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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
IAK icon
2876
iShares US Insurance ETF
IAK
$510M
– –
-2,774
Closed -$219K
IAT icon
2877
iShares US Regional Banks ETF
IAT
$676M
– –
-4,348
Closed -$208K
IAU icon
2878
iShares Gold Trust
IAU
$62.8B
– –
-8,447
Closed -$266K
ICLN icon
2879
iShares Global Clean Energy ETF
ICLN
$2.33B
– –
-11,379
Closed -$217K
ICLR icon
2880
Icon
ICLR
$12.7B
– –
-2,606
Closed -$479K
IDV icon
2881
iShares International Select Dividend ETF
IDV
$8.44B
– –
-21,965
Closed -$495K
IDXX icon
2882
CALL
Idexx Laboratories
IDXX
$43.7B
– –
-1,900
Closed -$619K
IEI icon
2883
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-6,770
Closed -$774K
IEMG icon
2884
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
– –
-16,369
Closed -$704K
IEZ icon
2885
iShares US Oil Equipment & Services ETF
IEZ
$360M
– –
-13,990
Closed -$201K
IGLB icon
2886
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.61B
– –
-8,618
Closed -$416K
BRSL
2887
CALL
Brightstar Lottery PLC
BRSL
$1.84B
– –
-25,500
Closed -$403K
BRSL
2888
PUT
Brightstar Lottery PLC
BRSL
$1.84B
– –
-23,200
Closed -$367K
IHD
2889
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$129M
– –
-15,474
Closed -$76K
QTEX
2890
QTREX Quantum
QTEX
$49.1M
– –
-10,500
Closed -$15K
ILF icon
2891
iShares Latin America 40 ETF
ILF
$3.86B
– –
-10,999
Closed -$261K
IMAX icon
2892
IMAX
IMAX
$2.61B
– –
-14,309
Closed -$202K
IMPP icon
2893
Imperial Petroleum
IMPP
$212M
– –
-3,362
Closed -$16K
INCO icon
2894
Columbia India Consumer ETF
INCO
$234M
– –
-4,448
Closed -$228K
INCY icon
2895
Incyte
INCY
$24.3B
– –
-3,201
Closed -$213K
INDL icon
2896
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.1M
– –
-9,603
Closed -$430K
INSP icon
2897
CALL
Inspire Medical Systems
INSP
$1.45B
– –
-1,700
Closed -$302K
INTF icon
2898
iShares International Equity Factor ETF
INTF
$3.62B
– –
-14,328
Closed -$300K
INTU icon
2899
Intuit
INTU
$86.6B
– –
-696
Closed -$276K
INVH icon
2900
Invitation Homes
INVH
$17.7B
– –
-9,964
Closed -$316K
114 115
116
117 118

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BCM
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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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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.