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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
WAVC.U
2176
DELISTED
Waverley Capital Acquisition Corp. 1 Units, each consisting of one Class A Ordinary Share and one-third of one redeemable warrant
WAVC.U
– –
-10,449
Closed -$103K
IRNT
2177
DELISTED
IronNet, Inc.
IRNT
– –
-11,301
Closed -$193K
SPPI
2178
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-20,614
Closed -$45K
NMTR
2179
DELISTED
9 Meters Biopharma
NMTR
– –
-1,242
Closed -$32K
SNMP
2180
DELISTED
Evolve Transition Infrastructure LP
SNMP
– –
-4,221
Closed -$134K
BBBY
2181
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-25,400
Closed -$439K
BBBY
2182
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-29,300
Closed -$506K
RAAS
2183
DELISTED
Cloopen Group Holding Limited American Depositary Shares (each representing six (6) Class A Ordinary Shares)
RAAS
– –
-5,032
Closed -$67K
COUP
2184
DELISTED
Coupa Software Incorporated
COUP
– –
-957
Closed -$210K
VLDRW
2185
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
– –
-22,081
Closed -$29K
PRTY
2186
DELISTED
Party City Holdco Inc.
PRTY
– –
-33,195
Closed -$236K
RSX
2187
DELISTED
VanEck Russia ETF
RSX
– –
-7,454
Closed -$226K
OTIC
2188
DELISTED
Otonomy, Inc.
OTIC
– –
-37,661
Closed -$72K
PHCF
2189
DELISTED
Puhui Wealth Investment Management Co., Ltd.
PHCF
– –
-1,776
Closed -$23K
TUEM
2190
DELISTED
Tuesday Morning Corp
TUEM
– –
-584
Closed -$49K
ZEN
2191
CALL
DELISTED
ZENDESK INC
ZEN
– –
-1,900
Closed -$221K
ESSCW
2192
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
– –
-22,278
Closed -$5K
TMBR
2193
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-323
Closed -$15K
DBGI
2194
Digital Brands Group
DBGI
$8.88M
– –
0
– -$37K
TWTR
2195
CALL
DELISTED
Twitter, Inc.
TWTR
– –
-68,300
Closed -$4.13M
RJI
2196
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-25,452
Closed -$171K
RMO
2197
DELISTED
Romeo Power, Inc.
RMO
– –
-10,089
Closed -$50K
ALNA
2198
DELISTED
Allena Pharmaceuticals
ALNA
– –
-83,689
Closed -$76K
AXU
2199
DELISTED
Alexco Resource Corp
AXU
– –
-52,166
Closed -$78K
AUTO
2200
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-14,934
Closed -$42K
86 87
88
89 90

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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.