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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
KMB icon
1051
CALL
Kimberly-Clark
KMB
$36.3B
$529K 0.02%
3,900
-3,300
-46% -$419K
GFS icon
1052
CALL
GlobalFoundries
GFS
$27.4B
$528K 0.02%
9,800
+600
+7% +$35.1K
GE icon
1053
PUT
GE Aerospace
GE
$374B
$528K 0.02%
+10,112
New +$497K
EFA icon
1054
CALL
iShares MSCI EAFE ETF
EFA
$78B
$525K 0.02%
+8,000
New +$501K
VTLE
1055
PUT
DELISTED
Vital Energy
VTLE
$524K 0.02%
10,200
-18,500
-64% -$1.14M
FIVE icon
1056
Five Below
FIVE
$12B
$523K 0.02%
+2,959
New +$465K
FIS icon
1057
PUT
Fidelity National Information Services
FIS
$23.1B
$522K 0.02%
7,700
-3,500
-31% -$249K
TROW icon
1058
T. Rowe Price
TROW
$23.9B
$520K 0.02%
+4,770
New +$540K
UI icon
1059
CALL
Ubiquiti
UI
$33.7B
$520K 0.02%
1,900
-200
-10% -$59.5K
MED icon
1060
CALL
Medifast
MED
$109M
$519K 0.02%
4,500
-8,000
-64% -$932K
PRKS icon
1061
CALL
United Parks & Resorts
PRKS
$2.1B
$519K 0.02%
+9,700
New +$520K
XPEV icon
1062
CALL
XPeng
XPEV
$12.4B
$519K 0.02%
52,200
+34,500
+195% +$311K
CCK icon
1063
CALL
Crown Holdings
CCK
$12.8B
$518K 0.02%
+6,300
New +$502K
RSG icon
1064
Republic Services
RSG
$64.8B
$517K 0.02%
+4,010
New +$535K
QGEN icon
1065
Qiagen
QGEN
$8.54B
$517K 0.02%
9,768
-1,588
-14% -$78.3K
ROK icon
1066
PUT
Rockwell Automation
ROK
$53.4B
$515K 0.02%
2,000
-2,600
-57% -$653K
ALC icon
1067
CALL
Alcon
ALC
$33.6B
$514K 0.02%
7,500
-6,300
-46% -$402K
VV icon
1068
Vanguard Morningstar Large-Cap ETF
VV
$52.4B
$514K 0.02%
+2,950
New +$518K
ELV icon
1069
CALL
Elevance Health
ELV
$81.5B
$513K 0.02%
+1,000
New +$508K
VNO icon
1070
PUT
Vornado Realty Trust
VNO
$7.41B
$512K 0.02%
24,600
+6,800
+38% +$156K
MTD icon
1071
Mettler-Toledo International
MTD
$28.6B
$512K 0.02%
354
+61
+21% +$81.7K
CMCSA icon
1072
PUT
Comcast
CMCSA
$85B
$511K 0.02%
14,600
+6,200
+74% +$205K
MLM icon
1073
Martin Marietta Materials
MLM
$31.5B
$510K 0.02%
1,509
+390
+35% +$133K
ASO icon
1074
CALL
Academy Sports + Outdoors
ASO
$2.94B
$510K 0.02%
+9,700
New +$463K
MTB icon
1075
PUT
M&T Bank
MTB
$35.7B
$508K 0.02%
+3,500
New +$575K
41 42
43
44 45

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NOCM
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TIM
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QIM
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OMG
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MCM
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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.