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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
BMO icon
526
Bank of Montreal
BMO
$126B
$503K 0.02%
+4,673
New +$504K
IRBT
527
DELISTED
iRobot
IRBT
$502K 0.02%
7,614
+3,197
+72% +$253K
FLR icon
528
Fluor
FLR
$7.01B
$501K 0.02%
+20,209
New +$430K
PANW icon
529
CALL
Palo Alto Networks
PANW
$270B
$501K 0.02%
5,400
-16,200
-75% -$1.4M
MET icon
530
MetLife
MET
$61.9B
$500K 0.02%
+8,009
New +$503K
IGV icon
531
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
$498K 0.02%
6,265
-5,610
-47% -$468K
KMI icon
532
Kinder Morgan
KMI
$71.7B
$498K 0.02%
+31,418
New +$523K
EFV icon
533
iShares MSCI EAFE Value ETF
EFV
$28.8B
$497K 0.02%
9,872
+1,542
+19% +$78.7K
VNQ icon
534
Vanguard Real Estate ETF
VNQ
$39.2B
$497K 0.02%
4,284
+1,860
+77% +$203K
XRT icon
535
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
$497K 0.02%
5,500
-5,500
-50% -$518K
LHX icon
536
L3Harris
LHX
$51.6B
$496K 0.02%
+2,328
New +$516K
TPL icon
537
Texas Pacific Land
TPL
$27.8B
$496K 0.02%
3,573
-324
-8% -$45.2K
MP icon
538
CALL
MP Materials
MP
$7.36B
$495K 0.02%
10,900
+1,800
+20% +$71K
TSM icon
539
TSMC
TSM
$2.1T
$490K 0.02%
4,069
+1,150
+39% +$135K
UAL icon
540
United Airlines
UAL
$39.4B
$490K 0.02%
+11,200
New +$519K
CMCSA icon
541
CALL
Comcast
CMCSA
$85B
$488K 0.02%
9,700
-88,400
-90% -$4.61M
TMUS icon
542
CALL
T-Mobile US
TMUS
$185B
$487K 0.02%
4,200
-4,400
-51% -$518K
MPLX icon
543
MPLX
MPLX
$59.3B
$486K 0.02%
+16,411
New +$492K
CBRL icon
544
Cracker Barrel
CBRL
$1.26B
$485K 0.02%
3,768
+1,849
+96% +$247K
SSO icon
545
ProShares Ultra S&P500
SSO
$7.87B
$485K 0.02%
13,244
-30,540
-70% -$1.04M
TER icon
546
Teradyne
TER
$57.6B
$484K 0.02%
2,959
-1,923
-39% -$270K
BILL icon
547
BILL Holdings
BILL
$4.49B
$480K 0.02%
1,925
-1,655
-46% -$468K
DE icon
548
PUT
Deere & Co
DE
$160B
$480K 0.02%
1,400
-400
-22% -$139K
NVS icon
549
Novartis
NVS
$297B
$480K 0.02%
+5,489
New +$456K
O icon
550
CALL
Realty Income
O
$59.6B
$480K 0.02%
6,700
-5,581
-45% -$384K
20 21
22
23 24

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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.