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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
SSRM icon
3226
CALL
SSR Mining
SSRM
$5.54B
– –
-22,600
Closed -$332K
SSRM icon
3227
PUT
SSR Mining
SSRM
$5.54B
– –
-40,800
Closed -$600K
STAA icon
3228
CALL
STAAR Surgical
STAA
$1.21B
– –
-4,600
Closed -$325K
STAA icon
3229
STAAR Surgical
STAA
$1.21B
– –
-4,999
Closed -$353K
STAA icon
3230
PUT
STAAR Surgical
STAA
$1.21B
– –
-6,900
Closed -$487K
STE icon
3231
Steris
STE
$22.5B
– –
-1,638
Closed -$272K
STIP icon
3232
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
– –
-2,519
Closed -$242K
STNE icon
3233
CALL
StoneCo
STNE
$2.78B
– –
-10,500
Closed -$100K
STPZ icon
3234
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
– –
-7,768
Closed -$384K
STX icon
3235
Seagate
STX
$193B
– –
-10,666
Closed -$567K
STZ icon
3236
CALL
Constellation Brands
STZ
$22.3B
– –
-1,600
Closed -$367K
STZ icon
3237
PUT
Constellation Brands
STZ
$22.3B
– –
-1,900
Closed -$436K
SUN icon
3238
Sunoco
SUN
$14.3B
– –
-8,660
Closed -$337K
SWKS icon
3239
Skyworks Solutions
SWKS
$9.4B
– –
-7,431
Closed -$666K
SYK icon
3240
PUT
Stryker
SYK
$133B
– –
-3,400
Closed -$689K
SYY icon
3241
CALL
Sysco
SYY
$40.6B
– –
-12,200
Closed -$863K
SYY icon
3242
Sysco
SYY
$40.6B
– –
-17,808
Closed -$1.26M
SYY icon
3243
PUT
Sysco
SYY
$40.6B
– –
-14,100
Closed -$997K
TAP icon
3244
Molson Coors Class B
TAP
$7.79B
– –
-7,565
Closed -$388K
TCRT icon
3245
Alaunos Therapeutics
TCRT
$4.59M
– –
-342
Closed -$88K
TDC icon
3246
CALL
Teradata
TDC
$2.88B
– –
-19,800
Closed -$615K
TDC icon
3247
PUT
Teradata
TDC
$2.88B
– –
-15,000
Closed -$466K
TEAM icon
3248
Atlassian
TEAM
$24.9B
– –
-2,766
Closed -$440K
TEVA icon
3249
CALL
Teva Pharmaceuticals
TEVA
$41.2B
– –
-40,600
Closed -$328K
TFX icon
3250
CALL
Teleflex
TFX
$5.86B
– –
-1,800
Closed -$363K
128 129
130
131 132

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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.