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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
MS icon
251
Morgan Stanley
MS
$331B
$1.08M 0.05%
+11,035
New +$1.1M
PEP icon
252
PUT
PepsiCo
PEP
$190B
$1.08M 0.05%
6,200
-32,300
-84% -$5.28M
IBM icon
253
PUT
IBM
IBM
$211B
$1.07M 0.05%
8,000
-12,815
-62% -$1.61M
TZA icon
254
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$1.06M 0.05%
3,933
-4,793
-55% -$1.31M
PFSI icon
255
CALL
PennyMac Financial
PFSI
$3.92B
$1.06M 0.05%
+15,200
New +$1M
TEAM icon
256
Atlassian
TEAM
$25.6B
$1.06M 0.05%
+2,780
New +$1.12M
SNOW icon
257
Snowflake
SNOW
$102B
$1.05M 0.05%
+3,101
New +$1.08M
GDX icon
258
VanEck Gold Miners ETF
GDX
$22.7B
$1.05M 0.05%
32,730
-114,143
-78% -$3.64M
SCHB icon
259
Schwab US Broad Market ETF
SCHB
$43.2B
$1.03M 0.04%
+54,798
New +$1.01M
IVOL icon
260
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$274M
$1.02M 0.04%
+38,099
New +$1.04M
COST icon
261
PUT
Costco
COST
$422B
$1.02M 0.04%
1,800
-1,800
-50% -$922K
TSLA icon
262
Tesla
TSLA
$1.23T
$1.02M 0.04%
2,892
+687
+31% +$230K
PWR icon
263
Quanta Services
PWR
$100B
$1.01M 0.04%
8,850
-5,636
-39% -$650K
XLY icon
264
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$1.01M 0.04%
9,888
-6,314
-39% -$629K
LRCX icon
265
CALL
Lam Research
LRCX
$367B
$1.01M 0.04%
14,000
-100,000
-88% -$6.27M
NUE icon
266
Nucor
NUE
$58.6B
$1M 0.04%
8,794
+6,273
+249% +$686K
CRWD icon
267
CrowdStrike
CRWD
$194B
$997K 0.04%
19,468
+13,376
+220% +$815K
LMT icon
268
PUT
Lockheed Martin
LMT
$134B
$995K 0.04%
2,800
-5,000
-64% -$1.73M
MMM icon
269
CALL
3M
MMM
$90.9B
$995K 0.04%
6,698
-12,079
-64% -$1.8M
NVR icon
270
NVR
NVR
$16.5B
$993K 0.04%
168
+104
+163% +$549K
TEAM icon
271
PUT
Atlassian
TEAM
$25.6B
$991K 0.04%
2,600
+400
+18% +$161K
MRK icon
272
PUT
Merck
MRK
$322B
$989K 0.04%
12,900
-63,900
-83% -$5.09M
ITB icon
273
CALL
iShares US Home Construction ETF
ITB
$2.26B
$978K 0.04%
11,800
+5,400
+84% +$407K
GM icon
274
PUT
General Motors
GM
$80.4B
$973K 0.04%
16,600
-40,800
-71% -$2.38M
MS icon
275
PUT
Morgan Stanley
MS
$331B
$972K 0.04%
9,900
-8,000
-45% -$797K
9 10
11
12 13

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BCM
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OAM
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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
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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.