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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
TSLA icon
1
PUT
Tesla
TSLA
$1.23T
$1.08B 46.93%
3,061,200
-15,600
-0.5% -$5.23M
AMZN icon
2
PUT
Amazon
AMZN
$2.92T
$29.3M 1.28%
176,000
-194,000
-52% -$33.2M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$26.2M 1.14%
55,200
-58,000
-51% -$26.6M
AMZN icon
4
Amazon
AMZN
$2.92T
$15.7M 0.68%
94,040
+90,580
+2,618% +$15.5M
MCD icon
5
CALL
McDonald's
MCD
$192B
$14.4M 0.63%
53,700
+9,000
+20% +$2.27M
GOOGL icon
6
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$13.6M 0.59%
94,000
-90,000
-49% -$13M
META icon
7
PUT
Meta Platforms (Facebook)
META
$1.42T
$12.9M 0.56%
38,500
+10,100
+36% +$3.35M
SPY icon
8
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$12.9M 0.56%
27,100
-189,400
-87% -$86.9M
AAPL icon
9
CALL
Apple
AAPL
$4.54T
$12.2M 0.53%
68,900
-46,300
-40% -$7.32M
AAPL icon
10
PUT
Apple
AAPL
$4.54T
$12.1M 0.53%
68,100
-6,800
-9% -$1.07M
AMZN icon
11
CALL
Amazon
AMZN
$2.92T
$12M 0.52%
72,000
-234,000
-76% -$40M
TSLA icon
12
CALL
Tesla
TSLA
$1.23T
$11.2M 0.49%
31,800
-49,800
-61% -$16.7M
CME icon
13
CME Group
CME
$96.3B
$10.3M 0.45%
45,273
-191
-0.4% -$42K
META icon
14
Meta Platforms (Facebook)
META
$1.42T
$10.2M 0.44%
30,361
+25,325
+503% +$8.41M
MSFT icon
15
CALL
Microsoft
MSFT
$3.45T
$9.92M 0.43%
29,500
-64,900
-69% -$21M
GOOGL icon
16
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$9.85M 0.43%
68,000
-114,000
-63% -$16.4M
EEM icon
17
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$9.7M 0.42%
+198,588
New +$9.99M
NVDA icon
18
PUT
NVIDIA
NVDA
$4.86T
$8.68M 0.38%
295,000
+2,000
+0.7% +$55K
META icon
19
CALL
Meta Platforms (Facebook)
META
$1.42T
$8.38M 0.36%
24,900
-29,300
-54% -$9.73M
MA icon
20
CALL
Mastercard
MA
$506B
$8.26M 0.36%
23,000
-4,600
-17% -$1.59M
WMT icon
21
CALL
Walmart Inc
WMT
$885B
$8.25M 0.36%
171,000
+113,400
+197% +$5.41M
UNH icon
22
PUT
UnitedHealth
UNH
$376B
$7.88M 0.34%
15,700
+14,500
+1,208% +$6.56M
MSFT icon
23
Microsoft
MSFT
$3.45T
$7.82M 0.34%
23,256
+22,089
+1,893% +$7.16M
QQQ icon
24
CALL
Invesco QQQ Trust
QQQ
$453B
$7.6M 0.33%
19,100
-120,200
-86% -$46.4M
BAC icon
25
CALL
Bank of America
BAC
$435B
$7.59M 0.33%
170,600
-5,800
-3% -$264K
1
2 3 4 5

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OAM
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NOCM
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TIM
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QIM
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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.