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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
MU icon
201
CALL
Micron Technology
MU
$930B
$1.3M 0.06%
14,000
-45,100
-76% -$3.52M
MDT icon
202
PUT
Medtronic
MDT
$109B
$1.3M 0.06%
12,600
+7,700
+157% +$892K
SPG icon
203
PUT
Simon Property Group
SPG
$74.4B
$1.29M 0.06%
8,100
-2,300
-22% -$351K
CSCO icon
204
PUT
Cisco
CSCO
$457B
$1.29M 0.06%
20,400
-107,200
-84% -$6.12M
WFC icon
205
Wells Fargo
WFC
$261B
$1.29M 0.06%
26,868
+20,694
+335% +$1.02M
ULTA icon
206
Ulta Beauty
ULTA
$22B
$1.28M 0.06%
+3,110
New +$1.21M
SPIB icon
207
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$1.28M 0.06%
35,287
-17,872
-34% -$648K
LYV icon
208
CALL
Live Nation Entertainment
LYV
$40.6B
$1.27M 0.06%
10,600
+1,700
+19% +$183K
KRE icon
209
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.27M 0.06%
17,900
-41,100
-70% -$2.94M
XLP icon
210
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$1.26M 0.06%
16,400
-62,300
-79% -$4.52M
VRTX icon
211
Vertex Pharmaceuticals
VRTX
$121B
$1.26M 0.05%
5,746
+4,455
+345% +$866K
XLE icon
212
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.26M 0.05%
45,310
-135,972
-75% -$3.84M
SBUX icon
213
PUT
Starbucks
SBUX
$120B
$1.24M 0.05%
10,600
-9,700
-48% -$1.09M
UNP icon
214
CALL
Union Pacific
UNP
$174B
$1.23M 0.05%
4,900
-9,300
-65% -$2.2M
BSV icon
215
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.23M 0.05%
15,254
+5,889
+63% +$479K
T icon
216
PUT
AT&T
T
$159B
$1.23M 0.05%
66,200
-82,220
-55% -$1.54M
OIH icon
217
VanEck Oil Services ETF
OIH
$2.06B
$1.22M 0.05%
6,622
+3,814
+136% +$769K
ZS icon
218
CALL
Zscaler
ZS
$24.5B
$1.22M 0.05%
3,800
-3,500
-48% -$1.1M
GE icon
219
CALL
GE Aerospace
GE
$374B
$1.22M 0.05%
20,706
-13,482
-39% -$847K
PAYX icon
220
Paychex
PAYX
$41.6B
$1.22M 0.05%
+8,906
New +$1.1M
ORCL icon
221
PUT
Oracle
ORCL
$374B
$1.2M 0.05%
+13,800
New +$1.3M
ALC icon
222
PUT
Alcon
ALC
$33.6B
$1.2M 0.05%
13,800
+4,000
+41% +$329K
XRT icon
223
State Street SPDR S&P Retail ETF
XRT
$449M
$1.2M 0.05%
13,294
+7,959
+149% +$750K
CAT icon
224
PUT
Caterpillar
CAT
$375B
$1.2M 0.05%
5,800
-10,900
-65% -$2.19M
XOM icon
225
CALL
ExxonMobil
XOM
$644B
$1.2M 0.05%
19,600
-35,600
-64% -$2.22M
7 8
9
10 11

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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.