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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
ALB icon
701
CALL
Albemarle
ALB
$13.9B
$976K 0.03%
4,500
+3,700
+463% +$986K
PARA
702
DELISTED
Paramount Global Class B
PARA
$975K 0.03%
57,767
-46,548
-45% -$856K
ICSH icon
703
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
$975K 0.03%
+19,483
New +$974K
BURL icon
704
Burlington
BURL
$23.4B
$972K 0.03%
+4,793
New +$765K
SPYV icon
705
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$971K 0.03%
24,973
+13,176
+112% +$505K
MDB icon
706
CALL
MongoDB
MDB
$26.2B
$965K 0.03%
4,900
-2,400
-33% -$427K
BJ icon
707
PUT
BJs Wholesale Club
BJ
$12.6B
$959K 0.03%
14,500
+600
+4% +$43.5K
NWL icon
708
CALL
Newell Brands
NWL
$2.18B
$959K 0.03%
73,300
+26,600
+57% +$363K
INVH icon
709
CALL
Invitation Homes
INVH
$17.6B
$957K 0.03%
32,300
+23,700
+276% +$751K
FLR icon
710
Fluor
FLR
$6.99B
$954K 0.03%
+27,536
New +$879K
PTON icon
711
Peloton Interactive
PTON
$2.76B
$953K 0.03%
119,979
+96,344
+408% +$924K
BUD icon
712
AB InBev
BUD
$166B
$952K 0.03%
+15,850
New +$851K
DKS icon
713
Dick's Sporting Goods
DKS
$17.9B
$951K 0.03%
7,910
-930
-11% -$105K
CMA
714
PUT
DELISTED
Comerica
CMA
$949K 0.03%
+14,200
New +$984K
ALNY icon
715
Alnylam Pharmaceuticals
ALNY
$27.5B
$948K 0.03%
3,988
+881
+28% +$188K
K
716
CALL
DELISTED
Kellanova
K
$947K 0.03%
+14,165
New +$961K
AXP icon
717
CALL
American Express
AXP
$228B
$946K 0.03%
6,400
-9,100
-59% -$1.35M
DISH
718
PUT
DELISTED
DISH Network Corp.
DISH
$945K 0.03%
67,300
+24,500
+57% +$362K
NFLX icon
719
Netflix
NFLX
$305B
$941K 0.03%
31,900
-11,200
-26% -$314K
GIS icon
720
CALL
General Mills
GIS
$19.4B
$939K 0.03%
11,200
+7,000
+167% +$570K
ZM icon
721
Zoom
ZM
$27.1B
$939K 0.03%
13,856
-8,953
-39% -$680K
VCSH icon
722
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$936K 0.03%
12,447
-21,589
-63% -$1.61M
TCOM icon
723
CALL
Trip.com Group
TCOM
$29.3B
$936K 0.03%
+27,200
New +$781K
LYFT icon
724
Lyft
LYFT
$5.9B
$934K 0.03%
84,763
+19,115
+29% +$231K
WWE
725
PUT
DELISTED
World Wrestling Entertainment
WWE
$932K 0.03%
13,600
+8,300
+157% +$627K
27 28
29
30 31

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BCM
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OAM
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NOCM
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QIM
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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.