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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
BKLN icon
2601
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-114,386
Closed -$2.31M
BKR icon
2602
Baker Hughes
BKR
$60B
– –
-19,479
Closed -$537K
BL icon
2603
PUT
BlackLine
BL
$1.84B
– –
-4,500
Closed -$270K
BLDR icon
2604
CALL
Builders FirstSource
BLDR
$7.15B
– –
-4,200
Closed -$247K
BLDR icon
2605
PUT
Builders FirstSource
BLDR
$7.15B
– –
-4,600
Closed -$271K
BLRX
2606
BioLineRX
BLRX
$12.3M
– –
-760
Closed -$28K
BLV icon
2607
Vanguard Long-Term Bond ETF
BLV
$5.71B
– –
-6,050
Closed -$435K
BMBL icon
2608
CALL
Bumble
BMBL
$372M
– –
-61,600
Closed -$1.32M
BMBL icon
2609
PUT
Bumble
BMBL
$372M
– –
-56,200
Closed -$1.21M
BMO icon
2610
Bank of Montreal
BMO
$126B
– –
-7,128
Closed -$625K
BNS icon
2611
CALL
Scotiabank
BNS
$107B
– –
-5,000
Closed -$238K
BNS icon
2612
Scotiabank
BNS
$107B
– –
-17,979
Closed -$887K
BNTX icon
2613
CALL
BioNTech
BNTX
$22.9B
– –
-10,400
Closed -$1.4M
BNTX icon
2614
BioNTech
BNTX
$22.9B
– –
-4,672
Closed -$630K
BNTX icon
2615
PUT
BioNTech
BNTX
$22.9B
– –
-12,200
Closed -$1.65M
BOTZ icon
2616
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.28B
– –
-19,943
Closed -$361K
BR icon
2617
Broadridge
BR
$17.8B
– –
-1,795
Closed -$259K
BRK.B icon
2618
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-4,626
Closed -$1.37M
STEX
2619
Streamex Corp
STEX
$74M
– –
-1,160
Closed -$7K
BTOG icon
2620
Bit Origin
BTOG
$1.9M
– –
-12
Closed -$8K
BUD icon
2621
PUT
AB InBev
BUD
$167B
– –
-4,500
Closed -$203K
BWG
2622
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
– –
-10,252
Closed -$78K
BZH icon
2623
Beazer Homes USA
BZH
$877M
– –
-11,061
Closed -$107K
BZUN
2624
CALL
Baozun
BZUN
$167M
– –
-12,500
Closed -$79K
BZUN
2625
PUT
Baozun
BZUN
$167M
– –
-12,000
Closed -$75K
103 104
105
106 107

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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.