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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
AEVA
1176
Aeva Technologies
AEVA
$1.26B
$104K ﹤0.01%
+2,764
New +$116K
AMBP icon
1177
Ardagh Metal Packaging
AMBP
$2.87B
$104K ﹤0.01%
+11,483
New +$109K
CPIX icon
1178
Cumberland Pharmaceuticals
CPIX
$108M
$104K ﹤0.01%
+22,354
New +$76.2K
LOGC
1179
DELISTED
ContextLogic
LOGC
$104K ﹤0.01%
+1,110
New +$147K
ITI
1180
DELISTED
Iteris, Inc.
ITI
$104K ﹤0.01%
+25,931
New +$125K
TEVA icon
1181
Teva Pharmaceuticals
TEVA
$40.2B
$101K ﹤0.01%
12,571
-41,574
-77% -$375K
ZNGA
1182
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$101K ﹤0.01%
15,773
-141,726
-90% -$978K
DXD icon
1183
ProShares UltraShort Dow 30
DXD
$39.4M
$100K ﹤0.01%
2,462
-6,554
-73% -$282K
AKTS
1184
DELISTED
Akoustis Technologies Inc
AKTS
$100K ﹤0.01%
+15,005
New +$112K
NCZ
1185
Virtus Convertible & Income Fund II
NCZ
$296M
$97K ﹤0.01%
+4,746
New +$99.3K
CLVS
1186
DELISTED
Clovis Oncology, Inc.
CLVS
$97K ﹤0.01%
+35,927
New +$133K
SPRU icon
1187
Spruce Power Holding Corp
SPRU
$38.9M
$95K ﹤0.01%
+3,591
New +$139K
SCKT icon
1188
Socket Mobile
SCKT
$3.39M
$93K ﹤0.01%
+22,799
New +$132K
CTRM icon
1189
Castor Maritime
CTRM
$20.1M
$92K ﹤0.01%
+6,466
New +$133K
SMFG icon
1190
Sumitomo Mitsui Financial
SMFG
$160B
$92K ﹤0.01%
+13,480
New +$91.3K
FEI
1191
DELISTED
FIRST TRUST MLP AND ENERGY INCOME FUND
FEI
$91K ﹤0.01%
+12,536
New +$93.6K
WE
1192
DELISTED
WeWork Inc.
WE
$91K ﹤0.01%
+264
New +$96.7K
ABEV icon
1193
Ambev
ABEV
$47.1B
$90K ﹤0.01%
32,277
-714,641
-96% -$2.05M
NG icon
1194
NovaGold Resources
NG
$2.61B
$88K ﹤0.01%
+12,885
New +$94K
PGRE
1195
DELISTED
Paramount Group
PGRE
$88K ﹤0.01%
+10,590
New +$93.8K
HMY icon
1196
Harmony Gold Mining
HMY
$10.3B
$87K ﹤0.01%
21,154
-2,503
-11% -$9.58K
ORC
1197
Orchid Island Capital
ORC
$1.29B
$87K ﹤0.01%
+3,855
New +$92.4K
HUT
1198
Hut 8
HUT
$12.6B
$86K ﹤0.01%
+2,201
New +$124K
DCTH icon
1199
Delcath Systems
DCTH
$450M
$83K ﹤0.01%
+10,740
New +$102K
NAT icon
1200
Nordic American Tanker
NAT
$1.36B
$83K ﹤0.01%
49,117
+4,976
+11% +$10.7K
46 47
48
49 50

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
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RB
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OMG
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MCM
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NEPWA
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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.