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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
DRUG
2726
Bright Minds Biosciences
DRUG
$719M
– –
-2,041
Closed -$13K
DSX icon
2727
Diana Shipping
DSX
$302M
– –
-33,319
Closed -$96K
DTE icon
2728
DTE Energy
DTE
$29.5B
– –
-2,629
Closed -$302K
DUOL icon
2729
PUT
Duolingo
DUOL
$6.28B
– –
-13,200
Closed -$1.26M
DVA icon
2730
CALL
DaVita
DVA
$15.4B
– –
-19,100
Closed -$1.58M
DVA icon
2731
PUT
DaVita
DVA
$15.4B
– –
-5,500
Closed -$455K
DVN icon
2732
Devon Energy
DVN
$52.1B
– –
-33,036
Closed -$2.25M
DX
2733
Dynex Capital
DX
$3.15B
– –
-15,911
Closed -$185K
DXCM icon
2734
CALL
DexCom
DXCM
$32.2B
– –
-3,600
Closed -$290K
EA icon
2735
PUT
Electronic Arts
EA
$53B
– –
-2,300
Closed -$266K
EBON icon
2736
Ebang International Holdings
EBON
$12.3M
– –
-1,008
Closed -$12K
ED icon
2737
Consolidated Edison
ED
$40.1B
– –
-5,331
Closed -$485K
EFV icon
2738
iShares MSCI EAFE Value ETF
EFV
$28.8B
– –
-12,542
Closed -$483K
EFX icon
2739
Equifax
EFX
$20.3B
– –
-1,508
Closed -$276K
EGHT icon
2740
8x8 Inc
EGHT
$269M
– –
-19,131
Closed -$66K
EGY icon
2741
Vaalco Energy
EGY
$570M
– –
-37,050
Closed -$162K
EHTH icon
2742
CALL
eHealth
EHTH
$42.2M
– –
-38,400
Closed -$150K
EIX icon
2743
Edison International
EIX
$28.2B
– –
-6,898
Closed -$423K
EJH icon
2744
E-Home Household Service Holdings
EJH
$3.68M
– –
0
– -$2K
ELAN icon
2745
Elanco Animal Health
ELAN
$13.2B
– –
-47,161
Closed -$588K
ELTX icon
2746
Elicio Therapeutics
ELTX
$73.5M
– –
-1,459
Closed -$13K
EMR icon
2747
Emerson Electric
EMR
$83.9B
– –
-5,496
Closed -$494K
ENB icon
2748
Enbridge
ENB
$119B
– –
-19,336
Closed -$717K
ENSC icon
2749
Ensysce Biosciences
ENSC
$3.89M
– –
-9
Closed -$7K
EPAC icon
2750
Enerpac Tool Group
EPAC
$1.83B
– –
-10,877
Closed -$194K
108 109
110
111 112

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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.