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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
SMFG icon
3201
Sumitomo Mitsui Financial
SMFG
$164B
– –
-10,951
Closed -$60K
SMH icon
3202
PUT
VanEck Semiconductor ETF
SMH
$65B
– –
-2,400
Closed -$222K
SMMT icon
3203
Summit Therapeutics
SMMT
$10.7B
– –
-17,092
Closed -$20K
SMSI icon
3204
Smith Micro Software
SMSI
$13.9M
– –
-668
Closed -$60K
SNA icon
3205
PUT
Snap-on
SNA
$21.2B
– –
-1,000
Closed -$201K
SNAP icon
3206
Snap
SNAP
$7.89B
– –
-121,817
Closed -$1.2M
SNBR
3207
DELISTED
Sleep Number
SNBR
– –
-15,264
Closed -$464K
SNDL icon
3208
Sundial Growers
SNDL
$325M
– –
-19,209
Closed -$42K
SNPS icon
3209
Synopsys
SNPS
$71.3B
– –
-8,899
Closed -$2.79M
SNX icon
3210
TD Synnex
SNX
$20.2B
– –
-2,827
Closed -$230K
SOBR icon
3211
SOBR Safe
SOBR
$1.61M
– –
-10
Closed -$29K
SOL
3212
DELISTED
Emeren Group
SOL
– –
-27,699
Closed -$140K
SONM icon
3213
DNA X Inc
SONM
$4.84M
– –
-79
Closed -$7K
SOXS icon
3214
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.92B
– –
-5
Closed -$663K
SPCB icon
3215
SuperCom
SPCB
$67.1M
– –
-226
Closed -$13K
SPCE icon
3216
CALL
Virgin Galactic
SPCE
$329M
– –
-10,195
Closed -$960K
SPDW icon
3217
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.5B
– –
-12,807
Closed -$330K
SPHY icon
3218
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.5B
– –
-11,233
Closed -$245K
SPLB icon
3219
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.19B
– –
-9,723
Closed -$211K
SPMD icon
3220
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.3B
– –
-9,715
Closed -$375K
SPRY icon
3221
ARS Pharmaceuticals
SPRY
$559M
– –
-12,740
Closed -$67K
SPXS icon
3222
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$344M
– –
-1,747
Closed -$516K
SPXU icon
3223
ProShares UltraPro Short S&P 500
SPXU
$414M
– –
-2,700
Closed -$1.21M
SSL icon
3224
Sasol
SSL
$7.51B
– –
-12,942
Closed -$204K
SSNC icon
3225
SS&C Technologies
SSNC
$18.6B
– –
-8,807
Closed -$421K
127 128
129
130 131

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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.