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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
PFN
1926
PIMCO Income Strategy Fund II
PFN
$698M
– –
-12,707
Closed -$129K
PFSI icon
1927
PennyMac Financial
PFSI
$3.92B
– –
-4,025
Closed -$266K
PFSI icon
1928
PUT
PennyMac Financial
PFSI
$3.92B
– –
-21,100
Closed -$1.29M
PH icon
1929
Parker-Hannifin
PH
$123B
– –
-1,180
Closed -$330K
PH icon
1930
PUT
Parker-Hannifin
PH
$123B
– –
-1,900
Closed -$531K
PHM icon
1931
Pultegroup
PHM
$24.1B
– –
-6,400
Closed -$294K
PHM icon
1932
PUT
Pultegroup
PHM
$24.1B
– –
-7,500
Closed -$344K
PHYS icon
1933
Sprott Physical Gold
PHYS
$14.6B
– –
-13,996
Closed -$193K
PJAN icon
1934
Innovator US Equity Power Buffer ETF January
PJAN
$1.43B
– –
-7,060
Closed -$231K
PLAY icon
1935
CALL
Dave & Buster's
PLAY
$377M
– –
-25,700
Closed -$985K
PLAY icon
1936
PUT
Dave & Buster's
PLAY
$377M
– –
-23,300
Closed -$893K
PLUG icon
1937
Plug Power
PLUG
$2.87B
– –
-44,508
Closed -$1.54M
PLUG icon
1938
PUT
Plug Power
PLUG
$2.87B
– –
-63,300
Closed -$1.62M
PLUR icon
1939
Pluri
PLUR
$16.7M
– –
-1,347
Closed -$29K
PNC icon
1940
PNC Financial Services
PNC
$99.7B
– –
-1,504
Closed -$306K
PNC icon
1941
PUT
PNC Financial Services
PNC
$99.7B
– –
-3,500
Closed -$685K
PPG icon
1942
PPG Industries
PPG
$24.6B
– –
-1,874
Closed -$268K
PPL
1943
PPL Corp
PPL
$26.5B
– –
-7,650
Closed -$221K
PPL
1944
PUT
PPL Corp
PPL
$26.5B
– –
-10,000
Closed -$279K
PRGO icon
1945
Perrigo
PRGO
$1.4B
– –
-5,060
Closed -$239K
PRK icon
1946
Park National Corp
PRK
$3.76B
– –
-2,175
Closed -$265K
PRU icon
1947
CALL
Prudential Financial
PRU
$42.4B
– –
-18,400
Closed -$1.94M
PSCT icon
1948
Invesco S&P SmallCap Information Technology ETF
PSCT
$498M
– –
-12,444
Closed -$218K
PSX icon
1949
CALL
Phillips 66
PSX
$84.9B
– –
-3,700
Closed -$259K
PSX icon
1950
Phillips 66
PSX
$84.9B
– –
-8,308
Closed -$582K
76 77
78
79 80

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OAM
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NOCM
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TIM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
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OMG
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MCM
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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.