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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
SPT icon
551
Sprout Social
SPT
$516M
$480K 0.02%
+5,296
New +$600K
INTC icon
552
PUT
Intel
INTC
$455B
$479K 0.02%
+9,300
New +$475K
NOK icon
553
Nokia
NOK
$51B
$478K 0.02%
76,806
-39,141
-34% -$228K
STZ icon
554
PUT
Constellation Brands
STZ
$22.2B
$477K 0.02%
1,900
-5,600
-75% -$1.28M
VNQ icon
555
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
$476K 0.02%
4,100
-35,200
-90% -$3.84M
DG icon
556
PUT
Dollar General
DG
$28B
$472K 0.02%
+2,000
New +$442K
TXG icon
557
10x Genomics
TXG
$6B
$471K 0.02%
+3,162
New +$484K
VGSH icon
558
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$470K 0.02%
7,727
-3,055
-28% -$187K
BMY icon
559
PUT
Bristol-Myers Squibb
BMY
$133B
$468K 0.02%
7,500
+3,600
+92% +$211K
DRI icon
560
PUT
Darden Restaurants
DRI
$23.3B
$467K 0.02%
3,100
-21,000
-87% -$3.1M
RMD icon
561
ResMed
RMD
$30.6B
$467K 0.02%
1,794
+698
+64% +$181K
AAL icon
562
American Airlines Group
AAL
$10.1B
$466K 0.02%
25,970
+11,765
+83% +$226K
BNTX icon
563
BioNTech
BNTX
$22.9B
$466K 0.02%
+1,806
New +$495K
MDY icon
564
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$466K 0.02%
900
-1,248
-58% -$635K
RACE icon
565
PUT
Ferrari
RACE
$69.2B
$466K 0.02%
+1,800
New +$443K
ATVI
566
PUT
DELISTED
Activision Blizzard
ATVI
$466K 0.02%
7,000
-1,300
-16% -$88.8K
AA icon
567
CALL
Alcoa
AA
$11.9B
$465K 0.02%
7,800
-2,400
-24% -$120K
SWKS icon
568
PUT
Skyworks Solutions
SWKS
$9.37B
$465K 0.02%
3,000
+200
+7% +$32K
AVLR
569
CALL
DELISTED
Avalara, Inc.
AVLR
$465K 0.02%
+3,600
New +$562K
NCNO icon
570
nCino
NCNO
$2.02B
$464K 0.02%
8,457
+1,103
+15% +$71.6K
ADM icon
571
Archer Daniels Midland
ADM
$38.2B
$463K 0.02%
+6,856
New +$443K
X
572
PUT
DELISTED
US Steel
X
$462K 0.02%
19,400
-61,600
-76% -$1.45M
PPL
573
CALL
PPL Corp
PPL
$26.5B
$460K 0.02%
+15,300
New +$442K
ITCI
574
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$459K 0.02%
+8,779
New +$369K
ARKK icon
575
ARK Innovation ETF
ARKK
$5.66B
$458K 0.02%
4,842
-4,032
-45% -$440K
21 22
23
24 25

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BCM
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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
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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.