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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
BDX icon
1551
Becton Dickinson
BDX
$45.6B
– –
-924
Closed -$221K
BEN icon
1552
Franklin Resources
BEN
$17.6B
– –
-13,924
Closed -$414K
BGS icon
1553
PUT
B&G Foods
BGS
$287M
– –
-10,300
Closed -$308K
BHC icon
1554
CALL
Bausch Health
BHC
$2.58B
– –
-8,500
Closed -$237K
BHC icon
1555
Bausch Health
BHC
$2.58B
– –
-12,349
Closed -$344K
CMRC
1556
CALL
Commerce.com Inc Series 1
CMRC
$258M
– –
-5,000
Closed -$253K
CMRC
1557
PUT
Commerce.com Inc Series 1
CMRC
$258M
– –
-9,100
Closed -$461K
BILL icon
1558
CALL
BILL Holdings
BILL
$4.49B
– –
-3,200
Closed -$854K
BNY
1559
Bank of New York Mellon
BNY
$106B
– –
-5,442
Closed -$282K
BLDR icon
1560
Builders FirstSource
BLDR
$7.15B
– –
-4,246
Closed -$220K
BLK icon
1561
PUT
Blackrock
BLK
$169B
– –
-900
Closed -$755K
BLMN icon
1562
Bloomin' Brands
BLMN
$741M
– –
-9,437
Closed -$236K
BOIL icon
1563
ProShares Ultra Bloomberg Natural Gas
BOIL
$344M
– –
-14
Closed -$237K
BOKF icon
1564
BOK Financial
BOKF
$8.58B
– –
-2,362
Closed -$212K
BOX icon
1565
CALL
Box
BOX
$4.37B
– –
-10,500
Closed -$249K
BOX icon
1566
Box
BOX
$4.37B
– –
-20,440
Closed -$484K
BP icon
1567
CALL
BP
BP
$116B
– –
-53,200
Closed -$1.45M
BPOP icon
1568
Popular Inc
BPOP
$11.2B
– –
-2,990
Closed -$232K
BRK.B icon
1569
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-5,400
Closed -$1.47M
BRK.B icon
1570
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-1,100
Closed -$300K
BRW
1571
Saba Capital Income & Opportunities Fund
BRW
$336M
– –
-16,315
Closed -$148K
BRX icon
1572
Brixmor Property Group
BRX
$9.67B
– –
-9,660
Closed -$214K
BSBR icon
1573
Santander
BSBR
$42.5B
– –
-10,575
Closed -$66K
BSX icon
1574
Boston Scientific
BSX
$69.5B
– –
-19,337
Closed -$839K
BTBT icon
1575
Bit Digital
BTBT
$463M
– –
-12,760
Closed -$92K
61 62
63
64 65

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.