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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
HES
1751
CALL
DELISTED
Hess
HES
– –
-19,800
Closed -$1.55M
HES
1752
PUT
DELISTED
Hess
HES
– –
-5,200
Closed -$406K
HIG icon
1753
Hartford Financial Services
HIG
$38.9B
– –
-12,754
Closed -$896K
HIO
1754
Western Asset High Income Opportunity Fund
HIO
$336M
– –
-19,598
Closed -$102K
HLT icon
1755
CALL
Hilton Worldwide
HLT
$72.1B
– –
-2,500
Closed -$330K
HLT icon
1756
Hilton Worldwide
HLT
$72.1B
– –
-6,967
Closed -$1M
HON icon
1757
Honeywell
HON
$77B
– –
-1,958
Closed -$395K
HPQ icon
1758
CALL
HP
HPQ
$24.9B
– –
-10,800
Closed -$295K
HTRB icon
1759
Hartford Total Return Bond ETF
HTRB
$2.2B
– –
-5,585
Closed -$227K
HUM icon
1760
Humana
HUM
$43.7B
– –
-597
Closed -$264K
HUN icon
1761
Huntsman Corp
HUN
$1.71B
– –
-8,527
Closed -$252K
HUYA
1762
Huya Inc
HUYA
$563M
– –
-12,932
Closed -$108K
HYLN icon
1763
Hyliion Holdings
HYLN
$635M
– –
-11,189
Closed -$94K
IAF
1764
abrdn Australia Equity Fund
IAF
$122M
– –
-5,983
Closed -$106K
IAU icon
1765
iShares Gold Trust
IAU
$62.9B
– –
-75,828
Closed -$2.59M
IBB icon
1766
PUT
iShares Biotechnology ETF
IBB
$9.34B
– –
-4,700
Closed -$760K
ICE icon
1767
Intercontinental Exchange
ICE
$85.6B
– –
-2,076
Closed -$238K
ICLN icon
1768
iShares Global Clean Energy ETF
ICLN
$2.31B
– –
-14,765
Closed -$320K
IEMG icon
1769
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
– –
-65,520
Closed -$4.05M
IEV icon
1770
iShares Europe ETF
IEV
$1.67B
– –
-5,267
Closed -$275K
IFRX icon
1771
InflaRx
IFRX
$250M
– –
-22,553
Closed -$58K
IGC icon
1772
IGC Pharma
IGC
$26M
– –
-19,866
Closed -$29K
BRSL
1773
PUT
Brightstar Lottery PLC
BRSL
$1.84B
– –
-11,600
Closed -$305K
IHI icon
1774
iShares US Medical Devices ETF
IHI
$3.13B
– –
-5,225
Closed -$328K
IIPR icon
1775
CALL
Innovative Industrial Properties
IIPR
$1.71B
– –
-2,500
Closed -$578K
69 70
71
72 73

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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.