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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
NTR icon
3051
Nutrien
NTR
$33.9B
– –
-3,453
Closed -$273K
NUE icon
3052
CALL
Nucor
NUE
$58.5B
– –
-3,000
Closed -$321K
NUE icon
3053
PUT
Nucor
NUE
$58.5B
– –
-2,500
Closed -$267K
NUTX
3054
Nutex Health
NUTX
$1.02B
– –
-71
Closed -$16K
NUWE icon
3055
Nuwellis
NUWE
$410K
– –
0
– -$32K
NVO
3056
CALL
Novo Nordisk
NVO
$228B
– –
-12,200
Closed -$608K
NVO
3057
Novo Nordisk
NVO
$228B
– –
-4,298
Closed -$214K
NVO
3058
PUT
Novo Nordisk
NVO
$228B
– –
-9,800
Closed -$488K
NVVE
3059
DELISTED
Nuvve Holding Corp
NVVE
– –
0
– -$59K
NWSA icon
3060
News Corp Class A
NWSA
$15.2B
– –
-10,634
Closed -$161K
NXST icon
3061
Nexstar Media Group
NXST
$5.88B
– –
-1,527
Closed -$268K
ADAM
3062
Adamas Trust
ADAM
$803M
– –
-8,669
Closed -$81K
NYT icon
3063
CALL
New York Times
NYT
$12.3B
– –
-14,000
Closed -$403K
O icon
3064
Realty Income
O
$60.1B
– –
-5,442
Closed -$338K
ODFL icon
3065
Old Dominion Freight Line
ODFL
$44.2B
– –
-4,692
Closed -$666K
OGN icon
3066
CALL
Organon & Co
OGN
$3.56B
– –
-15,300
Closed -$358K
OGN icon
3067
Organon & Co
OGN
$3.56B
– –
-13,230
Closed -$310K
OIH icon
3068
PUT
VanEck Oil Services ETF
OIH
$2.01B
– –
-5,700
Closed -$1.2M
OLED icon
3069
CALL
Universal Display
OLED
$3.76B
– –
-2,800
Closed -$264K
OLLI icon
3070
CALL
Ollie's Bargain Outlet
OLLI
$4.4B
– –
-6,800
Closed -$351K
OLLI icon
3071
Ollie's Bargain Outlet
OLLI
$4.4B
– –
-4,880
Closed -$252K
OLLI icon
3072
PUT
Ollie's Bargain Outlet
OLLI
$4.4B
– –
-10,400
Closed -$537K
OLPX
3073
PUT
DELISTED
Olaplex Holdings
OLPX
– –
-13,800
Closed -$132K
OMC icon
3074
CALL
Omnicom Group
OMC
$21.8B
– –
-6,700
Closed -$423K
OMC icon
3075
Omnicom Group
OMC
$21.8B
– –
-5,446
Closed -$404K
121 122
123
124 125

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OAM
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NOCM
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TIM
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QIM
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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.