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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
TRMB icon
1051
Trimble
TRMB
$13.5B
$211K 0.01%
+2,415
New +$207K
TWLO icon
1052
PUT
Twilio
TWLO
$29.8B
$211K 0.01%
800
-14,400
-95% -$4.31M
SWAV
1053
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$211K 0.01%
+1,186
New +$234K
EWU icon
1054
iShares MSCI United Kingdom ETF
EWU
$4.13B
$210K 0.01%
+6,323
New +$209K
MDLZ icon
1055
Mondelez International
MDLZ
$78.8B
$210K 0.01%
3,173
-7,575
-70% -$467K
PPLT
1056
abrdn Physical Platinum Shares ETF
PPLT
$1.88B
$210K 0.01%
+23,320
New +$217K
SNA icon
1057
Snap-on
SNA
$21.2B
$210K 0.01%
+974
New +$208K
YANG icon
1058
Direxion Daily FTSE China Bear 3X ETF
YANG
$87M
$210K 0.01%
+517
New +$186K
IAU icon
1059
CALL
iShares Gold Trust
IAU
$62.9B
$209K 0.01%
6,000
– –
IBM icon
1060
IBM
IBM
$213B
$209K 0.01%
1,565
-5,149
-77% -$646K
KOLD icon
1061
ProShares UltraShort Bloomberg Natural Gas
KOLD
$95.6M
$209K 0.01%
1,725
+509
+42% +$46.2K
PFG icon
1062
Principal Financial Group
PFG
$24.6B
$209K 0.01%
+2,895
New +$202K
QLD icon
1063
ProShares Ultra QQQ
QLD
$13.2B
$209K 0.01%
+4,702
New +$199K
XOM icon
1064
ExxonMobil
XOM
$643B
$209K 0.01%
3,409
-19,365
-85% -$1.21M
MMP
1065
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$209K 0.01%
4,500
-13,400
-75% -$633K
CNP icon
1066
CenterPoint Energy
CNP
$27.6B
$208K 0.01%
+7,443
New +$199K
KMB icon
1067
Kimberly-Clark
KMB
$35.7B
$208K 0.01%
1,453
-1,507
-51% -$203K
LIN icon
1068
CALL
Linde
LIN
$222B
$208K 0.01%
+600
New +$194K
AEM icon
1069
PUT
Agnico Eagle Mines
AEM
$74.6B
$207K 0.01%
+3,900
New +$207K
HOG icon
1070
Harley-Davidson
HOG
$2.66B
$207K 0.01%
+5,503
New +$205K
PDX
1071
PIMCO Dynamic Income Strategy Fund
PDX
$955M
$207K 0.01%
+16,034
New +$210K
TXN icon
1072
CALL
Texas Instruments
TXN
$246B
$207K 0.01%
1,100
-25,800
-96% -$4.95M
SGI
1073
Somnigroup International
SGI
$14B
$207K 0.01%
4,397
-11,765
-73% -$533K
GH icon
1074
Guardant Health
GH
$21.3B
$206K 0.01%
+2,060
New +$213K
AGQ icon
1075
ProShares Ultra Silver
AGQ
$1.14B
$205K 0.01%
5,907
-15,547
-72% -$550K
41 42
43
44 45

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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.