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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
TXN icon
176
Texas Instruments
TXN
$252B
$1.47M 0.06%
+7,784
New +$1.49M
BRK.B icon
177
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.47M 0.06%
+4,899
New +$1.4M
PLTR icon
178
PUT
Palantir
PLTR
$295B
$1.46M 0.06%
80,100
-37,500
-32% -$828K
GOOG icon
179
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$1.45M 0.06%
10,000
-152,000
-94% -$22M
DKS icon
180
PUT
Dick's Sporting Goods
DKS
$17.5B
$1.44M 0.06%
12,500
-5,200
-29% -$623K
DHR icon
181
Danaher
DHR
$137B
$1.43M 0.06%
+4,898
New +$1.35M
EPD icon
182
PUT
Enterprise Products Partners
EPD
$82.3B
$1.43M 0.06%
65,000
+52,000
+400% +$1.17M
ADBE icon
183
PUT
Adobe
ADBE
$99.5B
$1.42M 0.06%
2,500
-6,100
-71% -$3.81M
SE icon
184
Sea Limited
SE
$65.4B
$1.42M 0.06%
6,337
+5,250
+483% +$1.57M
NLY icon
185
Annaly Capital Management
NLY
$17.1B
$1.41M 0.06%
45,194
+15,397
+52% +$518K
RH icon
186
RH
RH
$3.13B
$1.39M 0.06%
+2,593
New +$1.6M
XHB icon
187
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$1.39M 0.06%
+16,206
New +$1.3M
ALC icon
188
CALL
Alcon
ALC
$33.6B
$1.38M 0.06%
15,800
+3,400
+27% +$280K
TBT icon
189
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
$1.37M 0.06%
81,379
+50,781
+166% +$881K
MAR icon
190
CALL
Marriott International
MAR
$98.3B
$1.37M 0.06%
8,300
-27,100
-77% -$4.26M
LOW icon
191
CALL
Lowe's Companies
LOW
$117B
$1.37M 0.06%
5,300
-43,500
-89% -$10.3M
PAYC icon
192
Paycom
PAYC
$7.64B
$1.36M 0.06%
3,283
+1,978
+152% +$937K
DHR icon
193
PUT
Danaher
DHR
$137B
$1.35M 0.06%
+4,625
New +$1.27M
USHY icon
194
iShares Broad USD High Yield Corporate Bond ETF
USHY
$29.3B
$1.34M 0.06%
32,653
+7,256
+29% +$298K
SWK icon
195
Stanley Black & Decker
SWK
$14.3B
$1.34M 0.06%
7,113
+4,242
+148% +$783K
SNOW icon
196
PUT
Snowflake
SNOW
$102B
$1.32M 0.06%
3,900
-8,000
-67% -$2.79M
MCK icon
197
PUT
McKesson
MCK
$100B
$1.32M 0.06%
+5,300
New +$1.16M
PLTR icon
198
Palantir
PLTR
$295B
$1.32M 0.06%
72,321
+46,610
+181% +$1.03M
EMB icon
199
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.31M 0.06%
+12,062
New +$1.32M
TLT icon
200
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$1.31M 0.06%
+8,826
New +$1.3M
6 7
8
9 10

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.