We are live on ! Find out more
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
FCEL icon
1701
PUT
FuelCell Energy
FCEL
$1.73B
– –
-353
Closed -$71K
FEZ icon
1702
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
– –
-46,748
Closed -$2.12M
FISV
1703
CALL
Fiserv Inc
FISV
$28.8B
– –
-4,500
Closed -$488K
FIS icon
1704
Fidelity National Information Services
FIS
$23.1B
– –
-5,261
Closed -$594K
FITB
1705
Fifth Third Bancorp
FITB
$51.2B
– –
-6,081
Closed -$266K
FIVE icon
1706
CALL
Five Below
FIVE
$12B
– –
-2,500
Closed -$442K
FIVE icon
1707
PUT
Five Below
FIVE
$12B
– –
-6,400
Closed -$1.13M
FLRN icon
1708
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
– –
-7,608
Closed -$233K
FNDF icon
1709
Schwab Fundamental International Large Company Index ETF
FNDF
$24.9B
– –
-7,661
Closed -$252K
FNGD icon
1710
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
FNGD
$412M
– –
-40
Closed -$207K
FPAY
1711
DELISTED
FlexShopper
FPAY
– –
-19,702
Closed -$61K
FRO icon
1712
Frontline
FRO
$8.76B
– –
-12,484
Closed -$117K
FROG icon
1713
JFrog
FROG
$9.66B
– –
-6,058
Closed -$203K
FSLR icon
1714
CALL
First Solar
FSLR
$22.7B
– –
-30,500
Closed -$2.91M
FSLY icon
1715
CALL
Fastly Inc
FSLY
$3.55B
– –
-35,800
Closed -$1.45M
FSLY icon
1716
PUT
Fastly Inc
FSLY
$3.55B
– –
-9,700
Closed -$392K
FTF
1717
Franklin Limited Duration Income Trust
FTF
$231M
– –
-21,047
Closed -$191K
FTNT icon
1718
Fortinet
FTNT
$119B
– –
-6,980
Closed -$459K
FTNT icon
1719
PUT
Fortinet
FTNT
$119B
– –
-4,000
Closed -$234K
FTV icon
1720
Fortive
FTV
$17.9B
– –
-5,847
Closed -$311K
FUBO icon
1721
CALL
FuboTV Inc
FUBO
$261M
– –
-2,592
Closed -$745K
FXI icon
1722
iShares China Large-Cap ETF
FXI
$4.37B
– –
-103,825
Closed -$4.04M
GASS icon
1723
StealthGas
GASS
$332M
– –
-16,439
Closed -$44K
GDRX icon
1724
CALL
GoodRx Holdings
GDRX
$1.04B
– –
-24,900
Closed -$1.02M
GDRX icon
1725
PUT
GoodRx Holdings
GDRX
$1.04B
– –
-8,700
Closed -$357K
67 68
69
70 71

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.