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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
CMBS icon
1601
iShares CMBS ETF
CMBS
$474M
– –
-4,440
Closed -$240K
CMF icon
1602
iShares California Muni Bond ETF
CMF
$4.55B
– –
-4,236
Closed -$263K
CMI icon
1603
PUT
Cummins
CMI
$87.5B
– –
-900
Closed -$202K
CNC icon
1604
CALL
Centene
CNC
$30.7B
– –
-6,500
Closed -$405K
CNF
1605
CNFinance Holdings
CNF
$34.6M
– –
-1,271
Closed -$75K
CNI icon
1606
Canadian National Railway
CNI
$76.9B
– –
-9,222
Closed -$1.07M
COE
1607
51Talk Online Education Group
COE
$106M
– –
-4,097
Closed -$43K
COP icon
1608
CALL
ConocoPhillips
COP
$147B
– –
-3,000
Closed -$203K
COP icon
1609
ConocoPhillips
COP
$147B
– –
-15,788
Closed -$1.07M
CPK icon
1610
Chesapeake Utilities
CPK
$3.19B
– –
-1,867
Closed -$224K
CPRX
1611
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-25,664
Closed -$136K
CQQQ icon
1612
Invesco China Technology ETF
CQQQ
$3.03B
– –
-3,460
Closed -$228K
CRF
1613
Cornerstone Total Return Fund
CRF
$1.16B
– –
-11,400
Closed -$139K
CROX icon
1614
CALL
Crocs
CROX
$6.14B
– –
-10,100
Closed -$1.45M
CROX icon
1615
PUT
Crocs
CROX
$6.14B
– –
-1,700
Closed -$244K
CRVO icon
1616
CervoMed
CRVO
$23.9M
– –
-176
Closed -$7K
CRVS icon
1617
Corvus Pharmaceuticals
CRVS
$1.12B
– –
-22,789
Closed -$110K
CSIQ icon
1618
PUT
Canadian Solar
CSIQ
$1.02B
– –
-12,100
Closed -$419K
CSR
1619
Centerspace
CSR
$921M
– –
-2,257
Closed -$213K
CTRA
1620
DELISTED
Coterra Energy
CTRA
– –
-78,504
Closed -$1.71M
CVNA icon
1621
Carvana
CVNA
$68.6B
– –
-5,145
Closed -$283K
CVNA icon
1622
PUT
Carvana
CVNA
$68.6B
– –
-29,500
Closed -$1.78M
CWH icon
1623
Camping World
CWH
$639M
– –
-8,343
Closed -$324K
CX icon
1624
Cemex
CX
$17.1B
– –
-74,218
Closed -$532K
CXT icon
1625
Crane NXT
CXT
$2.99B
– –
-6,901
Closed -$227K
63 64
65
66 67

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BCM
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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.