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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
BNDX icon
976
Vanguard Total International Bond ETF
BNDX
$82B
$230K 0.01%
4,172
-3,066
-42% -$174K
IWN icon
977
iShares Russell 2000 Value ETF
IWN
$14.5B
$230K 0.01%
+1,385
New +$231K
ADI icon
978
CALL
Analog Devices
ADI
$176B
$229K 0.01%
1,300
-3,900
-75% -$691K
KMB icon
979
PUT
Kimberly-Clark
KMB
$35.7B
$229K 0.01%
+1,600
New +$215K
LYB icon
980
LyondellBasell Industries
LYB
$19.6B
$229K 0.01%
+2,485
New +$231K
MHK icon
981
Mohawk Industries
MHK
$8.11B
$229K 0.01%
+1,255
New +$224K
PCY icon
982
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
$229K 0.01%
+8,680
New +$230K
CMA
983
DELISTED
Comerica
CMA
$228K 0.01%
+2,621
New +$225K
ILMN icon
984
PUT
Illumina
ILMN
$30B
$228K 0.01%
+617
New +$234K
NXPI icon
985
CALL
NXP Semiconductors
NXPI
$56.5B
$228K 0.01%
1,000
-4,200
-81% -$893K
RETL icon
986
Direxion Daily Retail Bull 3X ETF
RETL
$30.4M
$228K 0.01%
+6,271
New +$263K
AEG icon
987
Aegon
AEG
$14B
$227K 0.01%
48,094
+10,520
+28% +$49.2K
DHI icon
988
D.R. Horton
DHI
$41B
$227K 0.01%
2,093
-2,742
-57% -$264K
FSLR icon
989
PUT
First Solar
FSLR
$25B
$227K 0.01%
2,600
-22,900
-90% -$2.35M
KLIC icon
990
Kulicke & Soffa
KLIC
$4.72B
$227K 0.01%
3,755
-2,260
-38% -$129K
SHYG icon
991
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.59B
$227K 0.01%
5,012
-14,267
-74% -$647K
CBRE icon
992
CBRE Group
CBRE
$43B
$226K 0.01%
+2,085
New +$214K
ESPO icon
993
VanEck Video Gaming and eSports ETF
ESPO
$246M
$226K 0.01%
+3,410
New +$237K
RS icon
994
Reliance Steel & Aluminium
RS
$20.9B
$226K 0.01%
+1,395
New +$216K
CRWD icon
995
CALL
CrowdStrike
CRWD
$206B
$225K 0.01%
4,400
-124,000
-97% -$7.55M
CVE icon
996
Cenovus Energy
CVE
$54.5B
$225K 0.01%
18,346
+1,523
+9% +$18.2K
ALL icon
997
PUT
Allstate
ALL
$67.6B
$224K 0.01%
+1,900
New +$225K
IHY icon
998
VanEck International High Yield Bond ETF
IHY
$43.1M
$224K 0.01%
+9,275
New +$225K
JETS icon
999
CALL
US Global Jets ETF
JETS
$804M
$224K 0.01%
+10,600
New +$236K
TNA icon
1000
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
$224K 0.01%
2,638
-7,135
-73% -$645K
38 39
40
41 42

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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
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.