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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
TDG icon
901
TransDigm Group
TDG
$70.5B
$670K 0.02%
1,064
-755
-42% -$445K
AVGO icon
902
Broadcom
AVGO
$1.85T
$669K 0.02%
11,970
-9,270
-44% -$465K
BGS icon
903
CALL
B&G Foods
BGS
$290M
$669K 0.02%
60,000
+33,500
+126% +$466K
LEVI icon
904
PUT
Levi Strauss
LEVI
$9.52B
$667K 0.02%
+43,000
New +$668K
AGQ icon
905
ProShares Ultra Silver
AGQ
$1.13B
$666K 0.02%
+20,823
New +$536K
PATH icon
906
PUT
UiPath
PATH
$6.54B
$665K 0.02%
52,300
+37,900
+263% +$468K
SRE icon
907
PUT
Sempra
SRE
$58.3B
$665K 0.02%
+8,600
New +$665K
CRSP icon
908
PUT
CRISPR Therapeutics
CRSP
$4.71B
$663K 0.02%
16,300
-16,600
-50% -$881K
TRV icon
909
Travelers Companies
TRV
$79B
$661K 0.02%
+3,527
New +$634K
BTU icon
910
Peabody Energy
BTU
$2.58B
$661K 0.02%
25,006
+5,275
+27% +$145K
VLUE icon
911
iShares MSCI USA Value Factor ETF
VLUE
$9.2B
$660K 0.02%
7,242
-4,102
-36% -$376K
PATH icon
912
CALL
UiPath
PATH
$6.54B
$660K 0.02%
+51,900
New +$641K
SNBR
913
PUT
DELISTED
Sleep Number
SNBR
$657K 0.02%
25,300
+13,800
+120% +$419K
CELH icon
914
Celsius Holdings
CELH
$7.41B
$657K 0.02%
18,936
-321
-2% -$10.5K
LAD icon
915
CALL
Lithia Motors
LAD
$8.52B
$655K 0.02%
3,200
-6,200
-66% -$1.32M
ECL icon
916
CALL
Ecolab
ECL
$78.5B
$655K 0.02%
4,500
+2,700
+150% +$397K
TCOM icon
917
PUT
Trip.com Group
TCOM
$29.5B
$654K 0.02%
+19,000
New +$546K
ASHR icon
918
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
$651K 0.02%
+23,247
New +$633K
ADM icon
919
Archer Daniels Midland
ADM
$38.4B
$650K 0.02%
+7,000
New +$646K
PVH icon
920
PUT
PVH
PVH
$4.02B
$649K 0.02%
9,200
+1,600
+21% +$95.4K
DB icon
921
Deutsche Bank
DB
$68.9B
$649K 0.02%
+56,368
New +$556K
HSY icon
922
CALL
Hershey
HSY
$35.5B
$648K 0.02%
+2,800
New +$646K
JNJ icon
923
Johnson & Johnson
JNJ
$620B
$648K 0.02%
3,668
-140
-4% -$24.2K
SRE icon
924
Sempra
SRE
$58.3B
$648K 0.02%
8,384
+2,616
+45% +$202K
APD icon
925
PUT
Air Products & Chemicals
APD
$65.7B
$647K 0.02%
2,100
-400
-16% -$113K
35 36
37
38 39

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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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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.