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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
PRU icon
1476
PUT
Prudential Financial
PRU
$42.4B
$318K 0.01%
3,200
-2,500
-44% -$253K
CSIQ icon
1477
CALL
Canadian Solar
CSIQ
$1.02B
$318K 0.01%
10,300
-900
-8% -$30.2K
FM
1478
DELISTED
iShares Frontier and Select EM ETF
FM
$318K 0.01%
+12,477
New +$309K
SONO icon
1479
CALL
Sonos
SONO
$1.73B
$318K 0.01%
18,800
-52,200
-74% -$850K
FOUR icon
1480
Shift4
FOUR
$4.2B
$317K 0.01%
+5,674
New +$268K
BIIB icon
1481
Biogen
BIIB
$30B
$317K 0.01%
1,144
-1,276
-53% -$360K
XPO icon
1482
XPO
XPO
$23.5B
$317K 0.01%
9,508
-5,819
-38% -$196K
BKR icon
1483
CALL
Baker Hughes
BKR
$60B
$316K 0.01%
10,700
-17,200
-62% -$475K
PNC icon
1484
PUT
PNC Financial Services
PNC
$99.7B
$316K 0.01%
2,000
+300
+18% +$47.2K
WAL icon
1485
PUT
Western Alliance Bancorporation
WAL
$8.79B
$316K 0.01%
+5,300
New +$343K
XTN icon
1486
State Street SPDR S&P Transportation ETF
XTN
$387M
$315K 0.01%
+4,692
New +$327K
CHWY icon
1487
CALL
Chewy
CHWY
$9.25B
$315K 0.01%
8,500
-96,200
-92% -$3.75M
NXST icon
1488
PUT
Nexstar Media Group
NXST
$5.82B
$315K 0.01%
1,800
-1,800
-50% -$316K
SPHR icon
1489
PUT
Sphere Entertainment
SPHR
$5.14B
$315K 0.01%
7,000
-20,800
-75% -$942K
V icon
1490
Visa
V
$684B
$314K 0.01%
1,512
-2,327
-61% -$469K
BXMT icon
1491
Blackstone Mortgage Trust
BXMT
$2.45B
$314K 0.01%
14,835
-1,693
-10% -$40.1K
MELI icon
1492
Mercado Libre
MELI
$95.2B
$314K 0.01%
371
-3,981
-91% -$3.54M
NBIS
1493
Nebius Group N.V.
NBIS
$48.3B
$313K 0.01%
20,972
– –
RPD icon
1494
CALL
Rapid7
RPD
$645M
$313K 0.01%
9,200
+4,500
+96% +$161K
JBHT icon
1495
JB Hunt Transport Services
JBHT
$25.5B
$312K 0.01%
1,792
-1,235
-41% -$216K
ORLY icon
1496
O'Reilly Automotive
ORLY
$72.9B
$312K 0.01%
5,550
-5,625
-50% -$302K
IWF icon
1497
iShares Russell 1000 Growth ETF
IWF
$121B
$312K 0.01%
+5,824
New +$320K
ASX icon
1498
ASE Group
ASX
$77.3B
$312K 0.01%
49,724
-63,803
-56% -$374K
CFG icon
1499
CALL
Citizens Financial Group
CFG
$30.3B
$311K 0.01%
7,900
-5,100
-39% -$199K
EFX icon
1500
PUT
Equifax
EFX
$20.3B
$311K 0.01%
+1,600
New +$292K
58 59
60
61 62

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NOCM
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QIM
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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.