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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
IJT icon
1776
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
– –
-4,433
Closed -$576K
INCY icon
1777
PUT
Incyte
INCY
$24.2B
– –
-10,600
Closed -$729K
INDL icon
1778
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.2M
– –
-3,859
Closed -$238K
INMD icon
1779
CALL
InMode
INMD
$870M
– –
-17,600
Closed -$1.4M
INMD icon
1780
PUT
InMode
INMD
$870M
– –
-10,600
Closed -$845K
INTC icon
1781
CALL
Intel
INTC
$455B
– –
-175,500
Closed -$9.35M
INTU icon
1782
Intuit
INTU
$86.5B
– –
-867
Closed -$535K
IPHA
1783
Innate Pharma
IPHA
$164M
– –
-17,119
Closed -$106K
ISRG icon
1784
PUT
Intuitive Surgical
ISRG
$127B
– –
-5,100
Closed -$1.69M
ITB icon
1785
iShares US Home Construction ETF
ITB
$2.26B
– –
-12,459
Closed -$939K
ITB icon
1786
PUT
iShares US Home Construction ETF
ITB
$2.26B
– –
-6,400
Closed -$424K
ITW icon
1787
CALL
Illinois Tool Works
ITW
$82.6B
– –
-1,700
Closed -$351K
IUSV icon
1788
iShares Core S&P US Value ETF
IUSV
$27.2B
– –
-3,716
Closed -$263K
IVW icon
1789
iShares S&P 500 Growth ETF
IVW
$73.8B
– –
-4,297
Closed -$318K
IVZ icon
1790
CALL
Invesco
IVZ
$13.1B
– –
-11,500
Closed -$277K
IYH icon
1791
iShares US Healthcare ETF
IYH
$3.37B
– –
-14,760
Closed -$815K
IYR icon
1792
iShares US Real Estate ETF
IYR
$4.66B
– –
-26,976
Closed -$2.96M
IYR icon
1793
PUT
iShares US Real Estate ETF
IYR
$4.66B
– –
-76,200
Closed -$7.8M
IYW icon
1794
iShares US Technology ETF
IYW
$23.6B
– –
-4,053
Closed -$410K
IZRL icon
1795
ARK Israel Innovative Technology ETF
IZRL
$138M
– –
-7,924
Closed -$232K
JACK icon
1796
CALL
Jack in the Box
JACK
$312M
– –
-4,500
Closed -$438K
JBLU icon
1797
CALL
JetBlue
JBLU
$2.28B
– –
-46,200
Closed -$706K
JD icon
1798
JD.com
JD
$44.6B
– –
-4,447
Closed -$321K
JETS icon
1799
US Global Jets ETF
JETS
$776M
– –
-34,662
Closed -$773K
JNJ icon
1800
CALL
Johnson & Johnson
JNJ
$618B
– –
-5,500
Closed -$888K
70 71
72
73 74

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NOCM
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TIM
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QIM
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RB
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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.