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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
LRCX icon
976
PUT
Lam Research
LRCX
$367B
$588K 0.02%
14,000
-67,000
-83% -$2.8M
CRL icon
977
CALL
Charles River Laboratories
CRL
$11.2B
$588K 0.02%
2,700
-200
-7% -$43.7K
SCI icon
978
PUT
Service Corp International
SCI
$11.8B
$588K 0.02%
8,500
-1,800
-17% -$120K
ING icon
979
ING
ING
$99.8B
$587K 0.02%
+48,258
New +$524K
ZTS icon
980
PUT
Zoetis
ZTS
$32.4B
$586K 0.02%
+4,000
New +$592K
TEVA icon
981
PUT
Teva Pharmaceuticals
TEVA
$40.8B
$586K 0.02%
64,200
+54,000
+529% +$471K
QQQ icon
982
Invesco QQQ Trust
QQQ
$453B
$585K 0.02%
2,198
-11,698
-84% -$3.23M
NTR icon
983
PUT
Nutrien
NTR
$33.2B
$584K 0.02%
8,000
-2,800
-26% -$221K
PFG icon
984
Principal Financial Group
PFG
$24.3B
$584K 0.02%
6,955
+956
+16% +$82K
DOV icon
985
PUT
Dover
DOV
$27.6B
$582K 0.02%
4,300
+600
+16% +$79.7K
APPS icon
986
CALL
Digital Turbine
APPS
$975M
$582K 0.02%
38,200
-7,200
-16% -$111K
UBER icon
987
Uber
UBER
$143B
$581K 0.02%
23,509
+14,100
+150% +$386K
IGF icon
988
iShares Global Infrastructure ETF
IGF
$10.9B
$577K 0.02%
+12,578
New +$566K
SCHW
989
Charles Schwab
SCHW
$183B
$576K 0.02%
6,919
+1,330
+24% +$103K
CMA
990
DELISTED
Comerica
CMA
$575K 0.02%
+8,602
New +$596K
CMRC
991
Commerce.com Inc Series 1
CMRC
$258M
$575K 0.02%
+65,765
New +$712K
BSV icon
992
Vanguard Short-Term Bond ETF
BSV
$44.7B
$575K 0.02%
7,632
+1,231
+19% +$92.4K
POOL icon
993
PUT
Pool Corp
POOL
$6.75B
$574K 0.02%
1,900
-5,300
-74% -$1.68M
EXR icon
994
CALL
Extra Space Storage
EXR
$31.3B
$574K 0.02%
+3,900
New +$623K
TMO icon
995
Thermo Fisher Scientific
TMO
$213B
$572K 0.02%
1,038
-1,054
-50% -$559K
IT icon
996
CALL
Gartner
IT
$10.1B
$571K 0.02%
+1,700
New +$549K
QRVO icon
997
PUT
Qorvo
QRVO
$7.99B
$571K 0.02%
6,300
-16,900
-73% -$1.53M
MNST icon
998
PUT
Monster Beverage
MNST
$94.3B
$569K 0.02%
+11,200
New +$542K
WIX icon
999
PUT
WIX.com
WIX
$2.3B
$569K 0.02%
7,400
-5,800
-44% -$468K
XP icon
1000
CALL
XP
XP
$8.81B
$568K 0.02%
+37,000
New +$647K
38 39
40
41 42

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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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MCM
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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.