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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
SIVB
1026
DELISTED
SVB Financial Group
SIVB
$217K 0.01%
320
-518
-62% -$365K
ISRG icon
1027
CALL
Intuitive Surgical
ISRG
$135B
$216K 0.01%
600
-6,900
-92% -$2.37M
ITUB icon
1028
Itaú Unibanco
ITUB
$93.6B
$216K 0.01%
+65,211
New +$235K
JEF icon
1029
Jefferies Financial Group
JEF
$12.8B
$216K 0.01%
+5,831
New +$225K
SHAK icon
1030
CALL
Shake Shack
SHAK
$2.61B
$216K 0.01%
+3,000
New +$228K
UNG icon
1031
United States Natural Gas Fund
UNG
$473M
$216K 0.01%
+4,330
New +$282K
AEE icon
1032
Ameren
AEE
$30.3B
$215K 0.01%
+2,415
New +$205K
IAG icon
1033
IAMGOLD
IAG
$8.53B
$215K 0.01%
68,557
+7,591
+12% +$22.3K
LYV icon
1034
PUT
Live Nation Entertainment
LYV
$42.3B
$215K 0.01%
+1,800
New +$194K
MO icon
1035
Altria Group
MO
$114B
$215K 0.01%
4,542
-23,427
-84% -$1.07M
CTVA icon
1036
Corteva
CTVA
$50.9B
$214K 0.01%
+4,526
New +$206K
DISH
1037
PUT
DELISTED
DISH Network Corp.
DISH
$214K 0.01%
+6,600
New +$246K
CLOU icon
1038
Global X Cloud Computing ETF
CLOU
$249M
$213K 0.01%
+8,030
New +$236K
FITB
1039
CALL
Fifth Third Bancorp
FITB
$51.6B
$213K 0.01%
+4,900
New +$214K
LHX icon
1040
PUT
L3Harris
LHX
$51.7B
$213K 0.01%
1,000
– –
ORLY icon
1041
O'Reilly Automotive
ORLY
$73.3B
$213K 0.01%
+4,515
New +$195K
CHN
1042
DELISTED
China Fund
CHN
$212K 0.01%
+11,624
New +$296K
DG icon
1043
Dollar General
DG
$28.2B
$212K 0.01%
+899
New +$199K
DON icon
1044
WisdomTree US MidCap Dividend Fund
DON
$4.06B
$212K 0.01%
+4,779
New +$209K
MDB icon
1045
PUT
MongoDB
MDB
$28.8B
$212K 0.01%
400
-1,100
-73% -$563K
XLNX
1046
CALL
DELISTED
Xilinx Inc
XLNX
$212K 0.01%
+1,000
New +$197K
EFAV icon
1047
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
$211K 0.01%
+2,751
New +$210K
GNRC icon
1048
CALL
Generac Holdings
GNRC
$11.9B
$211K 0.01%
600
-2,500
-81% -$1.04M
GPI icon
1049
Group 1 Automotive
GPI
$3.48B
$211K 0.01%
+1,083
New +$210K
SEDG icon
1050
SolarEdge
SEDG
$2.74B
$211K 0.01%
+751
New +$237K
40 41
42
43 44

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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.