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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
JCI icon
2926
CALL
Johnson Controls International
JCI
$88.4B
– –
-4,500
Closed -$221K
JEF icon
2927
CALL
Jefferies Financial Group
JEF
$12.4B
– –
-10,565
Closed -$298K
JIRE icon
2928
JPMorgan International Research Enhanced Equity ETF
JIRE
$11.2B
– –
-5,217
Closed -$227K
JMST icon
2929
JPMorgan Ultra-Short Municipal Income ETF
JMST
$7.12B
– –
-5,386
Closed -$271K
K
2930
DELISTED
Kellanova
K
– –
-6,586
Closed -$447K
KAVL
2931
DELISTED
Kaival Brands Innovations Group
KAVL
– –
-1,562
Closed -$33K
KD icon
2932
CALL
Kyndryl
KD
$3B
– –
-52,400
Closed -$433K
KD icon
2933
PUT
Kyndryl
KD
$3B
– –
-26,100
Closed -$216K
KEYS icon
2934
PUT
Keysight
KEYS
$55.1B
– –
-3,300
Closed -$519K
TBHC
2935
DELISTED
The Brand House Collective
TBHC
– –
-26,105
Closed -$79K
KKR icon
2936
KKR & Co
KKR
$90.4B
– –
-5,585
Closed -$240K
KLAC icon
2937
PUT
KLA
KLAC
$239B
– –
-17,000
Closed -$514K
KLIC icon
2938
Kulicke & Soffa
KLIC
$4.79B
– –
-10,673
Closed -$411K
KLIC icon
2939
PUT
Kulicke & Soffa
KLIC
$4.79B
– –
-11,400
Closed -$439K
KMLM icon
2940
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$383M
– –
-5,514
Closed -$212K
USBC
2941
USBC Inc
USBC
$126M
– –
-314
Closed -$23K
KOLD icon
2942
ProShares UltraShort Bloomberg Natural Gas
KOLD
$117M
– –
-29,298
Closed -$252K
KOS icon
2943
Kosmos Energy
KOS
$1.56B
– –
-37,236
Closed -$193K
KR icon
2944
Kroger
KR
$35.2B
– –
-18,308
Closed -$841K
KRKR
2945
36Kr Holdings
KRKR
$5.21M
– –
-831
Closed -$15K
KRO icon
2946
KRONOS Worldwide
KRO
$698M
– –
-12,795
Closed -$120K
KSS icon
2947
Kohl's
KSS
$2.23B
– –
-12,190
Closed -$307K
KTOS icon
2948
CALL
Kratos Defense & Security Solutions
KTOS
$8.73B
– –
-21,100
Closed -$214K
KTOS icon
2949
PUT
Kratos Defense & Security Solutions
KTOS
$8.73B
– –
-11,600
Closed -$118K
KUKE
2950
DELISTED
Kuke Music
KUKE
– –
-1,577
Closed -$7K
116 117
118
119 120

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BCM
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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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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.