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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
HA
1826
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$225K 0.01%
21,900
+3,100
+16% +$41.4K
MGM icon
1827
PUT
MGM Resorts International
MGM
$11.4B
$225K 0.01%
6,700
-21,200
-76% -$734K
JBLU icon
1828
JetBlue
JBLU
$2.28B
$224K 0.01%
+34,592
New +$253K
SIVB
1829
DELISTED
SVB Financial Group
SIVB
$224K 0.01%
974
-496
-34% -$123K
CQP icon
1830
Cheniere Energy
CQP
$31.9B
$224K 0.01%
+3,941
New +$226K
XHE icon
1831
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$224K 0.01%
+2,492
New +$219K
WTFC icon
1832
Wintrust Financial
WTFC
$10.8B
$224K 0.01%
+2,649
New +$234K
VSAT icon
1833
Viasat
VSAT
$10.6B
$224K 0.01%
+7,072
New +$247K
VMI icon
1834
Valmont Industries
VMI
$9.3B
$223K 0.01%
+675
New +$214K
MKTX icon
1835
PUT
MarketAxess Holdings
MKTX
$5.71B
$223K 0.01%
800
-1,800
-69% -$463K
IIPR icon
1836
CALL
Innovative Industrial Properties
IIPR
$1.71B
$223K 0.01%
2,200
-7,200
-77% -$766K
LEA icon
1837
Lear
LEA
$6.54B
$223K 0.01%
+1,797
New +$238K
EUM icon
1838
ProShares Trust Short MSCI Emerging Markets
EUM
$9.65M
$222K 0.01%
+7,279
New +$233K
SMH icon
1839
VanEck Semiconductor ETF
SMH
$65.2B
$222K 0.01%
+2,192
New +$223K
FXD icon
1840
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$269M
$222K 0.01%
+4,616
New +$222K
PEN icon
1841
Penumbra
PEN
$12.7B
$222K 0.01%
+999
New +$195K
BULZ icon
1842
MicroSectors FANG & Innovation 3x Leveraged ETN
BULZ
$252M
$222K 0.01%
104,380
+84,455
+424% +$222K
CW icon
1843
Curtiss-Wright
CW
$26.7B
$222K 0.01%
+1,327
New +$221K
CF icon
1844
CALL
CF Industries
CF
$19.2B
$222K 0.01%
2,600
-1,600
-38% -$162K
MLI icon
1845
Mueller Industries
MLI
$14.7B
$221K 0.01%
+15,012
New +$240K
INMD icon
1846
PUT
InMode
INMD
$870M
$221K 0.01%
6,200
-7,800
-56% -$271K
WGO icon
1847
CALL
Winnebago Industries
WGO
$856M
$221K 0.01%
4,200
-12,100
-74% -$688K
PETS icon
1848
CALL
PetMed Express
PETS
$41.7M
$221K 0.01%
12,500
+2,100
+20% +$41.7K
ELAN icon
1849
PUT
Elanco Animal Health
ELAN
$13.2B
$221K 0.01%
18,100
-21,900
-55% -$273K
FNCL icon
1850
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
$221K 0.01%
+4,610
New +$221K
72 73
74
75 76

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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.