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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
AMLP icon
1526
Alerian MLP ETF
AMLP
$13B
– –
-9,599
Closed -$320K
AMT icon
1527
CALL
American Tower
AMT
$80.8B
– –
-3,400
Closed -$902K
AMT icon
1528
PUT
American Tower
AMT
$80.8B
– –
-900
Closed -$239K
AN icon
1529
AutoNation
AN
$7.11B
– –
-5,410
Closed -$659K
APPS icon
1530
Digital Turbine
APPS
$975M
– –
-4,102
Closed -$282K
APPS icon
1531
PUT
Digital Turbine
APPS
$975M
– –
-5,000
Closed -$344K
APT icon
1532
Alpha Pro Tech
APT
$50.4M
– –
-22,337
Closed -$150K
APTV icon
1533
CALL
Aptiv
APTV
$12B
– –
-7,300
Closed -$1.09M
ARCT icon
1534
Arcturus Therapeutics
ARCT
$164M
– –
-5,232
Closed -$250K
ARKQ icon
1535
ARK Autonomous Technology & Robotics ETF
ARKQ
$1.89B
– –
-2,620
Closed -$204K
ARLP icon
1536
Alliance Resource Partners
ARLP
$3.34B
– –
-11,296
Closed -$123K
ARWR icon
1537
Arrowhead Research
ARWR
$11.9B
– –
-4,366
Closed -$273K
ASAN icon
1538
CALL
Asana
ASAN
$1.92B
– –
-11,200
Closed -$1.16M
ASAN icon
1539
PUT
Asana
ASAN
$1.92B
– –
-2,000
Closed -$208K
ASTC icon
1540
Astrotech Corp
ASTC
$13.1M
– –
-1,967
Closed -$62K
AWI icon
1541
Armstrong World Industries
AWI
$7.38B
– –
-2,754
Closed -$263K
AXP icon
1542
CALL
American Express
AXP
$227B
– –
-35,900
Closed -$6.01M
AZN icon
1543
CALL
AstraZeneca
AZN
$263B
– –
-10,300
Closed -$1.24M
AZN icon
1544
AstraZeneca
AZN
$263B
– –
-2,776
Closed -$333K
AZN icon
1545
PUT
AstraZeneca
AZN
$263B
– –
-26,500
Closed -$3.18M
BABA icon
1546
Alibaba
BABA
$293B
– –
-2,839
Closed -$413K
BBAG icon
1547
JPMorgan BetaBuilders US Aggregate Bond ETF
BBAG
$1.02B
– –
-4,741
Closed -$257K
BBAX icon
1548
JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF
BBAX
$6.69B
– –
-5,367
Closed -$291K
BBD icon
1549
Banco Bradesco
BBD
$39.3B
– –
-532,569
Closed -$1.85M
BBY icon
1550
CALL
Best Buy
BBY
$18.2B
– –
-9,500
Closed -$1M
60 61
62
63 64

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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
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.