We are live on ! Find out more
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
HYLB icon
226
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.52B
$1.19M 0.05%
+29,855
New +$1.19M
DXCM icon
227
DexCom
DXCM
$31.5B
$1.19M 0.05%
+8,828
New +$1.27M
DVA icon
228
DaVita
DVA
$15.4B
$1.18M 0.05%
+10,370
New +$1.11M
TGT icon
229
CALL
Target
TGT
$65.6B
$1.18M 0.05%
5,100
-14,600
-74% -$3.55M
CRM icon
230
Salesforce
CRM
$151B
$1.18M 0.05%
4,639
+3,581
+338% +$1.01M
CI icon
231
CALL
Cigna
CI
$73.7B
$1.17M 0.05%
5,100
+3,100
+155% +$659K
QCOM icon
232
Qualcomm
QCOM
$155B
$1.16M 0.05%
+6,355
New +$1.02M
SIRI icon
233
SiriusXM
SIRI
$9.98B
$1.16M 0.05%
18,228
+1,959
+12% +$123K
ALGN icon
234
Align Technology
ALGN
$12.1B
$1.16M 0.05%
+1,759
New +$1.13M
BYND icon
235
CALL
Beyond Meat
BYND
$292M
$1.15M 0.05%
17,700
+400
+2% +$34K
BUD icon
236
AB InBev
BUD
$170B
$1.15M 0.05%
18,986
+11,267
+146% +$655K
INDA icon
237
iShares MSCI India ETF
INDA
$6.89B
$1.14M 0.05%
24,919
+16,748
+205% +$810K
ORCL icon
238
Oracle
ORCL
$374B
$1.14M 0.05%
13,079
+10,015
+327% +$940K
TWLO icon
239
CALL
Twilio
TWLO
$30B
$1.13M 0.05%
4,300
-8,300
-66% -$2.48M
XLE icon
240
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.12M 0.05%
40,200
-189,200
-82% -$5.35M
XLV icon
241
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.11M 0.05%
7,900
-83,000
-91% -$11M
COIN icon
242
CALL
Coinbase
COIN
$38.6B
$1.11M 0.05%
+4,400
New +$1.28M
UNH icon
243
CALL
UnitedHealth
UNH
$376B
$1.1M 0.05%
2,200
-300
-12% -$136K
XLNX
244
DELISTED
Xilinx Inc
XLNX
$1.1M 0.05%
5,208
+3,613
+227% +$713K
QCOM icon
245
PUT
Qualcomm
QCOM
$155B
$1.1M 0.05%
6,000
-15,400
-72% -$2.47M
SOXS icon
246
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.93B
$1.1M 0.05%
16
+14
+700% +$1.37M
SRTY icon
247
ProShares UltraPro Short Russell2000
SRTY
$79.9M
$1.09M 0.05%
6,505
+603
+10% +$102K
EWL icon
248
iShares MSCI Switzerland ETF
EWL
$2.19B
$1.09M 0.05%
+20,726
New +$1.04M
NFLX icon
249
CALL
Netflix
NFLX
$299B
$1.08M 0.05%
18,000
-240,000
-93% -$15.3M
XLY icon
250
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$1.08M 0.05%
10,600
-42,000
-80% -$4.18M
8 9
10
11 12

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.