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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
MTD icon
1876
Mettler-Toledo International
MTD
$28.6B
– –
-517
Closed -$712K
NAK
1877
Northern Dynasty Minerals
NAK
$784M
– –
-140,144
Closed -$64K
NCLH icon
1878
CALL
Norwegian Cruise Line
NCLH
$8.51B
– –
-31,300
Closed -$836K
NCNO icon
1879
CALL
nCino
NCNO
$2.02B
– –
-4,100
Closed -$291K
NCV
1880
Virtus Convertible & Income Fund
NCV
$378M
– –
-3,636
Closed -$87K
NEAR icon
1881
iShares Short Maturity Bond ETF
NEAR
$4.83B
– –
-6,964
Closed -$349K
NERV icon
1882
Minerva Neurosciences
NERV
$185M
– –
-2,099
Closed -$29K
NIO icon
1883
NIO
NIO
$12.2B
– –
-8,572
Closed -$305K
NCEL
1884
NewcelX Ltd
NCEL
$18.8M
– –
-25
Closed -$25K
NOC icon
1885
Northrop Grumman
NOC
$77.1B
– –
-2,937
Closed -$1.09M
NOW icon
1886
CALL
ServiceNow
NOW
$115B
– –
-28,000
Closed -$3.48M
NOW icon
1887
PUT
ServiceNow
NOW
$115B
– –
-13,000
Closed -$1.62M
NRG icon
1888
NRG Energy
NRG
$28.3B
– –
-5,938
Closed -$242K
NRGU icon
1889
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$22.5M
– –
-1,457
Closed -$210K
NTNX icon
1890
CALL
Nutanix
NTNX
$16B
– –
-31,600
Closed -$1.19M
NTNX icon
1891
PUT
Nutanix
NTNX
$16B
– –
-12,600
Closed -$475K
NUE icon
1892
CALL
Nucor
NUE
$58.6B
– –
-17,400
Closed -$1.71M
NVAX icon
1893
CALL
Novavax
NVAX
$1.2B
– –
-17,700
Closed -$3.67M
O icon
1894
Realty Income
O
$59.6B
– –
-10,596
Closed -$729K
ODFL icon
1895
Old Dominion Freight Line
ODFL
$44.1B
– –
-1,844
Closed -$264K
OIH icon
1896
PUT
VanEck Oil Services ETF
OIH
$2.06B
– –
-34,500
Closed -$6.8M
OKE icon
1897
CALL
Oneok
OKE
$57.2B
– –
-22,200
Closed -$1.29M
OKE icon
1898
Oneok
OKE
$57.2B
– –
-6,289
Closed -$365K
OKTA icon
1899
PUT
Okta
OKTA
$24.7B
– –
-4,600
Closed -$1.09M
OLED icon
1900
Universal Display
OLED
$3.68B
– –
-2,810
Closed -$480K
74 75
76
77 78

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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.