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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
DBEF icon
2701
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
– –
-13,995
Closed -$469K
DBX icon
2702
CALL
Dropbox
DBX
$7.6B
– –
-17,400
Closed -$361K
DBX icon
2703
PUT
Dropbox
DBX
$7.6B
– –
-15,200
Closed -$315K
DD icon
2704
DuPont de Nemours
DD
$18.5B
– –
-3,719
Closed -$297K
DDL
2705
Dingdong
DDL
$562M
– –
-12,211
Closed -$43K
DDS icon
2706
Dillards
DDS
$9.19B
– –
-879
Closed -$286K
DECK icon
2707
Deckers Outdoor
DECK
$13.2B
– –
-7,740
Closed -$468K
DEM icon
2708
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.9B
– –
-6,983
Closed -$227K
DFS
2709
CALL
DELISTED
Discover Financial Services
DFS
– –
-4,500
Closed -$409K
DFS
2710
DELISTED
Discover Financial Services
DFS
– –
-6,219
Closed -$565K
DFS
2711
PUT
DELISTED
Discover Financial Services
DFS
– –
-2,600
Closed -$236K
DHI icon
2712
CALL
D.R. Horton
DHI
$40B
– –
-7,200
Closed -$485K
DINO icon
2713
CALL
HF Sinclair
DINO
$16.5B
– –
-10,600
Closed -$571K
DJP icon
2714
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$800M
– –
-7,375
Closed -$243K
DLB icon
2715
Dolby
DLB
$5.56B
– –
-3,624
Closed -$236K
DLR icon
2716
CALL
Digital Realty Trust
DLR
$69.7B
– –
-10,000
Closed -$992K
DLTR icon
2717
Dollar Tree
DLTR
$24.4B
– –
-4,031
Closed -$600K
DNA icon
2718
CALL
Ginkgo Bioworks
DNA
$528M
– –
-345
Closed -$43K
DOC icon
2719
Healthpeak Properties
DOC
$15.1B
– –
-28,813
Closed -$660K
DOCS icon
2720
Doximity
DOCS
$3.76B
– –
-20,019
Closed -$605K
DOV icon
2721
CALL
Dover
DOV
$27.6B
– –
-2,900
Closed -$338K
DRI icon
2722
CALL
Darden Restaurants
DRI
$23.3B
– –
-3,900
Closed -$493K
DRI icon
2723
Darden Restaurants
DRI
$23.3B
– –
-3,085
Closed -$390K
DRI icon
2724
PUT
Darden Restaurants
DRI
$23.3B
– –
-6,400
Closed -$808K
DRV icon
2725
Direxion Daily Real Estate Bear 3X ETF
DRV
$26.5M
– –
-4,089
Closed -$276K
107 108
109
110 111

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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.