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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
APP icon
826
CALL
Applovin
APP
$136B
$769K 0.02%
73,000
+57,500
+371% +$843K
HUM icon
827
CALL
Humana
HUM
$44B
$768K 0.02%
+1,500
New +$788K
RHI icon
828
PUT
Robert Half
RHI
$3.81B
$768K 0.02%
10,400
+6,400
+160% +$488K
ODFL icon
829
CALL
Old Dominion Freight Line
ODFL
$44.2B
$766K 0.02%
5,400
-1,600
-23% -$227K
KMB icon
830
Kimberly-Clark
KMB
$36.6B
$765K 0.02%
5,638
+1,882
+50% +$239K
NWL icon
831
PUT
Newell Brands
NWL
$2.18B
$765K 0.02%
58,500
+25,500
+77% +$348K
EWY icon
832
iShares MSCI South Korea ETF
EWY
$22.5B
$765K 0.02%
+13,544
New +$742K
BXP icon
833
CALL
Boston Properties
BXP
$11.4B
$764K 0.02%
11,300
+2,500
+28% +$177K
PEP icon
834
PepsiCo
PEP
$191B
$762K 0.02%
4,220
-18,314
-81% -$3.27M
F icon
835
Ford
F
$59.3B
$762K 0.02%
65,502
+42,484
+185% +$546K
CWH icon
836
PUT
Camping World
CWH
$400M
$761K 0.02%
34,100
+13,100
+62% +$340K
CG icon
837
PUT
Carlyle Group
CG
$16.3B
$761K 0.02%
25,500
+7,500
+42% +$214K
KNX icon
838
PUT
Knight Transportation
KNX
$11.4B
$755K 0.02%
14,400
+10,100
+235% +$522K
EMN icon
839
Eastman Chemical
EMN
$8.01B
$754K 0.02%
+9,255
New +$746K
HZNP
840
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$751K 0.02%
6,600
+3,100
+89% +$257K
ANSS
841
PUT
DELISTED
Ansys
ANSS
$749K 0.02%
+3,100
New +$722K
AU icon
842
AngloGold Ashanti
AU
$41.6B
$747K 0.02%
38,447
+7,929
+26% +$130K
HLT icon
843
CALL
Hilton Worldwide
HLT
$72.5B
$746K 0.02%
+5,900
New +$777K
MAR icon
844
CALL
Marriott International
MAR
$99B
$744K 0.02%
5,000
-2,200
-31% -$339K
AEO icon
845
PUT
American Eagle Outfitters
AEO
$2.9B
$744K 0.02%
53,300
-16,400
-24% -$210K
ADP icon
846
CALL
Automatic Data Processing
ADP
$105B
$740K 0.02%
+3,100
New +$761K
PLCE icon
847
CALL
Children's Place
PLCE
$54.3M
$739K 0.02%
+20,300
New +$760K
S icon
848
SentinelOne
S
$6.31B
$738K 0.02%
+50,578
New +$936K
CHPT icon
849
PUT
ChargePoint
CHPT
$142M
$733K 0.02%
+3,845
New +$934K
PCG icon
850
PUT
PG&E
PCG
$39.2B
$732K 0.02%
+45,000
New +$680K
32 33
34
35 36

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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.