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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
KW
2951
DELISTED
Kennedy-Wilson Holdings
KW
– –
-11,716
Closed -$181K
KWEB icon
2952
KraneShares CSI China Internet ETF
KWEB
$5.55B
– –
-23,064
Closed -$568K
KXIN icon
2953
Kaixin Holdings
KXIN
$8.93M
– –
0
– -$10K
LABU icon
2954
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$553M
– –
-1,509
Closed -$212K
LAZR
2955
DELISTED
Luminar Technologies
LAZR
– –
-9,879
Closed -$1.08M
LAZR
2956
PUT
DELISTED
Luminar Technologies
LAZR
– –
-873
Closed -$95K
LBTYK icon
2957
Liberty Global Class C
LBTYK
$3.49B
– –
-17,784
Closed -$293K
LCFY icon
2958
Locafy
LCFY
$4.23M
– –
-715
Closed -$6K
LEG icon
2959
PUT
Leggett & Platt
LEG
$1.37B
– –
-13,800
Closed -$458K
LESL icon
2960
PUT
Leslie's
LESL
$8.12M
– –
-1,100
Closed -$324K
LHX icon
2961
PUT
L3Harris
LHX
$50.7B
– –
-1,000
Closed -$208K
LIN icon
2962
CALL
Linde
LIN
$235B
– –
-2,500
Closed -$674K
LIN icon
2963
PUT
Linde
LIN
$235B
– –
-4,600
Closed -$1.24M
LIQT icon
2964
LiqTech
LIQT
$22.7M
– –
-2,794
Closed -$9K
FNUC
2965
Frontier Nuclear and Minerals Inc
FNUC
$40.5M
– –
-1,081
Closed -$25K
LKQ icon
2966
LKQ Corp
LKQ
$5.76B
– –
-5,569
Closed -$263K
LMBS icon
2967
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.36B
– –
-5,794
Closed -$274K
LMND icon
2968
Lemonade
LMND
$3.76B
– –
-21,350
Closed -$422K
LNT icon
2969
Alliant Energy
LNT
$18.3B
– –
-7,277
Closed -$386K
LOGI icon
2970
CALL
Logitech
LOGI
$14.5B
– –
-15,300
Closed -$704K
LOW icon
2971
Lowe's Companies
LOW
$118B
– –
-4,324
Closed -$864K
LPL icon
2972
LG Display
LPL
$2.98B
– –
-13,575
Closed -$55K
LPTH icon
2973
Lightpath Technologies
LPTH
$648M
– –
-12,303
Closed -$13K
LPX icon
2974
CALL
Louisiana-Pacific
LPX
$5.02B
– –
-6,200
Closed -$317K
LPX icon
2975
Louisiana-Pacific
LPX
$5.02B
– –
-7,732
Closed -$396K
117 118
119
120 121

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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.