We are live on ! Find out more
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
JPM icon
51
JPMorgan Chase
JPM
$935B
$4.27M 0.19%
26,989
+24,593
+1,026% +$4.04M
ZM icon
52
CALL
Zoom
ZM
$28.2B
$4.08M 0.18%
22,200
+12,300
+124% +$2.89M
ETSY icon
53
CALL
Etsy
ETSY
$7.75B
$4.03M 0.18%
18,400
+16,100
+700% +$3.88M
IWM icon
54
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$3.89M 0.17%
17,500
-146,200
-89% -$33M
TMO icon
55
Thermo Fisher Scientific
TMO
$213B
$3.88M 0.17%
+5,817
New +$3.63M
AEO icon
56
PUT
American Eagle Outfitters
AEO
$2.88B
$3.87M 0.17%
152,800
+2,800
+2% +$71.3K
BA icon
57
Boeing
BA
$171B
$3.86M 0.17%
19,155
+17,443
+1,019% +$3.69M
WMT icon
58
Walmart Inc
WMT
$885B
$3.83M 0.17%
79,374
+71,550
+914% +$3.42M
UNH icon
59
UnitedHealth
UNH
$376B
$3.78M 0.16%
+7,527
New +$3.41M
AFRM icon
60
CALL
Affirm
AFRM
$23.9B
$3.77M 0.16%
+37,500
New +$4.95M
V icon
61
CALL
Visa
V
$684B
$3.75M 0.16%
17,300
-24,200
-58% -$5.2M
SE icon
62
PUT
Sea Limited
SE
$65.4B
$3.71M 0.16%
16,600
+2,600
+19% +$776K
BABA icon
63
CALL
Alibaba
BABA
$293B
$3.71M 0.16%
+31,200
New +$4.54M
PYPL icon
64
PUT
PayPal
PYPL
$48.9B
$3.7M 0.16%
19,600
+9,600
+96% +$2.08M
SH icon
65
ProShares Short S&P500
SH
$907M
$3.67M 0.16%
67,465
+38,645
+134% +$2.19M
JPM icon
66
PUT
JPMorgan Chase
JPM
$935B
$3.61M 0.16%
22,800
-20,800
-48% -$3.42M
ZM icon
67
PUT
Zoom
ZM
$28.2B
$3.59M 0.16%
19,500
+11,600
+147% +$2.73M
SHOP icon
68
PUT
Shopify
SHOP
$152B
$3.58M 0.16%
26,000
-72,000
-73% -$10.5M
NFLX icon
69
Netflix
NFLX
$299B
$3.5M 0.15%
58,110
+54,720
+1,614% +$3.5M
TMO icon
70
PUT
Thermo Fisher Scientific
TMO
$213B
$3.47M 0.15%
5,200
-2,300
-31% -$1.44M
SMH icon
71
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$3.4M 0.15%
22,000
-32,400
-60% -$4.68M
IWM icon
72
iShares Russell 2000 ETF
IWM
$79.8B
$3.39M 0.15%
15,229
+4,329
+40% +$978K
NFLX icon
73
PUT
Netflix
NFLX
$299B
$3.37M 0.15%
56,000
-64,000
-53% -$4.09M
EZU icon
74
iShare MSCI Eurozone ETF
EZU
$9.64B
$3.2M 0.14%
65,357
+46,431
+245% +$2.29M
PYPL icon
75
PayPal
PYPL
$48.9B
$3.19M 0.14%
16,888
+12,958
+330% +$2.8M
1 2
3
4 5

Similar funds

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.