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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
HII icon
751
CALL
Huntington Ingalls Industries
HII
$12.6B
$877K 0.03%
3,800
+900
+31% +$212K
TDOC icon
752
Teladoc Health
TDOC
$1.2B
$875K 0.03%
37,007
+23,887
+182% +$644K
DDS icon
753
CALL
Dillards
DDS
$9.41B
$873K 0.03%
2,700
-1,900
-41% -$618K
LUV icon
754
Southwest Airlines
LUV
$22.3B
$871K 0.03%
25,865
+6,916
+36% +$249K
FRPT icon
755
PUT
Freshpet
FRPT
$2.98B
$871K 0.03%
16,500
-11,500
-41% -$684K
WDFC icon
756
PUT
WD-40
WDFC
$3.06B
$871K 0.03%
5,400
+1,100
+26% +$184K
WWE
757
CALL
DELISTED
World Wrestling Entertainment
WWE
$870K 0.03%
+12,700
New +$960K
K
758
PUT
DELISTED
Kellanova
K
$869K 0.03%
+12,993
New +$882K
VCIT icon
759
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
$869K 0.03%
11,212
-9,376
-46% -$721K
EWH icon
760
iShares MSCI Hong Kong ETF
EWH
$1.25B
$865K 0.03%
41,154
-3,048
-7% -$58.3K
AFL icon
761
PUT
Aflac
AFL
$64.8B
$863K 0.03%
+12,000
New +$803K
SH icon
762
ProShares Short S&P500
SH
$913M
$860K 0.03%
13,406
-97,144
-88% -$6.23M
MLCO icon
763
Melco Resorts & Entertainment
MLCO
$2.24B
$859K 0.03%
74,678
+47,809
+178% +$388K
CTAS icon
764
PUT
Cintas
CTAS
$82.8B
$858K 0.03%
7,600
-2,400
-24% -$260K
OKE icon
765
CALL
Oneok
OKE
$56.1B
$854K 0.03%
13,000
-3,200
-20% -$197K
SBNY
766
PUT
DELISTED
Signature Bank
SBNY
$853K 0.03%
+7,400
New +$1.02M
SOFI icon
767
SoFi Technologies
SOFI
$21.3B
$850K 0.03%
184,318
+51,566
+39% +$256K
IDXX icon
768
Idexx Laboratories
IDXX
$44.1B
$849K 0.03%
2,082
-437
-17% -$170K
MELI icon
769
CALL
Mercado Libre
MELI
$95.6B
$846K 0.03%
1,000
-1,500
-60% -$1.34M
WAT icon
770
Waters Corp
WAT
$37.3B
$846K 0.03%
2,469
+377
+18% +$119K
HSY icon
771
Hershey
HSY
$35.9B
$845K 0.03%
3,651
+2,243
+159% +$517K
HOLX
772
PUT
DELISTED
Hologic
HOLX
$845K 0.03%
+11,300
New +$805K
PLUG icon
773
Plug Power
PLUG
$2.92B
$842K 0.03%
+68,094
New +$1.08M
CPE
774
CALL
DELISTED
Callon Petroleum Company
CPE
$838K 0.03%
22,600
+6,600
+41% +$271K
CPE
775
PUT
DELISTED
Callon Petroleum Company
CPE
$838K 0.03%
22,600
-8,900
-28% -$366K
29 30
31
32 33

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AWP
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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.