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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
BE icon
901
CALL
Bloom Energy
BE
$64.3B
$261K 0.01%
11,900
-9,900
-45% -$250K
ITA icon
902
iShares US Aerospace & Defense ETF
ITA
$14.4B
$261K 0.01%
2,543
-7,377
-74% -$769K
NVAX icon
903
Novavax
NVAX
$1.22B
$261K 0.01%
+1,823
New +$313K
GRMN
904
PUT
Garmin
GRMN
$58.8B
$259K 0.01%
+1,900
New +$274K
IUSG icon
905
iShares Core S&P US Growth ETF
IUSG
$32.7B
$259K 0.01%
2,239
-8,200
-79% -$914K
MDY icon
906
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$259K 0.01%
+500
New +$254K
SDGR icon
907
Schrodinger
SDGR
$1.14B
$259K 0.01%
+7,438
New +$340K
NVAX icon
908
PUT
Novavax
NVAX
$1.22B
$258K 0.01%
1,800
-5,600
-76% -$962K
VTEB icon
909
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$258K 0.01%
4,706
-8,454
-64% -$463K
USFR
910
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
$258K 0.01%
10,289
-1,922
-16% -$48.2K
CINF icon
911
Cincinnati Financial
CINF
$27.3B
$257K 0.01%
+2,257
New +$267K
IRM icon
912
Iron Mountain
IRM
$36.9B
$257K 0.01%
+4,909
New +$232K
WH icon
913
Wyndham Hotels & Resorts
WH
$5.59B
$257K 0.01%
+2,868
New +$240K
BMY icon
914
Bristol-Myers Squibb
BMY
$134B
$256K 0.01%
4,110
-12,866
-76% -$755K
BOTZ icon
915
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.35B
$256K 0.01%
+7,132
New +$263K
DDD icon
916
3D Systems Corp
DDD
$462M
$256K 0.01%
+11,887
New +$300K
PSA icon
917
Public Storage
PSA
$60.9B
$256K 0.01%
+684
New +$228K
LABD icon
918
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$70.2M
$255K 0.01%
+992
New +$228K
MHK icon
919
PUT
Mohawk Industries
MHK
$8.11B
$255K 0.01%
+1,400
New +$250K
PAA icon
920
Plains All American Pipeline
PAA
$17.1B
$255K 0.01%
+27,284
New +$274K
VNQ icon
921
PUT
Vanguard Real Estate ETF
VNQ
$39.3B
$255K 0.01%
2,200
-19,700
-90% -$2.15M
WTW icon
922
Willis Towers Watson
WTW
$31.7B
$255K 0.01%
+1,075
New +$254K
CTXS
923
PUT
DELISTED
Citrix Systems Inc
CTXS
$255K 0.01%
+2,700
New +$247K
LUMN icon
924
Lumen
LUMN
$6.65B
$254K 0.01%
+20,242
New +$258K
SCHP icon
925
Schwab US TIPS ETF
SCHP
$16.2B
$254K 0.01%
8,068
-3,252
-29% -$102K
35 36
37
38 39

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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
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.