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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
JBHT icon
801
PUT
JB Hunt Transport Services
JBHT
$25.3B
$785K 0.02%
+4,500
New +$785K
XLK icon
802
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$784K 0.02%
+12,600
New +$800K
SOFI icon
803
PUT
SoFi Technologies
SOFI
$21.3B
$784K 0.02%
170,000
-507,600
-75% -$2.52M
AGG icon
804
iShares Core US Aggregate Bond ETF
AGG
$138B
$784K 0.02%
+8,080
New +$781K
GAP
805
CALL
The Gap Inc
GAP
$7.34B
$783K 0.02%
69,400
-5,600
-7% -$67K
DISH
806
CALL
DELISTED
DISH Network Corp.
DISH
$782K 0.02%
55,700
+21,000
+61% +$310K
HSBC icon
807
HSBC
HSBC
$367B
$781K 0.02%
25,053
-46,565
-65% -$1.32M
SOFI icon
808
CALL
SoFi Technologies
SOFI
$21.3B
$779K 0.02%
169,000
-363,700
-68% -$1.8M
MRSH
809
PUT
Marsh
MRSH
$91.4B
$778K 0.02%
4,700
+3,300
+236% +$540K
CE icon
810
CALL
Celanese
CE
$4.91B
$777K 0.02%
7,600
+1,400
+23% +$139K
RUN icon
811
PUT
Sunrun
RUN
$2.27B
$776K 0.02%
32,300
+18,000
+126% +$480K
ALC icon
812
PUT
Alcon
ALC
$33.9B
$775K 0.02%
11,300
+2,500
+28% +$159K
WPC icon
813
PUT
W.P. Carey
WPC
$16.9B
$774K 0.02%
10,108
-1,225
-11% -$92K
IQ icon
814
iQIYI
IQ
$1.24B
$773K 0.02%
145,872
+44,412
+44% +$129K
ANSS
815
CALL
DELISTED
Ansys
ANSS
$773K 0.02%
+3,200
New +$745K
HBI
816
CALL
DELISTED
Hanesbrands
HBI
$773K 0.02%
121,500
+67,000
+123% +$460K
CVE icon
817
PUT
Cenovus Energy
CVE
$55.9B
$773K 0.02%
39,800
-16,500
-29% -$316K
DUK icon
818
CALL
Duke Energy
DUK
$98.4B
$772K 0.02%
7,500
+2,000
+36% +$192K
WMT icon
819
Walmart Inc
WMT
$884B
$772K 0.02%
16,338
-46,554
-74% -$2.21M
SMG icon
820
ScottsMiracle-Gro
SMG
$3.97B
$772K 0.02%
15,879
+7,433
+88% +$372K
KGC icon
821
Kinross Gold
KGC
$28B
$771K 0.02%
188,628
-35,273
-16% -$139K
BXP icon
822
PUT
Boston Properties
BXP
$11.4B
$770K 0.02%
+11,400
New +$808K
WDC icon
823
CALL
Western Digital
WDC
$184B
$770K 0.02%
32,281
+3,704
+13% +$97.7K
PCG icon
824
CALL
PG&E
PCG
$39.2B
$769K 0.02%
+47,300
New +$715K
PCTY icon
825
Paylocity
PCTY
$7.32B
$769K 0.02%
3,959
+2,463
+165% +$529K
31 32
33
34 35

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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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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.