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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
VLN.WS
3301
DELISTED
Valens Semiconductor Ltd Warrants
VLN.WS
– –
-12,830
Closed -$4K
VMBS icon
3302
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
– –
-5,137
Closed -$232K
VMC icon
3303
Vulcan Materials
VMC
$36.8B
– –
-1,987
Closed -$313K
VNLA icon
3304
Janus Henderson Short Duration Income ETF
VNLA
$3.34B
– –
-10,987
Closed -$533K
VNO icon
3305
CALL
Vornado Realty Trust
VNO
$7.65B
– –
-15,400
Closed -$357K
VNQI icon
3306
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
– –
-6,356
Closed -$243K
VONE icon
3307
Vanguard Russell 1000 ETF
VONE
$8.09B
– –
-1,227
Closed -$200K
VOYA icon
3308
Voya Financial
VOYA
$8.96B
– –
-5,084
Closed -$326K
VRNS icon
3309
PUT
Varonis Systems
VRNS
$4.67B
– –
-13,400
Closed -$355K
VRSK icon
3310
Verisk Analytics
VRSK
$27.7B
– –
-5,643
Closed -$992K
VRSK icon
3311
PUT
Verisk Analytics
VRSK
$27.7B
– –
-1,700
Closed -$290K
VSXY
3312
CALL
Victoria's Secret
VSXY
$7.09B
– –
-10,200
Closed -$297K
VST icon
3313
CALL
Vistra
VST
$48.2B
– –
-9,800
Closed -$206K
VST icon
3314
Vistra
VST
$48.2B
– –
-22,124
Closed -$465K
VST icon
3315
PUT
Vistra
VST
$48.2B
– –
-29,800
Closed -$626K
VT icon
3316
Vanguard Total World Stock ETF
VT
$75.3B
– –
-3,689
Closed -$291K
VTAK icon
3317
Catheter Precision
VTAK
$1.02M
– –
-12
Closed -$14K
VTR icon
3318
Ventas
VTR
$47.5B
– –
-15,596
Closed -$658K
VTRS icon
3319
PUT
Viatris
VTRS
$20.8B
– –
-15,200
Closed -$130K
VVV icon
3320
Valvoline
VVV
$5.06B
– –
-8,615
Closed -$218K
VWO icon
3321
Vanguard FTSE Emerging Markets ETF
VWO
$117B
– –
-156,621
Closed -$5.71M
WATT icon
3322
Energous
WATT
$71.8M
– –
-46
Closed -$29K
WB icon
3323
Weibo
WB
$1.97B
– –
-10,024
Closed -$171K
WBA
3324
DELISTED
Walgreens Boots Alliance
WBA
– –
-110,273
Closed -$4.15M
WCN
3325
Waste Connections
WCN
$43.6B
– –
-3,786
Closed -$512K
131 132
133
134 135

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OAM
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NOCM
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TIM
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SLT
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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.