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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
ENDP
2201
DELISTED
Endo International plc
ENDP
– –
-34,179
Closed -$111K
EMWP
2202
DELISTED
Eros Media World PLC
EMWP
– –
-1,420
Closed -$26K
PLAN
2203
CALL
DELISTED
Anaplan, Inc.
PLAN
– –
-8,100
Closed -$493K
CERN
2204
CALL
DELISTED
Cerner Corp
CERN
– –
-3,100
Closed -$219K
CERN
2205
DELISTED
Cerner Corp
CERN
– –
-5,360
Closed -$378K
MKD
2206
DELISTED
Molecular Data Inc. American Depositary Shares
MKD
– –
-841
Closed -$4K
SRGA
2207
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
– –
-894
Closed -$29K
DSKEW
2208
DELISTED
Daseke, Inc. Warrant
DSKEW
– –
-16,851
Closed -$4K
NGCA
2209
DELISTED
NextGen Acquisition Corp. II Class A Ordinary Shares
NGCA
– –
-11,121
Closed -$110K
COR
2210
DELISTED
Coresite Realty Corporation
COR
– –
-1,650
Closed -$229K
ADXS
2211
DELISTED
Advaxis Inc
ADXS
– –
-71,265
Closed -$37K
BSCL
2212
DELISTED
Invesco BulletShares 2021 Corporate Bond ETF
BSCL
– –
-19,131
Closed -$403K
ADMS
2213
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-11,915
Closed -$59K
SWBK
2214
DELISTED
Switchback II Corporation
SWBK
– –
-11,654
Closed -$116K
CXDC
2215
DELISTED
China XD Plastics Company Limited
CXDC
– –
-35,373
Closed -$16K
NNA
2216
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-10,240
Closed -$42K
CLDR
2217
DELISTED
Cloudera, Inc.
CLDR
– –
-16,843
Closed -$269K
CTAC
2218
DELISTED
Cerberus Telecom Acquisition Corp.
CTAC
– –
-26,416
Closed -$206K
CEI
2219
DELISTED
Camber Energy, Inc
CEI
– –
-249
Closed -$48K
DISH
2220
DELISTED
DISH Network Corp.
DISH
– –
-34,117
Closed -$1.27M
JRO
2221
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-10,503
Closed -$105K
AAWW
2222
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-2,624
Closed -$214K
MTL.PR
2223
DELISTED
Mechel PAO American Depositary Shares (each representing one-half of a Preferred Share)
MTL.PR
– –
-19,252
Closed -$33K
MBT
2224
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-28,597
Closed -$276K
BBL
2225
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-4,914
Closed -$249K
86 87 88
89
90

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OAM
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NOCM
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TIM
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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
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.