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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
LOGI icon
1826
PUT
Logitech
LOGI
$14.7B
– –
-36,500
Closed -$3.22M
CYPH
1827
Cypherpunk Technologies Inc
CYPH
$62.9M
– –
-4,778
Closed -$192K
LQD icon
1828
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-4,872
Closed -$648K
LSTA icon
1829
Lisata Therapeutics
LSTA
$9.02M
– –
-1,796
Closed -$33K
LULU icon
1830
CALL
lululemon athletica
LULU
$13.5B
– –
-5,200
Closed -$2.1M
LUV icon
1831
CALL
Southwest Airlines
LUV
$22B
– –
-29,000
Closed -$1.49M
LUV icon
1832
PUT
Southwest Airlines
LUV
$22B
– –
-27,900
Closed -$1.44M
LVS icon
1833
CALL
Las Vegas Sands
LVS
$31.7B
– –
-32,600
Closed -$1.19M
LVS icon
1834
Las Vegas Sands
LVS
$31.7B
– –
-12,226
Closed -$447K
LVS icon
1835
PUT
Las Vegas Sands
LVS
$31.7B
– –
-28,300
Closed -$1.04M
LYFT icon
1836
Lyft
LYFT
$6.02B
– –
-4,707
Closed -$220K
LYFT icon
1837
PUT
Lyft
LYFT
$6.02B
– –
-7,400
Closed -$397K
LYG icon
1838
PUT
Lloyds Banking Group
LYG
$89.5B
– –
-12,900
Closed -$32K
LYV icon
1839
Live Nation Entertainment
LYV
$40.6B
– –
-6,029
Closed -$650K
M icon
1840
CALL
Macy's
M
$6.53B
– –
-63,000
Closed -$1.42M
M icon
1841
PUT
Macy's
M
$6.53B
– –
-16,800
Closed -$380K
MAC icon
1842
PUT
Macerich
MAC
$7.33B
– –
-11,900
Closed -$199K
MAR icon
1843
Marriott International
MAR
$98.3B
– –
-2,661
Closed -$419K
MAS icon
1844
Masco
MAS
$14.1B
– –
-3,914
Closed -$217K
MAS icon
1845
PUT
Masco
MAS
$14.1B
– –
-12,000
Closed -$667K
MASI
1846
DELISTED
Masimo
MASI
– –
-1,222
Closed -$331K
MCHI icon
1847
iShares MSCI China ETF
MCHI
$6.32B
– –
-5,858
Closed -$396K
MCK icon
1848
CALL
McKesson
MCK
$100B
– –
-8,400
Closed -$1.68M
MDIV icon
1849
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$429M
– –
-30,681
Closed -$503K
MDLZ icon
1850
PUT
Mondelez International
MDLZ
$79.5B
– –
-7,900
Closed -$460K
72 73
74
75 76

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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
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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.