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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
VET icon
1376
PUT
Vermilion Energy
VET
$1.82B
$356K 0.01%
+20,100
New +$408K
BXC icon
1377
CALL
BlueLinx
BXC
$422M
$356K 0.01%
5,000
-300
-6% -$20.4K
EWZ icon
1378
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
$355K 0.01%
+12,700
New +$388K
LNC icon
1379
Lincoln National
LNC
$8.73B
$355K 0.01%
11,546
+4,037
+54% +$160K
BMY icon
1380
Bristol-Myers Squibb
BMY
$133B
$354K 0.01%
4,927
-3,384
-41% -$255K
IIPR icon
1381
Innovative Industrial Properties
IIPR
$1.71B
$354K 0.01%
+3,493
New +$372K
MT icon
1382
CALL
ArcelorMittal
MT
$52.9B
$354K 0.01%
13,500
-8,800
-39% -$216K
LH icon
1383
CALL
Labcorp
LH
$25B
$353K 0.01%
1,746
-4,540
-72% -$887K
LH icon
1384
Labcorp
LH
$25B
$353K 0.01%
1,744
-2,659
-60% -$520K
EGO icon
1385
Eldorado Gold
EGO
$7.87B
$352K 0.01%
42,077
+14,800
+54% +$105K
SNPS icon
1386
PUT
Synopsys
SNPS
$74.4B
$351K 0.01%
1,100
-8,100
-88% -$2.54M
ALGT icon
1387
Allegiant Air
ALGT
$2.64B
$351K 0.01%
5,165
+737
+17% +$53.8K
WCC
1388
PUT
WESCO International
WCC
$16.7B
$351K 0.01%
+2,800
New +$353K
VRSN icon
1389
CALL
VeriSign
VRSN
$26.2B
$349K 0.01%
1,700
+200
+13% +$38.3K
VIOV icon
1390
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.85B
$349K 0.01%
+4,440
New +$354K
J icon
1391
PUT
Jacobs Solutions
J
$15.9B
$348K 0.01%
+3,506
New +$344K
QLYS icon
1392
PUT
Qualys
QLYS
$5.1B
$348K 0.01%
3,100
+1,400
+82% +$175K
BGS icon
1393
PUT
B&G Foods
BGS
$287M
$348K 0.01%
31,200
+17,800
+133% +$248K
WGO icon
1394
PUT
Winnebago Industries
WGO
$856M
$348K 0.01%
6,600
-4,000
-38% -$228K
NXPI icon
1395
CALL
NXP Semiconductors
NXPI
$57.8B
$348K 0.01%
2,200
-5,200
-70% -$825K
DKNG icon
1396
DraftKings
DKNG
$11.6B
$347K 0.01%
30,424
+14,764
+94% +$205K
NXPI icon
1397
NXP Semiconductors
NXPI
$57.8B
$346K 0.01%
2,187
-3,037
-58% -$482K
PLTR icon
1398
Palantir
PLTR
$295B
$345K 0.01%
+53,792
New +$408K
B
1399
CALL
Barrick Mining
B
$61.5B
$345K 0.01%
20,100
-298,300
-94% -$4.75M
GDX icon
1400
VanEck Gold Miners ETF
GDX
$22.7B
$345K 0.01%
12,046
-31,220
-72% -$835K
54 55
56
57 58

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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.