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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
Z icon
2126
CALL
Zillow
Z
$7.79B
– –
-2,900
Closed -$256K
Z icon
2127
Zillow
Z
$7.79B
– –
-2,303
Closed -$203K
Z icon
2128
PUT
Zillow
Z
$7.79B
– –
-8,700
Closed -$767K
GTM
2129
ZoomInfo Technologies
GTM
$973M
– –
-3,478
Closed -$213K
GTM
2130
PUT
ZoomInfo Technologies
GTM
$973M
– –
-8,500
Closed -$520K
ZS icon
2131
Zscaler
ZS
$24.5B
– –
-3,608
Closed -$1.14M
ZTS icon
2132
Zoetis
ZTS
$32.4B
– –
-1,170
Closed -$256K
PRKS icon
2133
United Parks & Resorts
PRKS
$2.1B
– –
-12,529
Closed -$693K
ASTH icon
2134
Astrana Health
ASTH
$1.76B
– –
-2,776
Closed -$253K
VRN
2135
DELISTED
Veren
VRN
– –
-20,849
Closed -$96K
GAP
2136
The Gap Inc
GAP
$7.23B
– –
-30,004
Closed -$681K
GAP
2137
PUT
The Gap Inc
GAP
$7.23B
– –
-16,000
Closed -$363K
FLG
2138
Flagstar Bank National Association
FLG
$5.93B
– –
-3,428
Closed -$132K
ONC
2139
BeOne Medicines Ltd
ONC
$32.8B
– –
-597
Closed -$217K
VSA
2140
VisionSys AI
VSA
$8.35M
– –
-4
Closed -$14K
PROCW
2141
DELISTED
Procaps Group, S.A. Warrants
PROCW
– –
-12,617
Closed -$14K
SMAR
2142
CALL
DELISTED
Smartsheet Inc.
SMAR
– –
-4,800
Closed -$330K
FRES
2143
DELISTED
Fresh2 Group Limited American Depositary Shares
FRES
– –
-77
Closed -$50K
MRO
2144
CALL
DELISTED
Marathon Oil Corporation
MRO
– –
-20,200
Closed -$276K
SAVE
2145
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-12,000
Closed -$311K
JWSM.U
2146
DELISTED
Jaws Mustang Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-fourth of one redeemable warrant
JWSM.U
– –
-10,291
Closed -$103K
NTBL
2147
DELISTED
Notable Labs, Ltd. Ordinary Shares
NTBL
– –
-291
Closed -$21K
SWN
2148
DELISTED
Southwestern Energy Company
SWN
– –
-57,279
Closed -$317K
EGIO
2149
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-446
Closed -$42K
BIG
2150
CALL
DELISTED
Big Lots, Inc.
BIG
– –
-9,000
Closed -$390K
84 85
86
87 88

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NOCM
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TIM
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QIM
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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.