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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
FSR
1026
CALL
DELISTED
Fisker Inc.
FSR
$545K 0.02%
75,000
+42,900
+134% +$319K
DINO icon
1027
PUT
HF Sinclair
DINO
$16.5B
$545K 0.02%
10,500
-3,600
-26% -$207K
MU icon
1028
Micron Technology
MU
$930B
$545K 0.02%
10,899
-71,830
-87% -$3.93M
TTD icon
1029
Trade Desk
TTD
$8.48B
$544K 0.02%
+12,141
New +$616K
COST icon
1030
Costco
COST
$422B
$544K 0.02%
1,192
-1,043
-47% -$510K
SNPS icon
1031
CALL
Synopsys
SNPS
$74.4B
$543K 0.02%
1,700
+800
+89% +$250K
VEEV icon
1032
Veeva Systems
VEEV
$33.1B
$542K 0.02%
3,357
+1,701
+103% +$291K
GEO icon
1033
The GEO Group
GEO
$4.13B
$541K 0.02%
+49,447
New +$481K
CTLT
1034
DELISTED
CATALENT, INC.
CTLT
$541K 0.02%
12,029
+8,489
+240% +$461K
BKE icon
1035
PUT
Buckle
BKE
$2.25B
$540K 0.02%
11,900
+4,100
+53% +$166K
SPR
1036
CALL
DELISTED
Spirit AeroSystems
SPR
$539K 0.02%
18,200
-2,400
-12% -$62.3K
UPST icon
1037
CALL
Upstart Holdings
UPST
$2.63B
$537K 0.02%
40,600
-133,300
-77% -$2.58M
FAST icon
1038
PUT
Fastenal
FAST
$54.7B
$535K 0.02%
22,600
-14,400
-39% -$352K
SJNK icon
1039
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$534K 0.02%
+22,037
New +$535K
RDVY icon
1040
First Trust Rising Dividend Achievers ETF
RDVY
$24.7B
$534K 0.02%
+12,150
New +$531K
CNC icon
1041
CALL
Centene
CNC
$30.7B
$533K 0.02%
+6,500
New +$531K
SBAC icon
1042
PUT
SBA Communications
SBAC
$19.2B
$533K 0.02%
1,900
+300
+19% +$83.5K
WING icon
1043
Wingstop
WING
$3.53B
$532K 0.02%
+3,864
New +$570K
PG icon
1044
Procter & Gamble
PG
$336B
$532K 0.02%
3,508
-2,443
-41% -$342K
IBB icon
1045
iShares Biotechnology ETF
IBB
$9.34B
$531K 0.02%
4,048
-8,877
-69% -$1.15M
EQR icon
1046
CALL
Equity Residential
EQR
$24.9B
$531K 0.02%
9,000
+5,400
+150% +$338K
UUP icon
1047
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$531K 0.02%
+19,089
New +$556K
BLK icon
1048
Blackrock
BLK
$169B
$531K 0.02%
749
-3,758
-83% -$2.51M
MGM icon
1049
CALL
MGM Resorts International
MGM
$11.4B
$530K 0.02%
15,800
-18,500
-54% -$641K
ARKW icon
1050
ARK Web x.0 ETF
ARKW
$1.63B
$530K 0.02%
+13,739
New +$601K
40 41
42
43 44

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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.