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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
BX icon
1576
Blackstone
BX
$102B
– –
-4,627
Closed -$538K
BYD icon
1577
Boyd Gaming
BYD
$6.18B
– –
-11,629
Closed -$736K
CAN
1578
Canaan Creative
CAN
$127M
– –
-27,448
Closed -$168K
CAPR icon
1579
Capricor Therapeutics
CAPR
$223M
– –
-11,511
Closed -$46K
CBRL icon
1580
CALL
Cracker Barrel
CBRL
$1.26B
– –
-4,200
Closed -$587K
CBRL icon
1581
PUT
Cracker Barrel
CBRL
$1.26B
– –
-2,400
Closed -$336K
CCJ icon
1582
CALL
Cameco
CCJ
$37.6B
– –
-9,800
Closed -$213K
CCJ icon
1583
PUT
Cameco
CCJ
$37.6B
– –
-14,700
Closed -$319K
CDW icon
1584
CDW
CDW
$18.9B
– –
-1,559
Closed -$284K
CENN icon
1585
Cenntro
CENN
$7.89M
– –
-14
Closed -$89K
CFG icon
1586
Citizens Financial Group
CFG
$30.3B
– –
-10,110
Closed -$475K
CHE icon
1587
Chemed
CHE
$7.07B
– –
-618
Closed -$287K
CHGG icon
1588
CALL
Chegg
CHGG
$110M
– –
-13,600
Closed -$925K
CHR icon
1589
Cheer Holding
CHR
$3.47M
– –
-14
Closed -$34K
CHTR icon
1590
CALL
Charter Communications
CHTR
$17.3B
– –
-3,000
Closed -$2.18M
CHTR icon
1591
Charter Communications
CHTR
$17.3B
– –
-517
Closed -$376K
CHWY icon
1592
CALL
Chewy
CHWY
$9.25B
– –
-8,600
Closed -$586K
CHWY icon
1593
PUT
Chewy
CHWY
$9.25B
– –
-10,800
Closed -$736K
CI icon
1594
Cigna
CI
$73.7B
– –
-3,015
Closed -$641K
CI icon
1595
PUT
Cigna
CI
$73.7B
– –
-8,200
Closed -$1.64M
CL icon
1596
Colgate-Palmolive
CL
$73.1B
– –
-3,874
Closed -$293K
CLEU
1597
DELISTED
China Liberal Education Holdings
CLEU
– –
-1
Closed -$26K
CLF icon
1598
Cleveland-Cliffs
CLF
$6.57B
– –
-42,598
Closed -$918K
CLX icon
1599
PUT
Clorox
CLX
$11.6B
– –
-10,300
Closed -$1.71M
CM icon
1600
Canadian Imperial Bank of Commerce
CM
$108B
– –
-11,624
Closed -$647K
62 63
64
65 66

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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.