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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
PSX icon
3126
Phillips 66
PSX
$84.4B
– –
-2,894
Closed -$296K
PTLC icon
3127
Pacer Trendpilot US Large Cap ETF
PTLC
$3.24B
– –
-8,471
Closed -$319K
PTLO icon
3128
CALL
Portillo's
PTLO
$334M
– –
-12,500
Closed -$246K
PXE icon
3129
Invesco Energy Exploration & Production ETF
PXE
$88.2M
– –
-10,605
Closed -$292K
PXI icon
3130
Invesco Dorsey Wright Energy Momentum ETF
PXI
$60M
– –
-5,391
Closed -$212K
QABA icon
3131
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.1M
– –
-4,825
Closed -$243K
QDEL icon
3132
PUT
QuidelOrtho
QDEL
$1.13B
– –
-2,900
Closed -$207K
QLYS icon
3133
CALL
Qualys
QLYS
$4.99B
– –
-2,900
Closed -$404K
QQQE icon
3134
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.33B
– –
-3,725
Closed -$224K
QRVO icon
3135
CALL
Qorvo
QRVO
$8.01B
– –
-16,200
Closed -$1.29M
QS icon
3136
PUT
QuantumScape Corp
QS
$3.22B
– –
-24,500
Closed -$206K
QSI icon
3137
Quantum-Si Incorporated
QSI
$157M
– –
-11,983
Closed -$33K
QSR icon
3138
CALL
Restaurant Brands International
QSR
$25.8B
– –
-4,600
Closed -$245K
QSR icon
3139
PUT
Restaurant Brands International
QSR
$25.8B
– –
-9,900
Closed -$526K
QTRX icon
3140
Quanterix
QTRX
$166M
– –
-13,049
Closed -$144K
QTWO icon
3141
PUT
Q2 Holdings
QTWO
$3.7B
– –
-12,300
Closed -$396K
R icon
3142
PUT
Ryder
R
$9.9B
– –
-4,100
Closed -$310K
RACE icon
3143
CALL
Ferrari
RACE
$69.9B
– –
-1,300
Closed -$241K
RBC icon
3144
RBC Bearings
RBC
$17.8B
– –
-2,124
Closed -$441K
RBLX icon
3145
Roblox
RBLX
$34.8B
– –
-7,306
Closed -$257K
REGN icon
3146
Regeneron Pharmaceuticals
REGN
$77.4B
– –
-1,171
Closed -$864K
REGN icon
3147
PUT
Regeneron Pharmaceuticals
REGN
$77.4B
– –
-1,000
Closed -$689K
REK icon
3148
ProShares Short Real Estate
REK
$11.7M
– –
-24,529
Closed -$526K
EZRA
3149
Reliance Global Group
EZRA
$1.63M
– –
-1
Closed -$9K
REM icon
3150
iShares Mortgage Real Estate ETF
REM
$545M
– –
-14,386
Closed -$301K
124 125
126
127 128

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BCM
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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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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.