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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
LTPZ icon
1151
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$690M
$465K 0.01%
+7,979
New +$467K
EQNR icon
1152
Equinor
EQNR
$97.7B
$465K 0.01%
12,972
-6,645
-34% -$238K
HIBB
1153
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
$464K 0.01%
6,800
-2,000
-23% -$125K
CNP icon
1154
CenterPoint Energy
CNP
$27.7B
$464K 0.01%
+15,461
New +$450K
PR
1155
CALL
Permian Resources
PR
$17.8B
$463K 0.01%
49,300
-4,500
-8% -$43.1K
FUTU icon
1156
PUT
Futu Holdings
FUTU
$14.7B
$463K 0.01%
11,400
-40,200
-78% -$1.96M
APD icon
1157
CALL
Air Products & Chemicals
APD
$65.7B
$462K 0.01%
1,500
-1,000
-40% -$282K
RGLD icon
1158
PUT
Royal Gold
RGLD
$16.8B
$462K 0.01%
4,100
-6,500
-61% -$670K
FIVN icon
1159
PUT
FIVE9
FIVN
$2.11B
$461K 0.01%
6,800
+1,300
+24% +$81.6K
ITW icon
1160
Illinois Tool Works
ITW
$82.6B
$461K 0.01%
2,093
-1,511
-42% -$322K
SBNY
1161
CALL
DELISTED
Signature Bank
SBNY
$461K 0.01%
+4,000
New +$550K
BNDX icon
1162
Vanguard Total International Bond ETF
BNDX
$81.9B
$461K 0.01%
9,716
-597
-6% -$28.7K
FIVE icon
1163
CALL
Five Below
FIVE
$12B
$460K 0.01%
2,600
-3,900
-60% -$613K
BNY
1164
PUT
Bank of New York Mellon
BNY
$106B
$460K 0.01%
+10,100
New +$433K
ENTG icon
1165
PUT
Entegris
ENTG
$18.1B
$459K 0.01%
7,000
-8,200
-54% -$604K
PH icon
1166
Parker-Hannifin
PH
$123B
$457K 0.01%
1,571
-2,000
-56% -$572K
MRK icon
1167
Merck
MRK
$322B
$457K 0.01%
+4,116
New +$421K
DUK icon
1168
Duke Energy
DUK
$97.8B
$457K 0.01%
4,434
-17,139
-79% -$1.65M
TECK icon
1169
Teck Resources
TECK
$29.6B
$457K 0.01%
12,073
-30,111
-71% -$1.04M
JDST icon
1170
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
$457K 0.01%
286
+161
+129% +$341K
COKE icon
1171
Coca-Cola Consolidated
COKE
$12.5B
$456K 0.01%
+8,900
New +$426K
GOOS
1172
PUT
Canada Goose Holdings
GOOS
$872M
$456K 0.01%
+25,600
New +$449K
THO icon
1173
Thor Industries
THO
$3.9B
$455K 0.01%
+6,029
New +$485K
FTNT icon
1174
Fortinet
FTNT
$119B
$455K 0.01%
9,306
+3,701
+66% +$193K
ZTS icon
1175
CALL
Zoetis
ZTS
$32.4B
$454K 0.01%
3,100
-4,200
-58% -$622K
45 46
47
48 49

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NOCM
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QIM
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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.