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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
IONQ.WS
2901
IonQ Inc Warrants
IONQ.WS
$5.92B
– –
-18,014
Closed -$19K
IONS icon
2902
CALL
Ionis Pharmaceuticals
IONS
$8.78B
– –
-8,200
Closed -$363K
IONS icon
2903
Ionis Pharmaceuticals
IONS
$8.78B
– –
-8,670
Closed -$383K
IONS icon
2904
PUT
Ionis Pharmaceuticals
IONS
$8.78B
– –
-5,300
Closed -$234K
IP icon
2905
International Paper
IP
$22.7B
– –
-11,423
Closed -$362K
IPGP icon
2906
CALL
IPG Photonics
IPGP
$3.67B
– –
-8,200
Closed -$692K
IQ icon
2907
PUT
iQIYI
IQ
$1.22B
– –
-36,000
Closed -$98K
IQV icon
2908
IQVIA
IQV
$38.5B
– –
-4,225
Closed -$857K
IQV icon
2909
PUT
IQVIA
IQV
$38.5B
– –
-2,000
Closed -$362K
ISRG icon
2910
CALL
Intuitive Surgical
ISRG
$126B
– –
-2,000
Closed -$375K
ISRG icon
2911
PUT
Intuitive Surgical
ISRG
$126B
– –
-4,800
Closed -$900K
ITT icon
2912
ITT
ITT
$17.4B
– –
-3,249
Closed -$212K
IUSB icon
2913
iShares Core Universal USD Bond ETF
IUSB
$42.8B
– –
-5,409
Closed -$241K
IUSG icon
2914
iShares Core S&P US Growth ETF
IUSG
$31.6B
– –
-4,008
Closed -$321K
IVV icon
2915
CALL
iShares Core S&P 500 ETF
IVV
$874B
– –
-1,300
Closed -$466K
IVW icon
2916
iShares S&P 500 Growth ETF
IVW
$73.3B
– –
-7,099
Closed -$411K
IXN icon
2917
iShares Global Tech ETF
IXN
$8.36B
– –
-5,287
Closed -$223K
IYH icon
2918
iShares US Healthcare ETF
IYH
$3.35B
– –
-9,265
Closed -$469K
IYJ icon
2919
iShares US Industrials ETF
IYJ
$1.98B
– –
-3,580
Closed -$300K
JACK icon
2920
Jack in the Box
JACK
$312M
– –
-6,228
Closed -$479K
JAZZ icon
2921
Jazz Pharmaceuticals
JAZZ
$16B
– –
-2,077
Closed -$277K
JBHT icon
2922
CALL
JB Hunt Transport Services
JBHT
$25.4B
– –
-2,700
Closed -$422K
JBLU icon
2923
CALL
JetBlue
JBLU
$2.32B
– –
-51,100
Closed -$339K
JBLU icon
2924
PUT
JetBlue
JBLU
$2.32B
– –
-41,200
Closed -$273K
JBL icon
2925
CALL
Jabil
JBL
$33.5B
– –
-6,500
Closed -$375K
115 116
117
118 119

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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.