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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
DBEF icon
1626
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
– –
-8,526
Closed -$322K
DBX icon
1627
Dropbox
DBX
$7.6B
– –
-22,582
Closed -$660K
DBX icon
1628
PUT
Dropbox
DBX
$7.6B
– –
-22,800
Closed -$666K
DD icon
1629
PUT
DuPont de Nemours
DD
$18.5B
– –
-7,409
Closed -$632K
DDEC icon
1630
FT Vest US Equity Deep Buffer ETF December
DDEC
$429M
– –
-6,637
Closed -$212K
DDOG icon
1631
Datadog
DDOG
$95.4B
– –
-1,972
Closed -$335K
DDOG icon
1632
PUT
Datadog
DDOG
$95.4B
– –
-6,700
Closed -$947K
DE icon
1633
Deere & Co
DE
$160B
– –
-712
Closed -$248K
DECK icon
1634
CALL
Deckers Outdoor
DECK
$13.2B
– –
-12,000
Closed -$720K
DECK icon
1635
PUT
Deckers Outdoor
DECK
$13.2B
– –
-6,600
Closed -$396K
DELL icon
1636
CALL
Dell
DELL
$262B
– –
-30,976
Closed -$1.63M
DELL icon
1637
PUT
Dell
DELL
$262B
– –
-17,165
Closed -$905K
DEM icon
1638
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.9B
– –
-5,665
Closed -$247K
DES icon
1639
WisdomTree US SmallCap Dividend Fund
DES
$2.18B
– –
-6,936
Closed -$214K
DFEB icon
1640
FT Vest US Equity Deep Buffer ETF February
DFEB
$461M
– –
-6,898
Closed -$236K
DG icon
1641
CALL
Dollar General
DG
$28B
– –
-4,900
Closed -$1.04M
DHC
1642
Diversified Healthcare Trust
DHC
$2.15B
– –
-11,553
Closed -$39K
DHI icon
1643
PUT
D.R. Horton
DHI
$40B
– –
-4,000
Closed -$336K
DIA icon
1644
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
– –
-22,713
Closed -$8.07M
DLTR icon
1645
CALL
Dollar Tree
DLTR
$24.4B
– –
-4,100
Closed -$392K
DOCU
1646
PUT
DocuSign
DOCU
$10.5B
– –
-9,000
Closed -$2.32M
DOGZ icon
1647
Dogness International Corp
DOGZ
$12.8M
– –
-1,624
Closed -$91K
DOW icon
1648
PUT
Dow Inc
DOW
$21.9B
– –
-8,000
Closed -$460K
DPZ icon
1649
PUT
Domino's
DPZ
$11.5B
– –
-700
Closed -$334K
DRI icon
1650
CALL
Darden Restaurants
DRI
$23.3B
– –
-8,800
Closed -$1.33M
64 65
66
67 68

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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
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
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

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.