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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
GD icon
876
PUT
General Dynamics
GD
$103B
$695K 0.02%
+2,800
New +$683K
CHKP icon
877
CALL
Check Point Software Technologies
CHKP
$12.8B
$694K 0.02%
5,500
+1,000
+22% +$125K
ACN icon
878
CALL
Accenture
ACN
$99B
$694K 0.02%
2,600
-1,800
-41% -$498K
PAAS icon
879
CALL
Pan American Silver
PAAS
$18.2B
$693K 0.02%
42,400
-8,100
-16% -$130K
VSTO
880
PUT
DELISTED
Vista Outdoor Inc.
VSTO
$692K 0.02%
28,400
+5,600
+25% +$147K
GAP
881
PUT
The Gap Inc
GAP
$7.24B
$691K 0.02%
61,300
-34,500
-36% -$413K
VSS icon
882
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$689K 0.02%
6,697
-620
-8% -$62.3K
IVV icon
883
iShares Core S&P 500 ETF
IVV
$873B
$688K 0.02%
+1,790
New +$691K
HELE icon
884
CALL
Helen of Troy
HELE
$643M
$688K 0.02%
+6,200
New +$604K
CRM icon
885
Salesforce
CRM
$148B
$688K 0.02%
5,186
+1,229
+31% +$179K
MCK icon
886
McKesson
MCK
$100B
$686K 0.02%
1,830
+497
+37% +$185K
HLT icon
887
Hilton Worldwide
HLT
$72.1B
$683K 0.02%
5,407
+1,930
+56% +$254K
AMGN icon
888
CALL
Amgen
AMGN
$207B
$683K 0.02%
2,600
-15,700
-86% -$4.21M
M icon
889
PUT
Macy's
M
$6.54B
$681K 0.02%
33,000
-220,300
-87% -$4.51M
NOG icon
890
PUT
Northern Oil and Gas
NOG
$2.27B
$681K 0.02%
22,100
+13,300
+151% +$448K
PCTY icon
891
PUT
Paylocity
PCTY
$7.24B
$680K 0.02%
3,500
+2,300
+192% +$494K
LNC icon
892
PUT
Lincoln National
LNC
$8.62B
$679K 0.02%
22,100
+14,200
+180% +$564K
VRSN icon
893
PUT
VeriSign
VRSN
$26.1B
$678K 0.02%
3,300
+1,400
+74% +$268K
SKIN icon
894
PUT
SkinHealth Systems
SKIN
$86.8M
$678K 0.02%
+74,500
New +$804K
MLM icon
895
PUT
Martin Marietta Materials
MLM
$32.1B
$676K 0.02%
+2,000
New +$682K
EOG icon
896
PUT
EOG Resources
EOG
$78.2B
$674K 0.02%
5,200
-2,700
-34% -$359K
IWN icon
897
iShares Russell 2000 Value ETF
IWN
$14.3B
$673K 0.02%
4,850
-705
-13% -$99.5K
MPC icon
898
Marathon Petroleum
MPC
$91.5B
$671K 0.02%
5,768
-29,625
-84% -$3.38M
GSL icon
899
CALL
Global Ship Lease
GSL
$1.6B
$671K 0.02%
+40,300
New +$693K
CXSE icon
900
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$492M
$670K 0.02%
+19,291
New +$620K
34 35
36
37 38

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BCM
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OAM
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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.