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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
XYZ
276
PUT
Block Inc
XYZ
$48.4B
$969K 0.04%
6,000
-23,400
-80% -$5.07M
IBB icon
277
CALL
iShares Biotechnology ETF
IBB
$9.34B
$962K 0.04%
+6,300
New +$975K
ATVI
278
DELISTED
Activision Blizzard
ATVI
$961K 0.04%
+14,451
New +$988K
XLC icon
279
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$957K 0.04%
12,314
+2,009
+19% +$159K
S icon
280
SentinelOne
S
$6.53B
$954K 0.04%
+18,901
New +$1.11M
CAT icon
281
CALL
Caterpillar
CAT
$375B
$951K 0.04%
4,600
-23,100
-83% -$4.65M
ABNB icon
282
PUT
Airbnb
ABNB
$89.9B
$949K 0.04%
5,700
-33,100
-85% -$5.83M
SCHX icon
283
Schwab US Large- Cap ETF
SCHX
$71.8B
$949K 0.04%
+50,052
New +$925K
CAT icon
284
Caterpillar
CAT
$375B
$946K 0.04%
4,576
-773
-14% -$156K
AEP icon
285
CALL
American Electric Power
AEP
$69.6B
$943K 0.04%
10,600
+3,900
+58% +$329K
SYY icon
286
CALL
Sysco
SYY
$40.8B
$943K 0.04%
12,000
-18,800
-61% -$1.45M
CRM icon
287
PUT
Salesforce
CRM
$151B
$940K 0.04%
3,700
-19,200
-84% -$5.39M
UAL icon
288
CALL
United Airlines
UAL
$39.4B
$937K 0.04%
21,400
-68,400
-76% -$3.17M
INTC icon
289
Intel
INTC
$455B
$932K 0.04%
18,095
+11,368
+169% +$581K
ACN icon
290
Accenture
ACN
$102B
$931K 0.04%
2,246
+1,583
+239% +$577K
COST icon
291
Costco
COST
$422B
$929K 0.04%
1,637
+738
+82% +$378K
XLK icon
292
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$922K 0.04%
10,600
-225,400
-96% -$18.6M
RH icon
293
CALL
RH
RH
$3.13B
$911K 0.04%
1,700
-1,300
-43% -$800K
NET icon
294
CALL
Cloudflare
NET
$99B
$907K 0.04%
6,900
-10,800
-61% -$1.81M
ZM icon
295
Zoom
ZM
$28.2B
$906K 0.04%
4,924
+2,754
+127% +$648K
TXN icon
296
PUT
Texas Instruments
TXN
$252B
$905K 0.04%
+4,800
New +$922K
CRWD icon
297
PUT
CrowdStrike
CRWD
$194B
$901K 0.04%
17,600
-53,600
-75% -$3.26M
XBI icon
298
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$896K 0.04%
8,000
-51,800
-87% -$6.25M
NET icon
299
PUT
Cloudflare
NET
$99B
$894K 0.04%
6,800
-4,800
-41% -$804K
XOP icon
300
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$892K 0.04%
9,300
-36,300
-80% -$3.72M
10 11
12
13 14

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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.