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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
FCEL icon
2776
PUT
FuelCell Energy
FCEL
$1.73B
– –
-547
Closed -$56K
FCF icon
2777
First Commonwealth Financial
FCF
$2.18B
– –
-12,732
Closed -$163K
FE icon
2778
CALL
FirstEnergy
FE
$28B
– –
-5,500
Closed -$204K
FEZ icon
2779
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
– –
-24,990
Closed -$769K
FHN icon
2780
First Horizon
FHN
$12.2B
– –
-38,825
Closed -$889K
FICO icon
2781
Fair Isaac
FICO
$24.3B
– –
-848
Closed -$446K
FIGS icon
2782
FIGS
FIGS
$1.79B
– –
-12,479
Closed -$89.8K
FLGT icon
2783
CALL
Fulgent Genetics
FLGT
$470M
– –
-17,800
Closed -$679K
FLR icon
2784
CALL
Fluor
FLR
$7.01B
– –
-8,700
Closed -$217K
FLR icon
2785
PUT
Fluor
FLR
$7.01B
– –
-8,400
Closed -$209K
FLRN icon
2786
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
– –
-7,884
Closed -$239K
FMB icon
2787
First Trust Managed Municipal ETF
FMB
$2.04B
– –
-7,735
Closed -$377K
FMHI icon
2788
First Trust Municipal High Income ETF
FMHI
$987M
– –
-6,246
Closed -$284K
FNDX icon
2789
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
– –
-15,210
Closed -$242K
FNF icon
2790
CALL
Fidelity National Financial
FNF
$13.9B
– –
-9,776
Closed -$340K
FNF icon
2791
PUT
Fidelity National Financial
FNF
$13.9B
– –
-5,928
Closed -$206K
FNGR icon
2792
FingerMotion
FNGR
$16.6M
– –
-22,472
Closed -$76K
FNV icon
2793
PUT
Franco-Nevada
FNV
$41.1B
– –
-1,800
Closed -$215K
FOXA icon
2794
Fox Class A
FOXA
$24.5B
– –
-10,209
Closed -$313K
FPX icon
2795
First Trust US Equity Opportunities ETF
FPX
$1.47B
– –
-3,207
Closed -$260K
FRGE
2796
DELISTED
Forge Global Holdings
FRGE
– –
-878
Closed -$23K
FRO icon
2797
Frontline
FRO
$8.76B
– –
-26,288
Closed -$287K
FROG icon
2798
CALL
JFrog
FROG
$9.66B
– –
-9,300
Closed -$206K
FRSH icon
2799
CALL
Freshworks
FRSH
$3.14B
– –
-17,100
Closed -$222K
FSLY icon
2800
Fastly Inc
FSLY
$3.55B
– –
-11,896
Closed -$104K
110 111
112
113 114

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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.