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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
HYS icon
926
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$253K 0.01%
+2,556
New +$252K
REGN icon
927
PUT
Regeneron Pharmaceuticals
REGN
$78.2B
$253K 0.01%
400
-400
-50% -$246K
KSS icon
928
PUT
Kohl's
KSS
$2.28B
$252K 0.01%
5,100
-34,100
-87% -$1.74M
LCII icon
929
LCI Industries
LCII
$2.52B
$252K 0.01%
+1,618
New +$241K
GSY icon
930
Invesco Ultra Short Duration ETF
GSY
$3.89B
$251K 0.01%
+4,996
New +$252K
HLT icon
931
PUT
Hilton Worldwide
HLT
$70.7B
$250K 0.01%
1,600
-13,300
-89% -$1.92M
XEL icon
932
Xcel Energy
XEL
$48.5B
$250K 0.01%
+3,686
New +$240K
CHGG icon
933
PUT
Chegg
CHGG
$114M
$249K 0.01%
+8,100
New +$329K
DDOG icon
934
CALL
Datadog
DDOG
$97.4B
$249K 0.01%
1,400
-24,400
-95% -$4.14M
DOG
935
ProShares Short Dow30
DOG
$98.9M
$249K 0.01%
7,870
-914
-10% -$29.8K
HD icon
936
PUT
Home Depot
HD
$339B
$249K 0.01%
600
-9,700
-94% -$3.69M
RBLX icon
937
CALL
Roblox
RBLX
$26.2B
$248K 0.01%
+2,400
New +$233K
WHR icon
938
Whirlpool
WHR
$2.54B
$248K 0.01%
+1,057
New +$232K
SCHM icon
939
Schwab US Mid-Cap ETF
SCHM
$14.7B
$247K 0.01%
+9,228
New +$246K
CDE icon
940
Coeur Mining
CDE
$16B
$245K 0.01%
+48,563
New +$292K
CVS icon
941
CVS Health
CVS
$134B
$245K 0.01%
+2,378
New +$220K
DDS icon
942
CALL
Dillards
DDS
$9.57B
$245K 0.01%
+1,000
New +$263K
ITM icon
943
VanEck Intermediate Muni ETF
ITM
$2.14B
$244K 0.01%
4,750
-2,245
-32% -$115K
LTHM
944
DELISTED
Livent Corporation
LTHM
$244K 0.01%
+10,023
New +$272K
INVZ icon
945
Innoviz Technologies
INVZ
$90.8M
$243K 0.01%
+38,251
New +$219K
IYT icon
946
iShares US Transportation ETF
IYT
$2.26B
$243K 0.01%
+3,512
New +$235K
JAZZ icon
947
Jazz Pharmaceuticals
JAZZ
$15.8B
$243K 0.01%
1,904
+98
+5% +$12.9K
HAS icon
948
Hasbro
HAS
$12.9B
$241K 0.01%
+2,365
New +$227K
TNDM icon
949
Tandem Diabetes Care
TNDM
$1.38B
$241K 0.01%
+1,603
New +$216K
WY icon
950
Weyerhaeuser
WY
$18.2B
$241K 0.01%
+5,861
New +$223K
36 37
38
39 40

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OAM
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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
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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.