
2096
PUT
Workday
WDAY
$39.6B
– –
-2,600
Closed -$650K
WDC icon
2097
CALL
Western Digital
WDC
$188B
– –
-20,771
Closed -$886K
WDC icon
2098
PUT
Western Digital
WDC
$188B
– –
-67,870
Closed -$2.9M
WEAT icon
2099
Teucrium Wheat Fund
WEAT
$285M
– –
-3,137
Closed -$111K
WELL icon
2100
PUT
Welltower
WELL
$169B
– –
-2,900
Closed -$239K
82 83
84
85 86

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NOCM
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QIM
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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.