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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
LPX icon
2976
PUT
Louisiana-Pacific
LPX
$5.02B
– –
-8,000
Closed -$410K
LQD icon
2977
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-20,577
Closed -$2.11M
LRMR icon
2978
Larimar Therapeutics
LRMR
$397M
– –
-11,477
Closed -$37K
LRN icon
2979
CALL
Stride
LRN
$3.53B
– –
-6,800
Closed -$286K
LRN icon
2980
Stride
LRN
$3.53B
– –
-17,858
Closed -$751K
LRN icon
2981
PUT
Stride
LRN
$3.53B
– –
-8,300
Closed -$349K
LSCC icon
2982
Lattice Semiconductor
LSCC
$17.7B
– –
-4,124
Closed -$203K
LW icon
2983
CALL
Lamb Weston
LW
$7.36B
– –
-2,800
Closed -$217K
LXP icon
2984
LXP Industrial Trust
LXP
$3.58B
– –
-4,309
Closed -$197K
LYRA
2985
DELISTED
LYRA THERAPEUTICS INC
LYRA
– –
-255
Closed -$64K
M icon
2986
Macy's
M
$6.56B
– –
-20,388
Closed -$417K
MA icon
2987
Mastercard
MA
$510B
– –
-2,998
Closed -$987K
MAC icon
2988
CALL
Macerich
MAC
$7.22B
– –
-26,000
Closed -$206K
MAC icon
2989
PUT
Macerich
MAC
$7.22B
– –
-10,700
Closed -$85K
MAR icon
2990
Marriott International
MAR
$99B
– –
-4,645
Closed -$715K
MARA icon
2991
Marathon Digital Holdings
MARA
$4.51B
– –
-16,299
Closed -$175K
MAS icon
2992
CALL
Masco
MAS
$14.2B
– –
-4,500
Closed -$210K
MAS icon
2993
Masco
MAS
$14.2B
– –
-6,315
Closed -$295K
MAS icon
2994
PUT
Masco
MAS
$14.2B
– –
-6,800
Closed -$317K
MASI
2995
DELISTED
Masimo
MASI
– –
-1,916
Closed -$270K
MATH icon
2996
Metalpha Technology Holding
MATH
$43.3M
– –
-10,239
Closed -$9K
MBI icon
2997
PUT
MBIA
MBI
$274M
– –
-10,800
Closed -$99K
MCHP icon
2998
Microchip Technology
MCHP
$40.7B
– –
-3,304
Closed -$228K
MDLZ icon
2999
Mondelez International
MDLZ
$80.5B
– –
-37,981
Closed -$2.4M
MEGI
3000
MainStay CBRE Global Infrastructure Megatrends Term Fund
MEGI
$800M
– –
-10,205
Closed -$126K
118 119
120
121 122

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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.