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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+8.48%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$27.2M
Cap. Flow
-$25.3M
Cap. Flow %
-0.76%
Top 10 Hldgs %
9.02%
Holding
3,520
New
974
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 Miscellaneous 85.17%
2 Consumer Discretionary 3.08%
3 Technology 2.85%
4 Financials 1.61%
5 Healthcare 1.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XPO icon
1301
PUT
XPO
XPO
$20.4B
$393K 0.01%
+11,800
New +$398K
YETI icon
1302
PUT
Yeti Holdings
YETI
$3.08B
$392K 0.01%
9,500
+600
+7% +$22.5K
ETN icon
1303
CALL
Eaton
ETN
$165B
$392K 0.01%
2,500
-1,900
-43% -$291K
CAG icon
1304
CALL
Conagra Brands
CAG
$7.26B
$391K 0.01%
10,100
-41,200
-80% -$1.49M
ADP icon
1305
Automatic Data Processing
ADP
$108B
$391K 0.01%
+1,635
New +$401K
AON icon
1306
PUT
Aon
AON
$62.7B
$390K 0.01%
+1,300
New +$380K
LSTR icon
1307
Landstar System
LSTR
$5.78B
$390K 0.01%
+2,395
New +$384K
WPM icon
1308
Wheaton Precious Metals
WPM
$68.6B
$389K 0.01%
+9,959
New +$360K
WEC icon
1309
WEC Energy
WEC
$33.6B
$389K 0.01%
4,150
+278
+7% +$25.7K
ECL icon
1310
Ecolab
ECL
$75.5B
$389K 0.01%
+2,673
New +$393K
LGIH icon
1311
CALL
LGI Homes
LGIH
$1.13B
$389K 0.01%
4,200
-7,600
-64% -$694K
EFX icon
1312
CALL
Equifax
EFX
$18.7B
$389K 0.01%
2,000
-5,200
-72% -$950K
DIOD icon
1313
Diodes
DIOD
$4.25B
$388K 0.01%
+5,098
New +$399K
IJK icon
1314
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
$388K 0.01%
+5,683
New +$391K
PKW icon
1315
Invesco BuyBack Achievers ETF
PKW
$1.74B
$387K 0.01%
+4,520
New +$381K
SRE icon
1316
CALL
Sempra
SRE
$53.2B
$386K 0.01%
+5,000
New +$387K
DINO icon
1317
HF Sinclair
DINO
$20.6B
$384K 0.01%
7,408
+899
+14% +$51.7K
EMN icon
1318
CALL
Eastman Chemical
EMN
$7.51B
$383K 0.01%
4,700
-1,000
-18% -$80.6K
CROX icon
1319
Crocs
CROX
$5.86B
$382K 0.01%
+3,526
New +$312K
LIT icon
1320
Global X Lithium & Battery Tech ETF
LIT
$1.49B
$382K 0.01%
6,523
+1,286
+25% +$85.9K
BAX icon
1321
PUT
Baxter International
BAX
$11.8B
$382K 0.01%
7,500
-2,900
-28% -$156K
VIG icon
1322
Vanguard Dividend Appreciation ETF
VIG
$110B
$382K 0.01%
+2,517
New +$375K
GPC icon
1323
CALL
Genuine Parts
GPC
$17.7B
$382K 0.01%
2,200
-800
-27% -$139K
GEN icon
1324
CALL
Gen Digital
GEN
$17.4B
$379K 0.01%
17,700
+2,200
+14% +$48.6K
NXPI icon
1325
PUT
NXP Semiconductors
NXPI
$57.5B
$379K 0.01%
2,400
-6,800
-74% -$1.08M
51 52
53
54 55

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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's Q4 2022 filing shows 974 new, 717 increased, 803 reduced and 990 closed positions. Its largest new stake was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M. The largest sale was CME Group, an estimated $8.15M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, up from 85% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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 974 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.