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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
SLG icon
826
SL Green Realty
SLG
$3.85B
$293K 0.01%
+3,965
New +$292K
RNG icon
827
RingCentral
RNG
$4.81B
$292K 0.01%
+1,560
New +$346K
BHVN
828
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$292K 0.01%
+2,120
New +$270K
OKTA icon
829
Okta
OKTA
$24.6B
$291K 0.01%
+1,298
New +$309K
XLF icon
830
State Street Financial Select Sector SPDR ETF
XLF
$58B
$290K 0.01%
7,439
-69,706
-90% -$2.74M
SIX
831
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$290K 0.01%
+6,800
New +$283K
CHD icon
832
Church & Dwight Co
CHD
$23.7B
$289K 0.01%
+2,821
New +$256K
DASH icon
833
DoorDash
DASH
$87.4B
$289K 0.01%
1,942
+748
+63% +$142K
EXPE icon
834
PUT
Expedia Group
EXPE
$35.8B
$289K 0.01%
1,600
-1,200
-43% -$204K
MCO icon
835
Moody's
MCO
$83.7B
$289K 0.01%
+740
New +$285K
RHI icon
836
Robert Half
RHI
$3.96B
$289K 0.01%
+2,587
New +$288K
SPLK
837
PUT
DELISTED
Splunk Inc
SPLK
$289K 0.01%
2,500
-4,500
-64% -$629K
VG
838
DELISTED
Vonage Holdings Corporation
VG
$289K 0.01%
+13,900
New +$253K
X
839
CALL
DELISTED
US Steel
X
$288K 0.01%
12,100
-38,600
-76% -$910K
MMP
840
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$288K 0.01%
6,200
-4,300
-41% -$203K
HACK icon
841
Amplify Cybersecurity ETF
HACK
$2.76B
$287K 0.01%
+4,667
New +$295K
VTR icon
842
Ventas
VTR
$46.6B
$287K 0.01%
+5,623
New +$294K
DRE
843
DELISTED
Duke Realty Corp.
DRE
$287K 0.01%
+4,366
New +$252K
ACWV icon
844
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.32B
$286K 0.01%
+2,644
New +$280K
VMC icon
845
Vulcan Materials
VMC
$36.7B
$286K 0.01%
+1,377
New +$267K
GDXJ icon
846
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
$285K 0.01%
6,800
+400
+6% +$17.1K
SMH icon
847
VanEck Semiconductor ETF
SMH
$68.5B
$285K 0.01%
1,846
-20,244
-92% -$2.93M
BBY icon
848
PUT
Best Buy
BBY
$18B
$284K 0.01%
2,800
-9,600
-77% -$1.09M
DT icon
849
CALL
Dynatrace
DT
$12.9B
$284K 0.01%
4,700
+1,300
+38% +$88.6K
RTX icon
850
CALL
RTX Corp
RTX
$292B
$284K 0.01%
3,300
-81,100
-96% -$7.07M
32 33
34
35 36

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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
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QIM
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RB
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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.