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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
MDT icon
1851
CALL
Medtronic
MDT
$109B
– –
-2,800
Closed -$351K
MFG icon
1852
Mizuho Financial
MFG
$127B
– –
-14,336
Closed -$41K
MGM icon
1853
CALL
MGM Resorts International
MGM
$11.4B
– –
-41,500
Closed -$1.79M
MGM icon
1854
MGM Resorts International
MGM
$11.4B
– –
-29,551
Closed -$1.27M
MGM icon
1855
PUT
MGM Resorts International
MGM
$11.4B
– –
-33,500
Closed -$1.45M
MGNI icon
1856
Magnite
MGNI
$2.76B
– –
-16,815
Closed -$471K
MIN
1857
Aberdeen Intermediate Income Fund
MIN
$274M
– –
-16,370
Closed -$59K
MINT icon
1858
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-2,607
Closed -$266K
MLCO icon
1859
Melco Resorts & Entertainment
MLCO
$2.22B
– –
-24,335
Closed -$249K
MRSH
1860
Marsh
MRSH
$90.5B
– –
-1,648
Closed -$250K
MMM icon
1861
PUT
3M
MMM
$90.9B
– –
-3,110
Closed -$456K
MNKD icon
1862
MannKind Corp
MNKD
$1.21B
– –
-40,175
Closed -$175K
MOAT icon
1863
VanEck Morningstar Wide Moat ETF
MOAT
$11.9B
– –
-3,573
Closed -$262K
MO icon
1864
PUT
Altria Group
MO
$114B
– –
-30,200
Closed -$1.38M
MORN icon
1865
Morningstar
MORN
$7.22B
– –
-905
Closed -$234K
MOS icon
1866
CALL
The Mosaic Company
MOS
$7.03B
– –
-17,900
Closed -$639K
MOS icon
1867
The Mosaic Company
MOS
$7.03B
– –
-11,317
Closed -$404K
MOS icon
1868
PUT
The Mosaic Company
MOS
$7.03B
– –
-11,800
Closed -$421K
MPC icon
1869
Marathon Petroleum
MPC
$92.4B
– –
-4,014
Closed -$258K
MRM
1870
MEDIROM Healthcare Technologies
MRM
$7.51M
– –
-10,311
Closed -$88K
MS icon
1871
CALL
Morgan Stanley
MS
$331B
– –
-21,600
Closed -$2.1M
MSCI icon
1872
MSCI
MSCI
$41.6B
– –
-1,376
Closed -$837K
MSI icon
1873
Motorola Solutions
MSI
$72.3B
– –
-892
Closed -$207K
MT icon
1874
CALL
ArcelorMittal
MT
$52.9B
– –
-17,300
Closed -$522K
MT icon
1875
PUT
ArcelorMittal
MT
$52.9B
– –
-13,500
Closed -$407K
73 74
75
76 77

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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
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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.