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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
BP icon
351
PUT
BP
BP
$112B
$2.46M 0.07%
+70,300
New +$2.34M
VTIP icon
352
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$2.45M 0.07%
+52,485
New +$2.5M
BTU icon
353
CALL
Peabody Energy
BTU
$2.54B
$2.45M 0.07%
92,600
-6,600
-7% -$181K
QYLD icon
354
Global X NASDAQ-100 Covered Call ETF
QYLD
$7.88B
$2.44M 0.07%
153,133
+100,912
+193% +$1.63M
HAS icon
355
CALL
Hasbro
HAS
$13.5B
$2.43M 0.07%
39,900
+31,100
+353% +$1.94M
BKNG icon
356
Booking.com
BKNG
$156B
$2.4M 0.07%
29,725
+18,150
+157% +$1.38M
XOM icon
357
ExxonMobil
XOM
$650B
$2.38M 0.07%
21,620
+9,598
+80% +$1.03M
WOLF icon
358
PUT
Wolfspeed
WOLF
$1.04B
$2.38M 0.07%
34,500
+23,200
+205% +$2.06M
RCL icon
359
Royal Caribbean
RCL
$86.5B
$2.38M 0.07%
+48,113
New +$2.52M
CCI icon
360
CALL
Crown Castle
CCI
$34.6B
$2.37M 0.07%
17,500
+14,500
+483% +$1.96M
LULU icon
361
PUT
lululemon athletica
LULU
$13.5B
$2.37M 0.07%
7,400
-1,400
-16% -$460K
CRWD icon
362
CrowdStrike
CRWD
$183B
$2.35M 0.07%
89,324
+15,640
+21% +$535K
CEG icon
363
CALL
Constellation Energy
CEG
$92.1B
$2.34M 0.07%
+27,200
New +$2.45M
LAD icon
364
PUT
Lithia Motors
LAD
$9.75B
$2.33M 0.07%
11,400
-6,800
-37% -$1.45M
PINS icon
365
Pinterest
PINS
$13.7B
$2.33M 0.07%
+95,838
New +$2.29M
VEA icon
366
Vanguard FTSE Developed Markets ETF
VEA
$223B
$2.32M 0.07%
55,374
+40,513
+273% +$1.64M
CROX icon
367
PUT
Crocs
CROX
$6.63B
$2.31M 0.07%
21,300
-9,600
-31% -$849K
NOW icon
368
PUT
ServiceNow
NOW
$120B
$2.29M 0.07%
29,500
-41,500
-58% -$3.24M
XLV icon
369
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$2.29M 0.07%
+16,848
New +$2.23M
UAL icon
370
United Airlines
UAL
$38.8B
$2.28M 0.07%
60,434
+33,735
+126% +$1.37M
WYNN icon
371
CALL
Wynn Resorts
WYNN
$10.3B
$2.28M 0.07%
27,600
+4,500
+19% +$329K
MRK icon
372
PUT
Merck
MRK
$322B
$2.27M 0.07%
20,500
-1,300
-6% -$133K
BLK icon
373
PUT
Blackrock
BLK
$167B
$2.27M 0.07%
3,200
+1,000
+45% +$668K
TSM icon
374
TSMC
TSM
$1.94T
$2.27M 0.07%
30,427
-32,421
-52% -$2.35M
OVV icon
375
PUT
Ovintiv
OVV
$17B
$2.26M 0.07%
44,600
+31,800
+248% +$1.66M
13 14
15
16 17

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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.