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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
ONEQ icon
1901
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.4B
– –
-11,936
Closed -$671K
OPAD icon
1902
Offerpad Solutions
OPAD
$18.3M
– –
-73
Closed -$96K
ORCL icon
1903
CALL
Oracle
ORCL
$374B
– –
-17,600
Closed -$1.53M
ORN icon
1904
Orion Group Holdings
ORN
$396M
– –
-10,867
Closed -$59K
OXSQ icon
1905
Oxford Square Capital
OXSQ
$163M
– –
-10,370
Closed -$42K
OXY icon
1906
CALL
Occidental Petroleum
OXY
$56.8B
– –
-22,900
Closed -$677K
OXY icon
1907
PUT
Occidental Petroleum
OXY
$56.8B
– –
-37,400
Closed -$1.11M
PAA icon
1908
CALL
Plains All American Pipeline
PAA
$17.3B
– –
-12,000
Closed -$122K
PAAS icon
1909
CALL
Pan American Silver
PAAS
$18.2B
– –
-37,100
Closed -$863K
PAG icon
1910
Penske Automotive Group
PAG
$14.3B
– –
-2,824
Closed -$284K
PANW icon
1911
PUT
Palo Alto Networks
PANW
$270B
– –
-6,000
Closed -$479K
PAPR icon
1912
Innovator US Equity Power Buffer ETF April
PAPR
$953M
– –
-7,382
Closed -$211K
PARA
1913
CALL
DELISTED
Paramount Global Class B
PARA
– –
-42,200
Closed -$1.67M
PARA
1914
DELISTED
Paramount Global Class B
PARA
– –
-15,766
Closed -$623K
PARA
1915
PUT
DELISTED
Paramount Global Class B
PARA
– –
-84,600
Closed -$3.34M
PBR icon
1916
Petrobras
PBR
$125B
– –
-131,671
Closed -$1.36M
PBR icon
1917
PUT
Petrobras
PBR
$125B
– –
-51,500
Closed -$533K
PBR.A icon
1918
Petrobras Class A
PBR.A
$111B
– –
-10,709
Closed -$107K
PCG icon
1919
PG&E
PCG
$38.3B
– –
-14,596
Closed -$140K
PCTY icon
1920
Paylocity
PCTY
$7.38B
– –
-1,426
Closed -$400K
PD icon
1921
CALL
PagerDuty
PD
$816M
– –
-48,800
Closed -$2.02M
PD icon
1922
PUT
PagerDuty
PD
$816M
– –
-8,400
Closed -$348K
PENN icon
1923
CALL
PENN Entertainment
PENN
$2.75B
– –
-32,500
Closed -$2.35M
PENN icon
1924
PUT
PENN Entertainment
PENN
$2.75B
– –
-21,200
Closed -$1.54M
PEP icon
1925
PepsiCo
PEP
$190B
– –
-11,209
Closed -$1.83M
75 76
77
78 79

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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.