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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
CABA icon
2626
Cabaletta Bio
CABA
$437M
– –
-13,594
Closed -$9K
CABO icon
2627
Cable One
CABO
$227M
– –
-797
Closed -$680K
CACC icon
2628
PUT
Credit Acceptance
CACC
$5.95B
– –
-900
Closed -$394K
CACI icon
2629
CACI
CACI
$11B
– –
-862
Closed -$225K
CAG icon
2630
Conagra Brands
CAG
$6.94B
– –
-15,445
Closed -$560K
CAKE icon
2631
CALL
Cheesecake Factory
CAKE
$5.04B
– –
-9,800
Closed -$287K
CAL icon
2632
PUT
Caleres
CAL
$431M
– –
-22,900
Closed -$555K
CANE icon
2633
Teucrium Sugar Fund
CANE
$74.6M
– –
-20,247
Closed -$176K
CARG icon
2634
CALL
CarGurus
CARG
$3.27B
– –
-15,400
Closed -$218K
CARG icon
2635
PUT
CarGurus
CARG
$3.27B
– –
-15,200
Closed -$215K
CAT icon
2636
PUT
Caterpillar
CAT
$375B
– –
-3,200
Closed -$525K
CBAT icon
2637
CBAK Energy Technology Ltd
CBAT
$44.3M
– –
-10,785
Closed -$12K
CBRE icon
2638
CBRE Group
CBRE
$42.5B
– –
-6,210
Closed -$419K
CBRL icon
2639
CALL
Cracker Barrel
CBRL
$1.26B
– –
-2,300
Closed -$213K
CC icon
2640
Chemours
CC
$2.5B
– –
-11,874
Closed -$356K
CCEP icon
2641
Coca-Cola Europacific Partners
CCEP
$48.3B
– –
-4,983
Closed -$212K
CCJ icon
2642
Cameco
CCJ
$37.6B
– –
-40,371
Closed -$950K
CCS icon
2643
CALL
Century Communities
CCS
$1.91B
– –
-12,500
Closed -$535K
CDLX icon
2644
CALL
Cardlytics
CDLX
$21.7M
– –
-2,040
Closed -$192K
CDLX icon
2645
PUT
Cardlytics
CDLX
$21.7M
– –
-1,440
Closed -$135K
CDTX
2646
DELISTED
Cidara Therapeutics
CDTX
– –
-2,091
Closed -$26K
CE icon
2647
Celanese
CE
$4.9B
– –
-8,174
Closed -$811K
CENN icon
2648
Cenntro
CENN
$7.89M
– –
-19
Closed -$12K
CENX icon
2649
Century Aluminum
CENX
$4.43B
– –
-16,621
Closed -$88K
CG icon
2650
Carlyle Group
CG
$16.6B
– –
-14,452
Closed -$412K
104 105
106
107 108

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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.