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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
TWO
2051
Two Harbors Investment
TWO
$1.27B
– –
-4,693
Closed -$119K
TXMD icon
2052
TherapeuticsMD
TXMD
$23.5M
– –
-1,321
Closed -$49K
TYL icon
2053
Tyler Technologies
TYL
$12.7B
– –
-844
Closed -$387K
U icon
2054
CALL
Unity
U
$13.8B
– –
-9,200
Closed -$1.16M
UA icon
2055
Under Armour Class C
UA
$2.77B
– –
-11,793
Closed -$207K
UAA icon
2056
Under Armour
UAA
$2.84B
– –
-69,025
Closed -$1.39M
UAA icon
2057
PUT
Under Armour
UAA
$2.84B
– –
-22,200
Closed -$448K
UGP icon
2058
Ultrapar
UGP
$6.95B
– –
-16,568
Closed -$45K
UHS icon
2059
CALL
Universal Health Services
UHS
$10.2B
– –
-4,200
Closed -$581K
UHS icon
2060
Universal Health Services
UHS
$10.2B
– –
-1,989
Closed -$275K
ULTA icon
2061
PUT
Ulta Beauty
ULTA
$22B
– –
-4,000
Closed -$1.44M
UNFI icon
2062
CALL
United Natural Foods
UNFI
$3.08B
– –
-7,000
Closed -$339K
UNFI icon
2063
United Natural Foods
UNFI
$3.08B
– –
-6,421
Closed -$311K
UNFI icon
2064
PUT
United Natural Foods
UNFI
$3.08B
– –
-4,500
Closed -$218K
UNP icon
2065
Union Pacific
UNP
$174B
– –
-4,277
Closed -$1.01M
UONEK icon
2066
Urban One Class D
UONEK
$22.8M
– –
-1,380
Closed -$94K
UPS icon
2067
United Parcel Service
UPS
$88.6B
– –
-1,201
Closed -$244K
UPS icon
2068
PUT
United Parcel Service
UPS
$88.6B
– –
-3,100
Closed -$565K
UPWK icon
2069
Upwork
UPWK
$1.13B
– –
-5,942
Closed -$268K
URI icon
2070
CALL
United Rentals
URI
$67.2B
– –
-6,900
Closed -$2.42M
URI icon
2071
United Rentals
URI
$67.2B
– –
-692
Closed -$243K
URI icon
2072
PUT
United Rentals
URI
$67.2B
– –
-1,200
Closed -$421K
USB icon
2073
CALL
US Bancorp
USB
$98.2B
– –
-5,900
Closed -$351K
USO icon
2074
United States Oil Fund
USO
$2.15B
– –
-25,724
Closed -$1.35M
USOI icon
2075
Credit Suisse AG Credit Suisse X-Links Crude Oil Shares Covered Call ETN
USOI
$41.5M
– –
-730
Closed -$78K
81 82
83
84 85

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OAM
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NOCM
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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
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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.