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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
CTIC
1451
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$328K 0.01%
+54,612
New +$298K
SHAK icon
1452
PUT
Shake Shack
SHAK
$2.53B
$328K 0.01%
7,900
+1,600
+25% +$77.9K
PCAR icon
1453
CALL
PACCAR
PCAR
$69.8B
$327K 0.01%
+4,950
New +$323K
RITM icon
1454
Rithm Capital
RITM
$5.52B
$327K 0.01%
39,967
+21,409
+115% +$179K
SSRM icon
1455
SSR Mining
SSRM
$5.32B
$327K 0.01%
20,837
+5,052
+32% +$74K
HES
1456
CALL
DELISTED
Hess
HES
$326K 0.01%
+2,300
New +$316K
VAW icon
1457
Vanguard Materials ETF
VAW
$2.95B
$326K 0.01%
+1,914
New +$322K
APO icon
1458
PUT
Apollo Global Management
APO
$72.4B
$325K 0.01%
+5,100
New +$303K
AEO icon
1459
CALL
American Eagle Outfitters
AEO
$2.88B
$325K 0.01%
23,300
-38,900
-63% -$498K
TLRY icon
1460
Tilray
TLRY
$618M
$325K 0.01%
+12,090
New +$423K
SMH icon
1461
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$325K 0.01%
3,200
-17,400
-84% -$1.77M
THO icon
1462
PUT
Thor Industries
THO
$3.9B
$325K 0.01%
4,300
-7,900
-65% -$635K
CTVA icon
1463
Corteva
CTVA
$52.6B
$324K 0.01%
5,517
+1,644
+42% +$104K
PPL
1464
PPL Corp
PPL
$26.5B
$323K 0.01%
11,065
-10,631
-49% -$292K
GRMN
1465
CALL
Garmin
GRMN
$56.7B
$323K 0.01%
3,500
-4,200
-55% -$371K
RPD icon
1466
PUT
Rapid7
RPD
$645M
$323K 0.01%
9,500
+100
+1% +$3.58K
STNG icon
1467
PUT
Scorpio Tankers
STNG
$3.9B
$323K 0.01%
6,000
-20,000
-77% -$999K
DXJ icon
1468
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$322K 0.01%
+5,015
New +$330K
BGS icon
1469
B&G Foods
BGS
$287M
$322K 0.01%
28,911
+14,271
+97% +$198K
VOOG icon
1470
Vanguard S&P 500 Growth ETF
VOOG
$25.9B
$322K 0.01%
+9,168
New +$331K
ESS icon
1471
Essex Property Trust
ESS
$18.3B
$322K 0.01%
1,520
-3,680
-71% -$804K
ALK icon
1472
PUT
Alaska Air
ALK
$5.29B
$322K 0.01%
7,500
-1,200
-14% -$52.9K
KXI icon
1473
iShares Global Consumer Staples ETF
KXI
$1.07B
$320K 0.01%
+5,360
New +$311K
SYF icon
1474
Synchrony
SYF
$24.7B
$320K 0.01%
9,728
-352
-3% -$12.1K
IXG icon
1475
iShares Global Financials ETF
IXG
$678M
$318K 0.01%
+4,529
New +$309K
57 58
59
60 61

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OAM
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NOCM
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TIM
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QIM
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RB
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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.