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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
DRIP icon
1601
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$98.4M
$280K 0.01%
1,970
+351
+22% +$46.8K
HIBB
1602
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
$280K 0.01%
4,100
-1,700
-29% -$106K
STNG icon
1603
CALL
Scorpio Tankers
STNG
$3.9B
$280K 0.01%
5,200
-3,300
-39% -$165K
AMBA icon
1604
PUT
Ambarella
AMBA
$3.77B
$280K 0.01%
+3,400
New +$226K
HSIC icon
1605
PUT
Henry Schein
HSIC
$9.77B
$280K 0.01%
+3,500
New +$265K
HAL icon
1606
PUT
Halliburton
HAL
$26.9B
$279K 0.01%
7,100
-51,200
-88% -$1.81M
CMG icon
1607
PUT
Chipotle Mexican Grill
CMG
$47.2B
$277K 0.01%
10,000
– –
INSP icon
1608
PUT
Inspire Medical Systems
INSP
$1.45B
$277K 0.01%
1,100
-1,200
-52% -$256K
EWBC icon
1609
East-West Bancorp
EWBC
$17.9B
$277K 0.01%
+4,204
New +$288K
VIRT icon
1610
Virtu Financial
VIRT
$5.11B
$276K 0.01%
13,541
+2,367
+21% +$51.4K
XLC icon
1611
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$276K 0.01%
+5,753
New +$282K
AMT icon
1612
CALL
American Tower
AMT
$80.8B
$275K 0.01%
1,300
– –
SPIP icon
1613
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$275K 0.01%
10,691
-12,916
-55% -$333K
SMAR
1614
DELISTED
Smartsheet Inc.
SMAR
$275K 0.01%
+6,995
New +$238K
OLN icon
1615
PUT
Olin
OLN
$2.11B
$275K 0.01%
+5,200
New +$276K
GPC icon
1616
Genuine Parts
GPC
$17.1B
$275K 0.01%
+1,586
New +$276K
LW icon
1617
Lamb Weston
LW
$7.22B
$274K 0.01%
+3,066
New +$261K
CVS icon
1618
CVS Health
CVS
$133B
$274K 0.01%
2,939
-7,162
-71% -$691K
UI icon
1619
PUT
Ubiquiti
UI
$33.7B
$274K 0.01%
1,000
-200
-17% -$59.5K
ASML icon
1620
CALL
ASML
ASML
$626B
$273K 0.01%
+500
New +$262K
HEFA icon
1621
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
$273K 0.01%
10,116
-8,511
-46% -$261K
OLN icon
1622
Olin
OLN
$2.11B
$273K 0.01%
+5,151
New +$273K
SAIA icon
1623
PUT
Saia
SAIA
$9.27B
$273K 0.01%
+1,300
New +$283K
CASY icon
1624
Casey's General Stores
CASY
$32.2B
$272K 0.01%
+1,211
New +$276K
AVY icon
1625
CALL
Avery Dennison
AVY
$13B
$272K 0.01%
+1,500
New +$267K
63 64
65
66 67

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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.