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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
KBWB icon
1076
Invesco KBW Bank ETF
KBWB
$6.84B
$508K 0.02%
+9,835
New +$516K
WSM icon
1077
CALL
Williams-Sonoma
WSM
$26.9B
$506K 0.02%
+8,800
New +$528K
SWAV
1078
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$506K 0.02%
2,459
+1,454
+145% +$368K
SPOT icon
1079
CALL
Spotify
SPOT
$103B
$505K 0.02%
6,400
-22,900
-78% -$1.85M
NICE icon
1080
Nice
NICE
$5.79B
$504K 0.02%
+2,622
New +$505K
RY icon
1081
Royal Bank of Canada
RY
$291B
$504K 0.02%
+5,362
New +$506K
PLCE icon
1082
PUT
Children's Place
PLCE
$54.3M
$503K 0.02%
13,800
+7,100
+106% +$266K
SPGI icon
1083
CALL
S&P Global
SPGI
$121B
$502K 0.02%
+1,500
New +$494K
RJF icon
1084
PUT
Raymond James Financial
RJF
$33.8B
$502K 0.02%
+4,700
New +$527K
DT icon
1085
CALL
Dynatrace
DT
$12.9B
$502K 0.02%
13,100
+7,300
+126% +$265K
SPYG icon
1086
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.7B
$500K 0.02%
+9,874
New +$514K
ZTS icon
1087
Zoetis
ZTS
$32.4B
$499K 0.02%
+3,408
New +$504K
CB icon
1088
Chubb
CB
$135B
$498K 0.01%
+2,257
New +$470K
PODD icon
1089
Insulet
PODD
$11.5B
$496K 0.01%
1,686
+124
+8% +$34.2K
SFM icon
1090
PUT
Sprouts Farmers Market
SFM
$8.13B
$495K 0.01%
15,300
-2,800
-15% -$87.2K
SWN
1091
CALL
DELISTED
Southwestern Energy Company
SWN
$494K 0.01%
84,500
+11,000
+15% +$72.3K
GTM
1092
PUT
ZoomInfo Technologies
GTM
$973M
$494K 0.01%
+16,400
New +$566K
ADBE icon
1093
Adobe
ADBE
$99.5B
$493K 0.01%
1,465
-3,498
-70% -$1.12M
EOG icon
1094
CALL
EOG Resources
EOG
$79.2B
$492K 0.01%
3,800
-7,700
-67% -$1.02M
BAX icon
1095
Baxter International
BAX
$13.5B
$490K 0.01%
9,616
+2,198
+30% +$118K
SHW icon
1096
Sherwin-Williams
SHW
$82.7B
$490K 0.01%
2,064
-704
-25% -$163K
CHRW icon
1097
C.H. Robinson
CHRW
$17.4B
$490K 0.01%
5,348
-202
-4% -$19.2K
WTW icon
1098
CALL
Willis Towers Watson
WTW
$31.7B
$489K 0.01%
+2,000
New +$457K
AVY icon
1099
PUT
Avery Dennison
AVY
$13B
$489K 0.01%
+2,700
New +$481K
MGNI icon
1100
Magnite
MGNI
$2.76B
$488K 0.01%
+46,081
New +$421K
42 43
44
45 46

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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.