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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
IFLN
3101
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
– –
-18,634
Closed -$306K
PHM icon
3102
Pultegroup
PHM
$24.5B
– –
-8,236
Closed -$309K
PHUN icon
3103
Phunware
PHUN
$43.8M
– –
-1,472
Closed -$87K
PII icon
3104
PUT
Polaris
PII
$3.88B
– –
-4,600
Closed -$440K
PK icon
3105
Park Hotels & Resorts
PK
$3.03B
– –
-21,591
Closed -$243K
PLAY icon
3106
CALL
Dave & Buster's
PLAY
$377M
– –
-20,600
Closed -$639K
PLAY icon
3107
PUT
Dave & Buster's
PLAY
$377M
– –
-10,400
Closed -$323K
PLBY icon
3108
Playboy Inc
PLBY
$133M
– –
-15,743
Closed -$63K
PLBY icon
3109
PUT
Playboy Inc
PLBY
$133M
– –
-11,300
Closed -$46K
PLD icon
3110
Prologis
PLD
$136B
– –
-6,775
Closed -$751K
PLG
3111
Platinum Group Metals
PLG
$168M
– –
-11,444
Closed -$19K
PM icon
3112
CALL
Philip Morris
PM
$299B
– –
-26,000
Closed -$2.16M
PM icon
3113
Philip Morris
PM
$299B
– –
-12,635
Closed -$1.19M
PNC icon
3114
PNC Financial Services
PNC
$99.2B
– –
-3,467
Closed -$546K
PNW icon
3115
CALL
Pinnacle West Capital
PNW
$12.3B
– –
-3,400
Closed -$219K
PPH icon
3116
VanEck Pharmaceutical ETF
PPH
$970M
– –
-4,319
Closed -$290K
PR
3117
Permian Resources
PR
$17.6B
– –
-34,414
Closed -$330K
PRGO icon
3118
Perrigo
PRGO
$1.43B
– –
-9,589
Closed -$342K
PRI icon
3119
Primerica
PRI
$10.1B
– –
-3,045
Closed -$376K
PRU icon
3120
CALL
Prudential Financial
PRU
$42.6B
– –
-12,500
Closed -$1.07M
PRTS icon
3121
CarParts.com
PRTS
$42.4M
– –
-1,600
Closed -$83K
PSA icon
3122
Public Storage
PSA
$59.3B
– –
-982
Closed -$286K
PSHG icon
3123
Performance Shipping
PSHG
$22.8M
– –
-11,068
Closed -$45K
PSLV icon
3124
Sprott Physical Silver Trust
PSLV
$12.2B
– –
-212,671
Closed -$1.41M
P
3125
CALL
Everpure Inc
P
$25B
– –
-13,100
Closed -$359K
123 124
125
126 127

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AWP
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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.