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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
TELL
1326
DELISTED
Tellurian Inc.
TELL
$378K 0.01%
224,934
+83,582
+59% +$209K
TDG icon
1327
CALL
TransDigm Group
TDG
$70.2B
$378K 0.01%
+600
New +$354K
BROS icon
1328
PUT
Dutch Bros
BROS
$9.03B
$378K 0.01%
+13,400
New +$443K
TSE
1329
DELISTED
Trinseo
TSE
$377K 0.01%
+16,620
New +$366K
IBKR icon
1330
Interactive Brokers
IBKR
$39.2B
$376K 0.01%
+20,800
New +$389K
X
1331
CALL
DELISTED
US Steel
X
$376K 0.01%
15,000
-13,000
-46% -$300K
MD icon
1332
Pediatrix Medical
MD
$2.18B
$375K 0.01%
+25,265
New +$412K
XEL icon
1333
Xcel Energy
XEL
$48.8B
$375K 0.01%
5,344
-5,831
-52% -$388K
ACN icon
1334
PUT
Accenture
ACN
$102B
$374K 0.01%
1,400
-1,200
-46% -$332K
SPLV icon
1335
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$373K 0.01%
5,834
-5,606
-49% -$348K
DBJP icon
1336
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$679M
$372K 0.01%
+7,751
New +$386K
SHEL icon
1337
Shell
SHEL
$254B
$372K 0.01%
+6,539
New +$360K
EL icon
1338
PUT
Estee Lauder
EL
$30.4B
$372K 0.01%
+1,500
New +$335K
CNX icon
1339
PUT
CNX Resources
CNX
$5.3B
$372K 0.01%
+22,100
New +$381K
EXC icon
1340
CALL
Exelon
EXC
$47.2B
$372K 0.01%
8,600
-3,700
-30% -$146K
FIVE icon
1341
PUT
Five Below
FIVE
$12B
$371K 0.01%
2,100
-1,200
-36% -$189K
AG icon
1342
First Majestic Silver
AG
$7.41B
$371K 0.01%
44,533
+27,603
+163% +$241K
TRIP icon
1343
TripAdvisor
TRIP
$1.65B
$370K 0.01%
20,578
-7,222
-26% -$151K
GLOB icon
1344
PUT
Globant
GLOB
$1.58B
$370K 0.01%
+2,200
New +$389K
TSLQ icon
1345
Tradr TSLA Bear Daily ETF
TSLQ
$143M
$370K 0.01%
+259
New +$272K
BNO icon
1346
United States Brent Oil Fund
BNO
$781M
$369K 0.01%
+13,062
New +$378K
IQV icon
1347
CALL
IQVIA
IQV
$38.7B
$369K 0.01%
1,800
-400
-18% -$81.1K
CVNA icon
1348
CALL
Carvana
CVNA
$68.6B
$369K 0.01%
389,000
-25,500
-6% -$53.8K
GILD icon
1349
Gilead Sciences
GILD
$162B
$368K 0.01%
4,283
-18,881
-82% -$1.5M
MTB icon
1350
M&T Bank
MTB
$35.7B
$367K 0.01%
2,529
+662
+35% +$109K
52 53
54
55 56

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NOCM
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TIM
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QIM
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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.