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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
ABBV icon
876
PUT
AbbVie
ABBV
$433B
$271K 0.01%
2,000
-38,100
-95% -$4.5M
AEM icon
877
CALL
Agnico Eagle Mines
AEM
$74.6B
$271K 0.01%
+5,100
New +$271K
AON icon
878
PUT
Aon
AON
$75.9B
$271K 0.01%
+900
New +$270K
GD icon
879
CALL
General Dynamics
GD
$103B
$271K 0.01%
1,300
+100
+8% +$20.2K
HON icon
880
PUT
Honeywell
HON
$78.2B
$271K 0.01%
1,379
-3,502
-72% -$707K
LPX icon
881
Louisiana-Pacific
LPX
$5.15B
$271K 0.01%
+3,460
New +$237K
QYLD icon
882
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.16B
$271K 0.01%
+12,197
New +$275K
AMGN icon
883
Amgen
AMGN
$204B
$270K 0.01%
+1,199
New +$253K
CAKE icon
884
CALL
Cheesecake Factory
CAKE
$5.21B
$270K 0.01%
+6,900
New +$291K
DXCM icon
885
CALL
DexCom
DXCM
$32.9B
$268K 0.01%
2,000
-12,400
-86% -$1.78M
DXCM icon
886
PUT
DexCom
DXCM
$32.9B
$268K 0.01%
2,000
-6,000
-75% -$862K
NSC icon
887
PUT
Norfolk Southern
NSC
$75.6B
$268K 0.01%
+900
New +$251K
SNDL icon
888
Sundial Growers
SNDL
$320M
$268K 0.01%
46,256
+6,519
+16% +$42.7K
FCX icon
889
PUT
Freeport-McMoran
FCX
$91.5B
$267K 0.01%
6,400
-44,400
-87% -$1.69M
DAL icon
890
CALL
Delta Air Lines
DAL
$60.2B
$266K 0.01%
6,800
-156,600
-96% -$6.27M
W icon
891
PUT
Wayfair
W
$11.8B
$266K 0.01%
1,400
-5,700
-80% -$1.35M
AYX
892
PUT
DELISTED
Alteryx Inc
AYX
$266K 0.01%
4,400
-4,300
-49% -$297K
DLR icon
893
CALL
Digital Realty Trust
DLR
$70.7B
$265K 0.01%
+1,500
New +$240K
GE icon
894
PUT
GE Aerospace
GE
$383B
$265K 0.01%
4,494
-13,804
-75% -$867K
BOND icon
895
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.43B
$264K 0.01%
2,416
-1,029
-30% -$113K
DEO icon
896
CALL
Diageo
DEO
$49.2B
$264K 0.01%
+1,200
New +$246K
SWKS icon
897
CALL
Skyworks Solutions
SWKS
$9.22B
$264K 0.01%
1,700
-28,200
-94% -$4.51M
ABB
898
DELISTED
ABB Ltd
ABB
$264K 0.01%
+6,905
New +$242K
XLB icon
899
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$263K 0.01%
+5,800
New +$250K
U icon
900
Unity
U
$14.6B
$262K 0.01%
1,832
-518
-22% -$79.2K
34 35
36
37 38

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
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.