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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
IGV icon
851
iShares Expanded Tech-Software Sector ETF
IGV
$12.6B
$730K 0.02%
+14,265
New +$739K
CRUS icon
852
PUT
Cirrus Logic
CRUS
$6.56B
$730K 0.02%
+9,800
New +$705K
BIG
853
PUT
DELISTED
Big Lots, Inc.
BIG
$729K 0.02%
49,600
-6,200
-11% -$107K
ASAN icon
854
PUT
Asana
ASAN
$1.92B
$727K 0.02%
+52,800
New +$958K
MCHP icon
855
CALL
Microchip Technology
MCHP
$40.7B
$724K 0.02%
10,300
-3,300
-24% -$227K
VTLE
856
CALL
DELISTED
Vital Energy
VTLE
$720K 0.02%
14,000
-11,300
-45% -$697K
SCHO icon
857
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$719K 0.02%
29,828
-19,312
-39% -$466K
SCI icon
858
Service Corp International
SCI
$11.7B
$718K 0.02%
+10,385
New +$692K
TEL icon
859
TE Connectivity
TEL
$60.3B
$717K 0.02%
6,244
+3,165
+103% +$376K
BILI icon
860
PUT
Bilibili
BILI
$7.91B
$713K 0.02%
30,100
-60,700
-67% -$966K
LYV icon
861
PUT
Live Nation Entertainment
LYV
$40.7B
$711K 0.02%
10,200
-17,700
-63% -$1.31M
KRE icon
862
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$711K 0.02%
12,100
-18,000
-60% -$1.11M
AMP icon
863
Ameriprise Financial
AMP
$48.4B
$710K 0.02%
2,280
+135
+6% +$41.2K
HELE icon
864
PUT
Helen of Troy
HELE
$644M
$710K 0.02%
+6,400
New +$623K
DT icon
865
PUT
Dynatrace
DT
$12.8B
$709K 0.02%
18,500
+3,700
+25% +$134K
IAA
866
DELISTED
IAA, Inc. Common Stock
IAA
$708K 0.02%
+17,712
New +$668K
NTR icon
867
CALL
Nutrien
NTR
$33.5B
$708K 0.02%
9,700
+5,900
+155% +$466K
ROST icon
868
PUT
Ross Stores
ROST
$80.7B
$708K 0.02%
6,100
+3,500
+135% +$357K
WELL icon
869
PUT
Welltower
WELL
$171B
$708K 0.02%
10,800
+3,500
+48% +$225K
LMT icon
870
Lockheed Martin
LMT
$134B
$707K 0.02%
+1,454
New +$676K
FVRR icon
871
PUT
Fiverr
FVRR
$321M
$705K 0.02%
24,200
+200
+0.8% +$6.28K
HD icon
872
Home Depot
HD
$331B
$703K 0.02%
2,227
-607
-21% -$185K
JPM icon
873
JPMorgan Chase
JPM
$940B
$703K 0.02%
5,245
-40,636
-89% -$5.15M
RMD icon
874
ResMed
RMD
$30.5B
$703K 0.02%
3,377
+1,578
+88% +$347K
TER icon
875
PUT
Teradyne
TER
$59B
$699K 0.02%
8,000
+4,200
+111% +$360K
33 34
35
36 37

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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.