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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
MET icon
3001
MetLife
MET
$62.5B
– –
-15,545
Closed -$945K
MGM icon
3002
MGM Resorts International
MGM
$11.7B
– –
-11,162
Closed -$387K
MHK icon
3003
CALL
Mohawk Industries
MHK
$7.29B
– –
-6,100
Closed -$556K
MIND icon
3004
MIND Technology
MIND
$45M
– –
-2,053
Closed -$13K
MJ icon
3005
Amplify Alternative Harvest ETF
MJ
$101M
– –
-1,823
Closed -$100K
MKSI icon
3006
MKS Inc
MKSI
$19.8B
– –
-2,528
Closed -$203K
MKTX icon
3007
MarketAxess Holdings
MKTX
$5.73B
– –
-4,286
Closed -$1.1M
MLPX icon
3008
Global X MLP & Energy Infrastructure ETF
MLPX
$3.6B
– –
-9,575
Closed -$359K
MNDY icon
3009
PUT
monday.com
MNDY
$3.73B
– –
-2,300
Closed -$261K
MOMO
3010
CALL
Hello Group
MOMO
$886M
– –
-22,600
Closed -$104K
MOMO
3011
Hello Group
MOMO
$886M
– –
-33,013
Closed -$153K
MOMO
3012
PUT
Hello Group
MOMO
$886M
– –
-14,100
Closed -$65K
MPLX icon
3013
MPLX
MPLX
$58.5B
– –
-7,594
Closed -$228K
MPWR icon
3014
Monolithic Power Systems
MPWR
$64.7B
– –
-2,061
Closed -$749K
MQ icon
3015
PUT
Marqeta
MQ
$1.86B
– –
-18,975
Closed -$540K
MRC
3016
DELISTED
MRC Global
MRC
– –
-18,310
Closed -$132K
MREO
3017
Mereo BioPharma
MREO
$50.3M
– –
-10,043
Closed -$9K
MSGS icon
3018
CALL
Madison Square Garden
MSGS
$9.75B
– –
-2,600
Closed -$355K
MSGS icon
3019
Madison Square Garden
MSGS
$9.75B
– –
-2,042
Closed -$320K
MSI icon
3020
Motorola Solutions
MSI
$71.5B
– –
-3,688
Closed -$922K
MSI icon
3021
PUT
Motorola Solutions
MSI
$71.5B
– –
-3,700
Closed -$829K
MT icon
3022
PUT
ArcelorMittal
MT
$52.3B
– –
-22,900
Closed -$456K
MTDR icon
3023
CALL
Matador Resources
MTDR
$6B
– –
-5,800
Closed -$284K
MTDR icon
3024
Matador Resources
MTDR
$6B
– –
-8,287
Closed -$523K
MTG icon
3025
MGIC Investment
MTG
$6.25B
– –
-36,783
Closed -$472K
119 120
121
122 123

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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.