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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
XME icon
3351
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
– –
-21,000
Closed -$892K
XPEV icon
3352
PUT
XPeng
XPEV
$12.5B
– –
-22,800
Closed -$272K
XRX icon
3353
CALL
Xerox
XRX
$345M
– –
-11,100
Closed -$145K
XRX icon
3354
PUT
Xerox
XRX
$345M
– –
-14,500
Closed -$190K
YINN icon
3355
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
– –
-5,196
Closed -$211K
YMM icon
3356
Full Truck Alliance
YMM
$10B
– –
-12,409
Closed -$81K
ZION icon
3357
CALL
Zions Bancorporation
ZION
$10.1B
– –
-9,100
Closed -$463K
ZTO icon
3358
ZTO Express
ZTO
$18.2B
– –
-13,035
Closed -$300K
NEUE
3359
DELISTED
NeueHealth
NEUE
– –
-788
Closed -$66K
ABTC
3360
American Bitcoin Corp
ABTC
$379M
– –
-4
Closed -$10K
BODI icon
3361
The Beachbody Company
BODI
$71.8M
– –
-257
Closed -$13K
XTIA icon
3362
XTI Aerospace
XTIA
$55.4M
– –
0
– -$3K
CPAY icon
3363
CALL
Corpay
CPAY
$25.7B
– –
-2,700
Closed -$476K
CPAY icon
3364
Corpay
CPAY
$25.7B
– –
-1,691
Closed -$298K
CPAY icon
3365
PUT
Corpay
CPAY
$25.7B
– –
-2,400
Closed -$423K
XYLO
3366
DELISTED
Xylo Technologies
XYLO
– –
-283
Closed -$6K
AMBR
3367
Amber International Holding Ltd
AMBR
$132M
– –
-3,863
Closed -$14K
CNH
3368
CNH Industrial
CNH
$13.3B
– –
-15,195
Closed -$170K
SCNX
3369
Scienture Holdings
SCNX
$14.9M
– –
-998
Closed -$17K
HURA
3370
TuHURA Biosciences
HURA
$130M
– –
-17
Closed -$3K
GRCE
3371
Grace Therapeutics
GRCE
$33.8M
– –
-2,823
Closed -$10K
OUSTZ
3372
DELISTED
Ouster Inc Warrants
OUSTZ
– –
-15,725
Closed -$3K
TBCH
3373
Turtle Beach Corp
TBCH
$238M
– –
-21,351
Closed -$146K
TBCH
3374
PUT
Turtle Beach Corp
TBCH
$238M
– –
-10,100
Closed -$69K
XYZ
3375
Block Inc
XYZ
$48.9B
– –
-12,633
Closed -$779K
133 134
135
136 137

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OAM
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NOCM
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TIM
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QIM
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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.