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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
FSLY icon
2801
PUT
Fastly Inc
FSLY
$3.54B
– –
-44,300
Closed -$406K
FTCS icon
2802
First Trust Capital Strength ETF
FTCS
$7.93B
– –
-8,366
Closed -$556K
FTGC icon
2803
First Trust Global Tactical Commodity Strategy Fund
FTGC
$2.97B
– –
-13,869
Closed -$351K
FTNT icon
2804
CALL
Fortinet
FTNT
$118B
– –
-4,900
Closed -$241K
FTRI icon
2805
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$123M
– –
-17,912
Closed -$219K
FTS icon
2806
Fortis
FTS
$29B
– –
-5,857
Closed -$223K
FTSL icon
2807
First Trust Senior Loan Fund ETF
FTSL
$2.32B
– –
-8,539
Closed -$376K
FTSM icon
2808
First Trust Enhanced Short Maturity ETF
FTSM
$6.49B
– –
-17,310
Closed -$1.03M
FTV icon
2809
Fortive
FTV
$17.9B
– –
-10,145
Closed -$446K
FUBO icon
2810
FuboTV Inc
FUBO
$258M
– –
-12,653
Closed -$464K
FXI icon
2811
CALL
iShares China Large-Cap ETF
FXI
$4.35B
– –
-82,300
Closed -$2.13M
FXI icon
2812
PUT
iShares China Large-Cap ETF
FXI
$4.35B
– –
-141,900
Closed -$3.67M
GALT icon
2813
Galectin Therapeutics
GALT
$198M
– –
-13,384
Closed -$22K
GBR icon
2814
New Concept Energy
GBR
$3.47M
– –
-10,062
Closed -$11K
GDDY icon
2815
CALL
GoDaddy
GDDY
$11.1B
– –
-4,500
Closed -$319K
GDDY icon
2816
PUT
GoDaddy
GDDY
$11.1B
– –
-7,600
Closed -$539K
GDOT icon
2817
PUT
Green Dot
GDOT
$747M
– –
-12,900
Closed -$245K
GDRX icon
2818
GoodRx Holdings
GDRX
$1.04B
– –
-17,450
Closed -$86K
GDS icon
2819
CALL
GDS Holdings
GDS
$6.55B
– –
-10,600
Closed -$187K
GDS icon
2820
PUT
GDS Holdings
GDS
$6.55B
– –
-11,500
Closed -$203K
GDX icon
2821
CALL
VanEck Gold Miners ETF
GDX
$22.7B
– –
-8,500
Closed -$205K
GDXU icon
2822
MicroSectors Gold Miners 3x Leveraged ETN
GDXU
$642M
– –
-9,238
Closed -$272K
GEG icon
2823
Great Elm Group
GEG
$69M
– –
-16,471
Closed -$33K
GEN icon
2824
Gen Digital
GEN
$16.4B
– –
-40,954
Closed -$904K
GEN icon
2825
PUT
Gen Digital
GEN
$16.4B
– –
-10,100
Closed -$203K
111 112
113
114 115

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OAM
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NOCM
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OMG
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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.