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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
GTLS
926
CALL
DELISTED
Chart Industries
GTLS
$645K 0.02%
5,600
+2,700
+93% +$434K
TYL icon
927
PUT
Tyler Technologies
TYL
$12.8B
$645K 0.02%
+2,000
New +$653K
WHR icon
928
Whirlpool
WHR
$2.45B
$644K 0.02%
4,556
-6,507
-59% -$925K
PLTR icon
929
PUT
Palantir
PLTR
$293B
$643K 0.02%
100,200
-606,600
-86% -$4.6M
DIA icon
930
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$643K 0.02%
1,941
-4,105
-68% -$1.33M
GPRO icon
931
GoPro
GPRO
$122M
$643K 0.02%
129,086
+90,114
+231% +$473K
HAS icon
932
Hasbro
HAS
$13.3B
$638K 0.02%
+10,465
New +$654K
EQT icon
933
EQT Corp
EQT
$33.1B
$635K 0.02%
+18,782
New +$754K
EMN icon
934
PUT
Eastman Chemical
EMN
$7.96B
$635K 0.02%
+7,800
New +$628K
COF icon
935
CALL
Capital One
COF
$128B
$632K 0.02%
6,800
+3,100
+84% +$305K
ASO icon
936
PUT
Academy Sports + Outdoors
ASO
$2.94B
$630K 0.02%
+12,000
New +$572K
CRSP icon
937
CRISPR Therapeutics
CRSP
$4.71B
$630K 0.02%
15,501
+4,981
+47% +$264K
TAN icon
938
Invesco Solar ETF
TAN
$1.42B
$626K 0.02%
+8,583
New +$647K
HSY icon
939
PUT
Hershey
HSY
$35.5B
$625K 0.02%
+2,700
New +$622K
ISRG icon
940
Intuitive Surgical
ISRG
$127B
$625K 0.02%
2,355
-172
-7% -$41.9K
FIS icon
941
CALL
Fidelity National Information Services
FIS
$23.2B
$624K 0.02%
9,200
-100
-1% -$7.1K
WDFC icon
942
WD-40
WDFC
$3.04B
$624K 0.02%
+3,872
New +$646K
AZN icon
943
CALL
AstraZeneca
AZN
$264B
$624K 0.02%
+4,600
New +$577K
EWG icon
944
PUT
iShares MSCI Germany ETF
EWG
$1.59B
$623K 0.02%
+25,200
New +$587K
LYB icon
945
PUT
LyondellBasell Industries
LYB
$20B
$623K 0.02%
7,500
+3,600
+92% +$295K
FAS icon
946
Direxion Daily Financial Bull 3x ETF
FAS
$2.45B
$620K 0.02%
+8,429
New +$613K
FCNCA icon
947
First Citizens BancShares
FCNCA
$24.9B
$620K 0.02%
817
+448
+121% +$361K
TRV icon
948
PUT
Travelers Companies
TRV
$79B
$619K 0.02%
+3,300
New +$594K
FUTU icon
949
CALL
Futu Holdings
FUTU
$14.9B
$618K 0.02%
15,200
-37,000
-71% -$1.81M
RWM icon
950
ProShares Short Russell2000
RWM
$133M
$617K 0.02%
25,093
+16,346
+187% +$398K
36 37
38
39 40

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OAM
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NOCM
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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.