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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
PTN
1951
Palatin Technologies
PTN
$13.7M
– –
-28
Closed -$15K
PTON icon
1952
CALL
Peloton Interactive
PTON
$2.77B
– –
-23,700
Closed -$2.06M
PTON icon
1953
PUT
Peloton Interactive
PTON
$2.77B
– –
-16,800
Closed -$1.46M
PULM icon
1954
Pulmatrix
PULM
$6.35M
– –
-689
Closed -$11K
PVH icon
1955
PUT
PVH
PVH
$4B
– –
-6,200
Closed -$637K
PWR icon
1956
CALL
Quanta Services
PWR
$100B
– –
-6,100
Closed -$694K
QAI icon
1957
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
– –
-6,321
Closed -$201K
AIXC
1958
AIxCrypto Holdings Inc
AIXC
$13.4M
– –
-31
Closed -$20K
QLTA icon
1959
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
– –
-4,237
Closed -$239K
QRVO icon
1960
CALL
Qorvo
QRVO
$7.99B
– –
-5,300
Closed -$886K
QRVO icon
1961
PUT
Qorvo
QRVO
$7.99B
– –
-2,100
Closed -$351K
RAVE icon
1962
RAVE Restaurant Group
RAVE
$44.8M
– –
-55,211
Closed -$72K
RCAT icon
1963
Red Cat Holdings
RCAT
$1.15B
– –
-33,915
Closed -$118K
RDFN
1964
PUT
DELISTED
Redfin
RDFN
– –
-4,300
Closed -$215K
REET icon
1965
iShares Global REIT ETF
REET
$5.09B
– –
-12,549
Closed -$344K
REGN icon
1966
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
– –
-1,500
Closed -$908K
REM icon
1967
iShares Mortgage Real Estate ETF
REM
$539M
– –
-6,334
Closed -$229K
RETO icon
1968
ReTo Eco-Solutions
RETO
$23.5M
– –
0
– -$17K
RGS icon
1969
Regis Corp
RGS
$68.4M
– –
-1,519
Closed -$106K
RH icon
1970
PUT
RH
RH
$3.13B
– –
-1,900
Closed -$1.27M
RITM icon
1971
PUT
Rithm Capital
RITM
$5.52B
– –
-24,400
Closed -$268K
RKT icon
1972
Rocket Companies
RKT
$36.5B
– –
-10,397
Closed -$167K
RNG icon
1973
CALL
RingCentral
RNG
$4.66B
– –
-1,600
Closed -$348K
RNAZ icon
1974
TransCode Therapeutics
RNAZ
$4.83M
– –
0
– -$100K
RNXT icon
1975
RenovoRx
RNXT
$43.2M
– –
-17,944
Closed -$108K
77 78
79
80 81

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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
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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.