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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
UNM icon
1426
PUT
Unum
UNM
$13.6B
$336K 0.01%
+8,200
New +$344K
DOCN icon
1427
CALL
DigitalOcean
DOCN
$13.7B
$336K 0.01%
13,200
+6,800
+106% +$213K
RSG icon
1428
CALL
Republic Services
RSG
$64.8B
$335K 0.01%
+2,600
New +$347K
AME icon
1429
PUT
Ametek
AME
$55.4B
$335K 0.01%
2,400
+300
+14% +$39.8K
MSI icon
1430
CALL
Motorola Solutions
MSI
$72.3B
$335K 0.01%
+1,300
New +$325K
AEP icon
1431
American Electric Power
AEP
$69.6B
$335K 0.01%
3,525
-8,237
-70% -$750K
HZO icon
1432
PUT
MarineMax
HZO
$759M
$334K 0.01%
10,700
+500
+5% +$15.7K
ED icon
1433
PUT
Consolidated Edison
ED
$40.1B
$334K 0.01%
3,500
+500
+17% +$45.5K
CNX icon
1434
CALL
CNX Resources
CNX
$5.3B
$333K 0.01%
+19,800
New +$342K
LPLA icon
1435
LPL Financial
LPLA
$28.3B
$333K 0.01%
1,542
+415
+37% +$97K
YUM icon
1436
PUT
Yum! Brands
YUM
$41.8B
$333K 0.01%
2,600
-6,100
-70% -$739K
NOVA
1437
PUT
DELISTED
Sunnova Energy
NOVA
$331K 0.01%
18,400
-32,900
-64% -$662K
GSL icon
1438
Global Ship Lease
GSL
$1.6B
$331K 0.01%
+19,901
New +$342K
MLCO icon
1439
PUT
Melco Resorts & Entertainment
MLCO
$2.22B
$331K 0.01%
+28,800
New +$234K
TRGP icon
1440
PUT
Targa Resources
TRGP
$58B
$331K 0.01%
+4,500
New +$314K
BWX icon
1441
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$331K 0.01%
+14,740
New +$320K
ITW icon
1442
CALL
Illinois Tool Works
ITW
$82.6B
$330K 0.01%
+1,500
New +$319K
WIRE
1443
DELISTED
Encore Wire Corp
WIRE
$330K 0.01%
+2,401
New +$332K
KEYS icon
1444
Keysight
KEYS
$54.5B
$330K 0.01%
1,930
-992
-34% -$169K
HZNP
1445
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$330K 0.01%
+2,900
New +$241K
MSGS icon
1446
PUT
Madison Square Garden
MSGS
$9.48B
$330K 0.01%
1,800
-800
-31% -$125K
VOT icon
1447
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.2B
$329K 0.01%
+1,831
New +$332K
TER icon
1448
Teradyne
TER
$57.6B
$329K 0.01%
3,767
-1,334
-26% -$114K
PFSI icon
1449
PUT
PennyMac Financial
PFSI
$3.92B
$329K 0.01%
5,800
+100
+2% +$5.3K
CALX icon
1450
CALL
Calix
CALX
$2.26B
$328K 0.01%
+4,800
New +$323K
56 57
58
59 60

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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.