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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
CZR icon
576
PUT
Caesars Entertainment
CZR
$6.06B
$458K 0.02%
4,900
-100
-2% -$10.1K
TEAM icon
577
CALL
Atlassian
TEAM
$25.6B
$458K 0.02%
1,200
-5,600
-82% -$2.25M
NUE icon
578
PUT
Nucor
NUE
$58.6B
$457K 0.02%
4,000
-2,600
-39% -$284K
ACN icon
579
CALL
Accenture
ACN
$102B
$456K 0.02%
1,100
-3,800
-78% -$1.38M
MCHP icon
580
Microchip Technology
MCHP
$40.3B
$456K 0.02%
+5,242
New +$424K
AVB icon
581
AvalonBay Communities
AVB
$26.5B
$454K 0.02%
+1,798
New +$429K
CLNE icon
582
Clean Energy Fuels
CLNE
$427M
$454K 0.02%
74,071
+61,988
+513% +$486K
HSY icon
583
Hershey
HSY
$35.2B
$454K 0.02%
+2,346
New +$425K
POOL icon
584
PUT
Pool Corp
POOL
$6.75B
$453K 0.02%
+800
New +$419K
TNDM icon
585
CALL
Tandem Diabetes Care
TNDM
$1.34B
$452K 0.02%
+3,000
New +$405K
NET icon
586
Cloudflare
NET
$99B
$451K 0.02%
+3,430
New +$575K
AMGN icon
587
CALL
Amgen
AMGN
$208B
$450K 0.02%
2,000
-2,600
-57% -$549K
INTU icon
588
PUT
Intuit
INTU
$86.5B
$450K 0.02%
700
+300
+75% +$185K
ICSH icon
589
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
$449K 0.02%
+8,901
New +$449K
LLY icon
590
Eli Lilly
LLY
$1.02T
$449K 0.02%
+1,626
New +$412K
D icon
591
PUT
Dominion Energy
D
$60.8B
$448K 0.02%
5,700
+1,100
+24% +$82.8K
FIS icon
592
CALL
Fidelity National Information Services
FIS
$23.1B
$448K 0.02%
+4,100
New +$463K
NVO
593
CALL
Novo Nordisk
NVO
$208B
$448K 0.02%
+8,000
New +$433K
LSCC icon
594
Lattice Semiconductor
LSCC
$17.6B
$447K 0.02%
+5,800
New +$430K
NOBL icon
595
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.7B
$447K 0.02%
9,102
+3,410
+60% +$161K
DE icon
596
CALL
Deere & Co
DE
$160B
$446K 0.02%
1,300
-10,700
-89% -$3.72M
ROST icon
597
CALL
Ross Stores
ROST
$80.5B
$446K 0.02%
3,900
-100
-3% -$11.2K
RDS.A
598
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$446K 0.02%
10,285
-6,335
-38% -$286K
AON icon
599
Aon
AON
$76.5B
$443K 0.02%
1,474
+306
+26% +$91.7K
BYND icon
600
PUT
Beyond Meat
BYND
$292M
$443K 0.02%
6,800
-11,200
-62% -$953K
22 23
24
25 26

Similar funds

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
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.