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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
CAR icon
1626
Avis
CAR
$4.86B
$271K 0.01%
+1,654
New +$332K
OHI icon
1627
CALL
Omega Healthcare
OHI
$15.1B
$271K 0.01%
9,700
-4,900
-34% -$148K
RMD icon
1628
PUT
ResMed
RMD
$30.6B
$271K 0.01%
1,300
– –
W icon
1629
Wayfair
W
$11.2B
$270K 0.01%
8,221
-5,115
-38% -$179K
MLM icon
1630
CALL
Martin Marietta Materials
MLM
$31.5B
$270K 0.01%
800
-100
-11% -$34.1K
MLCO icon
1631
CALL
Melco Resorts & Entertainment
MLCO
$2.22B
$270K 0.01%
+23,500
New +$191K
FRC
1632
DELISTED
First Republic Bank
FRC
$270K 0.01%
+2,215
New +$270K
TOL icon
1633
CALL
Toll Brothers
TOL
$13.6B
$270K 0.01%
5,400
+100
+2% +$4.6K
MP icon
1634
PUT
MP Materials
MP
$7.36B
$270K 0.01%
+11,100
New +$336K
GOOS
1635
Canada Goose Holdings
GOOS
$872M
$270K 0.01%
+15,132
New +$265K
HACK icon
1636
Amplify Cybersecurity ETF
HACK
$2.68B
$269K 0.01%
+6,115
New +$274K
WELL icon
1637
CALL
Welltower
WELL
$169B
$269K 0.01%
4,100
-11,700
-74% -$752K
SRTY icon
1638
ProShares UltraPro Short Russell2000
SRTY
$79.9M
$269K 0.01%
+1,241
New +$267K
PDI icon
1639
PIMCO Dynamic Income Fund
PDI
$7.39B
$269K 0.01%
+14,537
New +$285K
H icon
1640
Hyatt Hotels
H
$16.4B
$269K 0.01%
+2,970
New +$273K
GBDC icon
1641
Golub Capital BDC
GBDC
$3.34B
$268K 0.01%
+20,402
New +$269K
RNR icon
1642
RenaissanceRe
RNR
$13.3B
$268K 0.01%
+1,457
New +$246K
XLP icon
1643
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$268K 0.01%
3,600
-26,100
-88% -$1.9M
SCO icon
1644
ProShares UltraShort Bloomberg Crude Oil
SCO
$671M
$268K 0.01%
+2,813
New +$283K
AMED
1645
DELISTED
Amedisys
AMED
$268K 0.01%
3,209
-2,000
-38% -$180K
YUMC icon
1646
Yum China
YUMC
$16.5B
$268K 0.01%
4,898
-5,925
-55% -$301K
SCHK icon
1647
Schwab 1000 Index ETF
SCHK
$5.71B
$268K 0.01%
+14,488
New +$269K
INSP icon
1648
Inspire Medical Systems
INSP
$1.45B
$267K 0.01%
+1,061
New +$226K
PFFD icon
1649
Global X US Preferred ETF
PFFD
$2.15B
$267K 0.01%
+13,790
New +$275K
PINS icon
1650
CALL
Pinterest
PINS
$13.4B
$267K 0.01%
11,000
-23,800
-68% -$568K
64 65
66
67 68

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.