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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
+8.48%
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
$3.33B
AUM Growth
+$27.2M
Cap. Flow
-$114M
Cap. Flow %
-3.42%
Top 10 Hldgs %
9.02%
Holding
3,520
New
977
Increased
717
Reduced
803
Closed
990

Top Buys

Rank Stock Value
1
PYPL icon
PayPal
PYPL
+$8.72M
2
RIVN icon
Rivian
RIVN
+$7.6M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$7.34M
4
AMZN icon
Amazon
AMZN
+$6.82M
5
BABA icon
Alibaba
BABA
+$6.82M

Top Sells

Rank Stock Value
1
CME icon
CME Group
CME
+$8.15M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.73M
3
SH icon
ProShares Short S&P500
SH
+$6.23M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$5.71M
5
PFE icon
Pfizer
PFE
+$5.61M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 3.07%
2 Technology 2.85%
3 Financials 1.6%
4 Healthcare 1.49%
5 Industrials 1.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EQIX icon
2751
Equinix
EQIX
$101B
– –
-1,558
Closed -$962K
EQR icon
2752
Equity Residential
EQR
$24.9B
– –
-5,543
Closed -$347K
EQR icon
2753
PUT
Equity Residential
EQR
$24.9B
– –
-8,200
Closed -$551K
ERNA icon
2754
Eterna Therapeutics
ERNA
$3.83M
– –
-2
Closed -$4K
ESGD icon
2755
iShares ESG Aware MSCI EAFE ETF
ESGD
$12B
– –
-9,299
Closed -$522K
ESI icon
2756
Element Solutions
ESI
$8.95B
– –
-33,730
Closed -$549K
ESRT icon
2757
Empire State Realty Trust
ESRT
$872M
– –
-14,730
Closed -$97K
ESTC icon
2758
PUT
Elastic
ESTC
$6.84B
– –
-4,100
Closed -$294K
ETN icon
2759
PUT
Eaton
ETN
$161B
– –
-5,300
Closed -$707K
ETR icon
2760
CALL
Entergy
ETR
$50.2B
– –
-8,000
Closed -$403K
ETR icon
2761
Entergy
ETR
$50.2B
– –
-5,184
Closed -$261K
EUFN icon
2762
iShares MSCI Europe Financials ETF
EUFN
$4.14B
– –
-12,120
Closed -$169K
EWA icon
2763
iShares MSCI Australia ETF
EWA
$1.39B
– –
-38,742
Closed -$760K
EWC icon
2764
iShares MSCI Canada ETF
EWC
$6.13B
– –
-77,647
Closed -$2.39M
EWI icon
2765
iShares MSCI Italy ETF
EWI
$1.01B
– –
-45,566
Closed -$980K
EWQ icon
2766
iShares MSCI France ETF
EWQ
$335M
– –
-13,003
Closed -$348K
EWT icon
2767
iShares MSCI Taiwan ETF
EWT
$9.86B
– –
-8,816
Closed -$380K
EWU icon
2768
iShares MSCI United Kingdom ETF
EWU
$4.14B
– –
-10,885
Closed -$285K
EWZ icon
2769
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-9,652
Closed -$295K
EXC icon
2770
Exelon
EXC
$46.9B
– –
-22,685
Closed -$896K
EZGO
2771
EZGO Technologies
EZGO
$2.09M
– –
0
– -$7K
EZU icon
2772
iShare MSCI Eurozone ETF
EZU
$9.64B
– –
-7,014
Closed -$224K
FAX
2773
abrdn Asia-Pacific Income Fund
FAX
$599M
– –
-1,746
Closed -$26K
FAZ icon
2774
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
– –
-755
Closed -$226K
FBIN icon
2775
Fortune Brands Innovations
FBIN
$5.88B
– –
-6,992
Closed -$321K
109 110
111
112 113

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OAM
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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 2022 Portfolio in Review

As of Q4 2022, Two Sigma Securities held 3,520 positions worth $3.33B, up 0.82% from $3.3B the previous quarter. Its ten largest holdings account for 9% of the portfolio.

Two Sigma Securities withdrew a net $114M in Q4 2022, closing 990 positions and reducing 803 holdings. Its most notable exit was Vanguard FTSE Emerging Markets ETF, an estimated $5.71M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 3.1% of assets, up from 1.8% a quarter earlier, followed by Technology and Financials.

Against the trend, Two Sigma Securities opened a new position in iShares MSCI EAFE ETF worth $7.69M.

  • Two Sigma Securities's largest Q4 2022 buy was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M.
  • Two Sigma Securities added most to PayPal in Q4 2022, an estimated $8.72M increase.
  • Two Sigma Securities's biggest Q4 2022 reduction was CME Group, cutting an estimated $8.15M.
  • Two Sigma Securities fully exited Vanguard FTSE Emerging Markets ETF in Q4 2022, selling an estimated $5.71M.
  • Two Sigma Securities's ten largest holdings make up 9% of its $3.33B portfolio in Q4 2022.
  • Two Sigma Securities opened 977 new positions and closed 990 in Q4 2022.
  • Two Sigma Securities's portfolio value rose 0.82% quarter-over-quarter to $3.33B.

Based on Two Sigma Securities's 13F filing for Q4 2022, filed 14 Feb 2023.