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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
BIG
2151
PUT
DELISTED
Big Lots, Inc.
BIG
– –
-5,600
Closed -$243K
CVIIU
2152
DELISTED
Churchill Capital Corp VII Units
CVIIU
– –
-18,896
Closed -$187K
ETRN
2153
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
– –
-11,717
Closed -$119K
OCAXU
2154
DELISTED
OCA Acquisition Corp. Unit
OCAXU
– –
-12,416
Closed -$125K
WRK
2155
DELISTED
WestRock Company
WRK
– –
-4,494
Closed -$224K
SIX
2156
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-5,282
Closed -$220K
STAF
2157
DELISTED
Staffing 360 Solutions, Inc. Common Stock (DE)
STAF
– –
-154
Closed -$30K
FPL
2158
DELISTED
FIRST TRUST NEW OPPORTUNITIES MLP & ENERGY FUND
FPL
– –
-12,080
Closed -$69K
PXD
2159
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-11,700
Closed -$1.95M
SPLK
2160
CALL
DELISTED
Splunk Inc
SPLK
– –
-31,600
Closed -$4.57M
SPLK
2161
DELISTED
Splunk Inc
SPLK
– –
-5,505
Closed -$769K
BKCC
2162
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-31,798
Closed -$122K
NVTA
2163
CALL
DELISTED
Invitae Corporation
NVTA
– –
-27,600
Closed -$785K
NVTA
2164
DELISTED
Invitae Corporation
NVTA
– –
-9,179
Closed -$261K
SGEN
2165
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-1,200
Closed -$204K
KVSA
2166
DELISTED
Khosla Ventures Acquisition Co. Class A Common Stock
KVSA
– –
-13,825
Closed -$136K
ZIVO
2167
DELISTED
Zivo Bioscience, Inc. Common Stock
ZIVO
– –
-5,043
Closed -$138K
VMW
2168
CALL
DELISTED
VMware, Inc
VMW
– –
-1,600
Closed -$238K
VMW
2169
PUT
DELISTED
VMware, Inc
VMW
– –
-5,100
Closed -$758K
LTRPA
2170
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-11,641
Closed -$36K
BRQS
2171
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
– –
-73
Closed -$8K
RAD
2172
CALL
DELISTED
Rite Aid Corporation
RAD
– –
-10,800
Closed -$153K
FFTI
2173
DELISTED
FormulaFolios Tactical Income ETF
FFTI
– –
-8,706
Closed -$210K
SDC
2174
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-73,256
Closed -$390K
INFI
2175
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-11,428
Closed -$39K
85 86
87
88 89

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NOCM
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TIM
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QIM
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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.