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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
SNOW icon
576
Snowflake
SNOW
$103B
$1.29M 0.04%
+9,020
New +$1.38M
CFG icon
577
Citizens Financial Group
CFG
$30.3B
$1.29M 0.04%
+32,862
New +$1.28M
ROST icon
578
CALL
Ross Stores
ROST
$81B
$1.29M 0.04%
+11,100
New +$1.13M
MOH icon
579
CALL
Molina Healthcare
MOH
$10.2B
$1.29M 0.04%
+3,900
New +$1.32M
FANG icon
580
PUT
Diamondback Energy
FANG
$56.2B
$1.29M 0.04%
9,400
-3,200
-25% -$468K
LNG icon
581
Cheniere Energy
LNG
$54.1B
$1.28M 0.04%
8,548
+1,124
+15% +$188K
CHRW icon
582
PUT
C.H. Robinson
CHRW
$17.3B
$1.28M 0.04%
14,000
+9,600
+218% +$914K
FL
583
CALL
DELISTED
Foot Locker
FL
$1.28M 0.04%
33,900
+20,100
+146% +$689K
BURL icon
584
PUT
Burlington
BURL
$23.4B
$1.28M 0.04%
6,300
+3,300
+110% +$527K
LYV icon
585
Live Nation Entertainment
LYV
$42.7B
$1.28M 0.04%
18,316
+13,430
+275% +$995K
DECK icon
586
CALL
Deckers Outdoor
DECK
$13.6B
$1.28M 0.04%
19,200
+4,800
+33% +$290K
JD icon
587
PUT
JD.com
JD
$43.6B
$1.27M 0.04%
22,700
-87,100
-79% -$4.38M
NIO icon
588
PUT
NIO
NIO
$12.1B
$1.27M 0.04%
130,200
+103,300
+384% +$1.19M
SPLK
589
PUT
DELISTED
Splunk Inc
SPLK
$1.27M 0.04%
14,700
+7,800
+113% +$630K
SPY icon
590
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.26M 0.04%
3,300
-7,500
-69% -$2.88M
LI icon
591
CALL
Li Auto
LI
$14B
$1.26M 0.04%
61,600
+11,800
+24% +$224K
SMG icon
592
CALL
ScottsMiracle-Gro
SMG
$3.97B
$1.25M 0.04%
25,800
-8,800
-25% -$441K
LVS icon
593
Las Vegas Sands
LVS
$32.3B
$1.25M 0.04%
26,043
+16,952
+186% +$719K
UTHR icon
594
PUT
United Therapeutics
UTHR
$26.2B
$1.25M 0.04%
+4,500
New +$1.14M
PZZA icon
595
CALL
Papa John's
PZZA
$995M
$1.25M 0.04%
15,200
+200
+1% +$15.7K
AMD icon
596
Advanced Micro Devices
AMD
$791B
$1.25M 0.04%
19,307
-4,458
-19% -$294K
HCA icon
597
CALL
HCA Healthcare
HCA
$85.7B
$1.25M 0.04%
5,200
-200
-4% -$44.8K
ASML icon
598
ASML
ASML
$634B
$1.25M 0.04%
2,279
-1,334
-37% -$699K
ACN icon
599
Accenture
ACN
$99.9B
$1.23M 0.04%
+4,618
New +$1.28M
ELV icon
600
PUT
Elevance Health
ELV
$81.6B
$1.23M 0.04%
2,400
+400
+20% +$203K
22 23
24
25 26

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.